Casali Karina R, Casali Adenauer G, Montano Nicola, Irigoyen Maria Claudia, Macagnan Fabricio, Guzzetti Stefano, Porta Alberto
Physiology Department, Federal University of Rio Grande do Sul, Porto Alegre, Brazil.
Phys Rev E Stat Nonlin Soft Matter Phys. 2008 Jun;77(6 Pt 2):066204. doi: 10.1103/PhysRevE.77.066204. Epub 2008 Jun 6.
We propose a strategy for the detection of temporal irreversibility in stationary time series based on multiple bidimensional tests. The test is helpful to evaluate the displacement of irreversibility toward high dimensions. The test can be used independently of the theoretical functionals actually utilized to check irreversibility. The method was applied to simulated nonlinear signals generated by the delayed Henon map and a two-loop negative feedback model to show how the presence of a delay could produce the displacement of irreversibility toward higher dimensions. The method was applied also to series of a biological variable (i.e., heart period) that is known to be regulated by multiple feedback loops. Simulations and real data support the need of exploring progressively increasing embedding dimensions when assessing temporal irreversibility.
我们提出了一种基于多重二维检验来检测平稳时间序列中时间不可逆性的策略。该检验有助于评估不可逆性向高维的位移。该检验可以独立于实际用于检验不可逆性的理论泛函来使用。该方法应用于由延迟的亨农映射和双环负反馈模型生成的模拟非线性信号，以展示延迟的存在如何导致不可逆性向更高维度的位移。该方法还应用于已知由多个反馈环调节的生物变量（即心动周期）序列。模拟和实际数据支持在评估时间不可逆性时逐步探索不断增加的嵌入维度的必要性。
