Multiple testing strategy for the detection of temporal irreversibility in stationary time series

Karina R. Casali, Adenauer G. Casali, Nicola Montano, Maria Claudia Irigoyen, Fabricio Macagnan, Stefano Guzzetti, and Alberto Porta
Phys. Rev. E 77, 066204 – Published 6 June 2008

Abstract

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.

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  • Received 21 March 2007

DOI:https://doi.org/10.1103/PhysRevE.77.066204

©2008 American Physical Society

Authors & Affiliations

Karina R. Casali1,2,*, Adenauer G. Casali2, Nicola Montano2, Maria Claudia Irigoyen1, Fabricio Macagnan3, Stefano Guzzetti4, and Alberto Porta5,†

  • 1Physiology Department, Federal University of Rio Grande do Sul, Porto Alegre, Brazil
  • 2Department of Clinical Sciences “L. Sacco,” University of Milan, Milan, Italy
  • 3Pontifical Catholic University of Rio Grande do Sul, Porto Alegre, Brazil
  • 4Internal Medicine II, L. Sacco Hospital, Milan, Italy
  • 5Department of Technologies for Health, Galeazzi Orthopaedic Institute, University of Milan, Milan, Italy

  • *rabellocasali@gmail.com
  • alberto.porta@unimi.it

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Vol. 77, Iss. 6 — June 2008

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