A data-driven evaluation of thousands of statistics finds several families effective at distinguishing time-irreversibility but shows no single statistic works across all systems.
These symbolic features involve transforming a time series x into a sequence of symbols (from a finite alphabet) using a set of coarse- graining rules [48, 51, 62]
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Identifying statistical indicators of temporal asymmetry using a data-driven approach
A data-driven evaluation of thousands of statistics finds several families effective at distinguishing time-irreversibility but shows no single statistic works across all systems.