Time irreversibility of mean temperature anomaly variations over China

Xie, Fenghua; Fu, Zuntao; Piao, Lin; Mao, Jiangyu

doi:10.1007/s00704-014-1347-0

Cited by 21 publications

(12 citation statements)

References 30 publications

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“…This latter measure was introduced in [25] and has been extended and applied to several scenarios [39][40][41][42][43]. Interestingly, these methods do not require to perform any hoc time series symbolizations (as the series under study -degree sequences-are by construction discrete), and therefore are free from the ambiguities associated to the effect that different partitions and alphabets produce commented above.…”

Section: Visibility Algorithmsmentioning

confidence: 99%

Irreversibility of financial time series: A graph-theoretical approach

Flanagan

Lacasa

2016

Physics Letters A

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The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series. We make use of visibility algorithms to quantify in graph-theoretical terms time irreversibility of 35 financial indices evolving over the period 1998-2012. We show that this metric is complementary to standard measures based on volatility and exploit it to both classify periods of financial stress and to rank companies accordingly. We then validate this approach by finding that a projection in principal components space of financial years based on time irreversibility features clusters together periods of financial stress from stable periods. Relations between irreversibility, efficiency and predictability are briefly discussed.

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Section: Visibility Algorithmsmentioning

confidence: 99%

Irreversibility of financial time series: A graph-theoretical approach

Flanagan

Lacasa

2016

Physics Letters A

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“…Asymmetric phenomena are ubiquitous in both natural and social sciences (Heinrich 2004;King 1996;Livina et al 2003;Ashkenazy and Tziperman 2004 ;Lisiecki and Raymo 2005;Bartos and Jánosi 2005;Gyure et al 2007;Ashkenazy et al 2008Ashkenazy et al , 2016Bisgaard and Kulahci 2011;Xie et al 2016Xie et al , 2019, and it is an important indicator of nonlinear underlying processes (Schreiber and Schmitz 2000;Bartos and Jánosi 2005;Gyüre et al 2007;Ashkenazy et al 2008;Roldan and Parrondo 2010;Lacasa et al 2012).…”

Section: Introductionmentioning

confidence: 99%

“…As a kind of asymmetry, the temporal asymmetry (TA) in time series, defined by different statistics between forward and backward (reversed) directed series, plays an important role in air temperature variability studies (Bartos and Jánosi 2005;Gyüre et al 2007;Ashkenazy et al 2008;Xie et al 2016Xie et al , 2019. Previous studies also found that there exists differential TA among different temperature variables' daily fluctuations over China from both station observations and NCEP-2 re-analyses (Xie et al 2019).…”

Section: Introductionmentioning

confidence: 99%

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Evaluation of Re-analyses Over China based on the Temporal Asymmetry of Daily Temperature Variability

Chai

Huang

Yang

et al. 2021

Preprint

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As an intrinsic feature of daily surface air temperature (SAT) variability found in station measurements, temporal asymmetry (TA) can be taken as an evaluation metric to access the quality of SAT re-analysis product. In this study, TA calculated from four SAT variables, i.e. daily mean SAT (Tmean), daily maximum SAT (Tmax), daily minimum SAT (Tmin) and diurnal temperature range (TDTR=Tmax-Tmin), is applied to evaluate synoptic-scale performance of four reanalysis products (NCEP-2, JRA-55, ERA-I and ERA-5) over China. The results show that four re-analyses overall overestimate the TA of daily Tmax and Tmin variability over China, but with a comparatively consistent estimated TA for Tmean. Moreover, the TA of Tmean variability for these four re-analyses shares high spatial consistency with those from the observation. However, four re-analyses own the similar region-dependent spatial patterns of overestimated TA for Tmax and Tmin variability, especially for Tmax. Since high TA is an indicator for strong nonlinear feature, only Tmean reanalysis is the most suitable to explore synoptic-scale extreme events, such as heat waves and cold waves, which are highly related to the strong nonlinear processes.

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“…Recently, fruitful results have been achieved in the investigation of time series time reversibility using the HVG method [44][45][46][47][48][49][50][51]. In a study on how crises affect the motions of US stock prices, different market price behaviors are identified by examining the series irreversibility evolved over the time [50,51].…”

Section: Introductionmentioning

confidence: 99%

Analysis of Stock Price Motion Asymmetry via Visibility-Graph Algorithm

Liu

Chen

2020

Front. Phys.

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This paper is the first to differentiate between concave and convex price motion trajectories by applying visibility-graph and invisibility-graph algorithms to the analyses of stock indices. Concave and convex indicators for price increase and decrease motions are introduced to characterize accelerated and decelerated stock index increases and decreases. Upon comparing the distributions of these indicators, it is found that asymmetry exists in price motion trajectories and that the degree of asymmetry, which is characterized by the Kullback-Leibler divergence between the distributions of rise and fall indictors, fluctuates after a change in time scope. Moreover, asymmetry in price motion speeds is demonstrated by comparing conditional expected rise and fall returns on the node degrees of visibility and invisibility graphs.

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Time irreversibility of mean temperature anomaly variations over China

Cited by 21 publications

References 30 publications

Irreversibility of financial time series: A graph-theoretical approach

Irreversibility of financial time series: A graph-theoretical approach

Evaluation of Re-analyses Over China based on the Temporal Asymmetry of Daily Temperature Variability

Analysis of Stock Price Motion Asymmetry via Visibility-Graph Algorithm

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