arXiv subjects

Wenli Yao

Publications and source records attributed to Wenli Yao.

5 recordsLinked to original sources

arXiv2022

Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation

Although time irreversibility (TIR) and amplitude irreversibility (AIR) are relevant concepts for nonequilibrium analysis, their association has received little attention. This paper conducts a systematic comparative analysis of the relationship between TIR and AIR based on statistical descriptions and numerical simulations. To simplify the quantification of TIR and AIR, the amplitude permutation and global information of the associated vector are combined to produce a joint probability estimation. Chaotic logistic, Henon, and Lorenz series are generated to evaluate TIR and AIR according to surrogate theory, and the distributions of joint permutations for these model series are measured to compare the degree of TIR and AIR. The joint permutation TIR and AIR are then used to investigate nonequilibrium pathological features in epileptic electroencephalography data. Test results suggest that epileptic brain electrical activities, particular those during the onset of seizure, manifest higher nonequilibrium characteristics. According to the statistical definitions and targeted pairs of joint permutations in the chaotic model data, TIR and AIR are fundamentally different nonequilibrium descriptors from time- and amplitude-reversibility, respectively, and thus require different forms of numerical analysis. At the same time, TIR and AIR both provide measures for fluctuation theorems associated with nonequilibrium processes, and have similar probabilistic differences in the pairs of joint permutations and consistent outcomes when used to analyze both the model series and real-world signals. Overall, comparative analysis of TIR and AIR contributes to our understanding of nonequilibrium features and broadens the scope of quantitative nonequilibrium measures. Additionally, the construction of joint permutations contributes to the development of symbolic time series analysis.

stat.CO↗

arXiv2022

Comparative analysis of the original and amplitude permutations

The original and amplitude permutations are two basic ordinal patterns; however, their relationship has received little attention. This paper compares the original and amplitude permutations used to characterize vector structures. To accurately convey the vector structure, we modify indexes of equal values in the permutations to be the same ones in each group of equalities. Comparative analysis suggests that the amplitude permutation, comprising the positions of the original values in the reordered vector, directly reflects the vector's temporal structure, whereas the original permutation, consisting of the indexes of reorganized values in the original vector, conveys the structural pattern of the reorganized vector. Moreover, we clarify the association of the original and amplitude permutations with timeand amplitude-symmetric vectors, thus contributing to the fields of symbolic analysis, topological data analysis, and so on.

stat.OT↗

arXiv2021

A novel parameter for nonequilibrium analysis in reconstructed state spaces

Kernel methods are widely used for probability estimation by measuring the distribution of low-passed vector distances in reconstructed state spaces. However, the information conveyed by the vector distances that are greater than the threshold has received little attention. In this paper, we consider the probabilistic difference of the kernel transformation in reconstructed state spaces, and derive a novel nonequilibrium descriptor by measuring the fluctuations of the vector distance with respect to the tolerance. We verify the effectiveness of the proposed kernel probabilistic difference using three chaotic series (logistic, Henon, and Lorenz) and a first-order autoregressive series according to the surrogate theory, and we use the kernel parameter to analyze real-world heartbeat data. In the heartbeat analysis, the kernel probabilistic difference, particularly that based on the Kullback--Leibler divergence, effectively characterizes the physiological complexity loss related to reduced cardiac dynamics in the elderly and diseased heartbeat data. Overall, the kernel probabilistic difference provides a novel method for the quantification of nonequilibria by characterizing the fluctuation theorem in reconstructed state spaces, and enables reliable detection of cardiac physiological and pathological information from heart rates.

physics.data-an↗

arXiv2020

Time irreversibility and amplitude irreversibility measures for nonequilibrium processes

Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of symmetric vectors have been employed in some studies. However, although effective in practical applications, this approach is conceptually incorrect. Time irreversibility should be measured based on the permutations of symmetric vectors rather than symmetric permutations, whereas symmetric permutations can instead be employed to determine the quantitative amplitude irreversibility -- a novel parameter proposed in this paper for nonequilibrium calculated by means of the probabilistic difference in amplitude fluctuations. Through theoretical and experimental analyses, we highlight the strong similarities and close associations between the time irreversibility and amplitude irreversibility measures. Our paper clarifies the connections of and the differences between the two types of permutation-based parameters for quantitative nonequilibrium, and by doing so, we bridge the concepts of amplitude irreversibility and time irreversibility and broaden the selection of quantitative tools for studying nonequilibrium processes in complex systems.

eess.SP↗

arXiv2018

Quantifying time irreversibility using probabilistic differences between symmetric permutations

To simplify the quantification of time irreversibility, we employ order patterns instead of the raw multi-dimension vectors in time series, and considering the existence of forbidden permutation, we propose a subtraction-based parameter, Ys, to measure the probabilistic differences between symmetric permutations for time irreversibility. Two chaotic models, the logistic and Henon systems, and reversible Gaussian process and their surrogate data are used to validate the time-irreversible measure, and time irreversibility of epileptic EEGs from Nanjing General Hospital is detected by the parameter. Test results prove that it is promising to quantify time irreversibility by measuring the subtraction-based probabilistic differences between symmetric order patterns, and our findings highlight the manifestation of nonlinearity of whether healthy or diseased EEGs and suggest that the epilepsy leads to a decline in the nonlinearity of brain electrical activities during seize-free intervals.

physics.med-ph↗