Time-Reversibility, Causality and Compression-Complexity

Kathpalia, Aditi and Nagaraj, Nithin (2021) Time-Reversibility, Causality and Compression-Complexity. Entropy, 23 (3). p. 327.

2021-entropy-NithinNagaraj.pdf - Published Version

Download (545kB) | Preview
Abstract: Detection of the temporal reversibility of a given process is an interesting time series analysis scheme that enables the useful characterisation of processes and offers an insight into the underlying processes generating the time series. Reversibility detection measures have been widely employed in the study of ecological, epidemiological and physiological time series. Further, the time reversal of given data provides a promising tool for analysis of causality measures as well as studying the causal properties of processes. In this work, the recently proposed Compression-Complexity Causality (CCC) measure (by the authors) is shown to be free of the assumption that the "cause precedes the effect", making it a promising tool for causal analysis of reversible processes. CCC is a data-driven interventional measure of causality (second rung on the Ladder of Causation) that is based on Effort-to-Compress (ETC), a well-established robust method to characterize the complexity of time series for analysis and classification. For the detection of the temporal reversibility of processes, we propose a novel measure called the Compressive Potential based Asymmetry Measure. This asymmetry measure compares the probability of the occurrence of patterns at different scales between the forward-time and time-reversed process using ETC. We test the performance of the measure on a number of simulated processes and demonstrate its effectiveness in determining the asymmetry of real-world time series of sunspot numbers, digits of the transcedental number π and heart interbeat interval variability.
Item Type: Journal Paper
Additional Information: This is an open access article distributed under the Creative Commons Attribution License. Copyright belongs to authors
Keywords: time-reversibility; time-irreversibility; temporal asymmetry; compression-complexity; effort-to-compress; compressive potential; interventional causality; heart period variability asymmetry; sunspot numbers
Subjects: School of Humanities > Consciousness Studies
Programmes > Consciousness Studies Programme > Measures of Causality
Programmes > Consciousness Studies Programme
Date Deposited: 18 Mar 2021 06:33
Last Modified: 18 Mar 2021 06:35
Official URL: https://www.mdpi.com/1099-4300/23/3/327
Related URLs:
    Funders: Czech Science Foundation, Czech Academy of Sciences, Praemium Academiae awarded to M. Paluš, Cognitive Science Research Initiative, Department of Science and Technology, India (CSRI-DST)
    Projects: Czech Science Foundation, Project No. GA19-16066S, DST Grant No. DST/CSRI/2017/54(G)
    DOI: https://doi.org/10.3390/e23030327
    URI: http://eprints.nias.res.in/id/eprint/2070

    Actions (login required)

    View Item View Item