Measuring the Topological Time Irreversibility of Time Series With the Degree-Vector-Based Visibility Graph Method
Time irreversibility of a time series, which can be defined as the variance of properties under the time-reversal transformation, is a cardinal property of non-equilibrium systems and is associated with predictability in the study of financial time series. Recent pieces of literature have proposed t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2021
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |