Identifying nonlinearities by time-reversal asymmetry of vertex properties in visibility graphs

Reik V. Donner; Jonathan F. Donges

Summary

Proceedings of the 2012 International Symposium on Nonlinear Theory and its Applications

2012

Session Number:B3L-C

Session:

Number:435

Identifying nonlinearities by time-reversal asymmetry of vertex properties in visibility graphs

Reik V. Donner, Jonathan F. Donges,

pp.435-438

Publication Date:

Online ISSN:2188-5079

DOI:10.15248/proc.1.435

PDF download (400.1KB)

Summary:

The absence of time-reversal symmetry is a fundamental property of nonlinear time series. Here, we propose a novel set of statistical tests for time series reversibility based on visibility graphs. Specifically, we statistically compare the distributions of time-directed variants of some common graph-theoretical measures like degree and local clustering coefficient. Unlike other tests for reversibility, our method has the important advantage of not requiring the construction of surrogate time series. We illustrate its potentials for time series from paradigmatic model systems with known time-reversal properties as well as some real-world paleoclimate data.

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