The lack of reversibility during financial crisis and its identification

The focus of this study to measure the varying irreversibility of stock markets. A fundamental idea of this study is that financial systems are complex and nonlinear systems that are presented to be non-Gaussian fractal and chaotic. Their complexity and different aspects of nonlinear properties, such as time irreversibility, vary over time and for a long-range of scales. Therefore, our work presents approaches to measure the complexity and irreversibility of the time series. To the presented methods we include Guzik’s index, Porta’s index, Costa’s index, based on complex networks measures, Multiscale time irreversibility index and based on permutation patterns measures. Our study presents that the corresponding measures can be used as indicators or indicator-precursors of crisis states in stock markets.

MULTISCALE ENTROPY AND MULTISCALE TIME IRREVERSIBILITY ANALYSIS OF RR TIME SERIES DEPENDING ON AMBIENT TEMPERATURE

Purpose: The main aim of this paper is to study the influence of temperature on multiscale entropy (MSE) and multiscale time irreversibility (MTI) through the use of short-term measurements. Methods: A total of 12 physically active, healthy, and nonsmoker individuals ([Formula: see text] years old; [Formula: see text][Formula: see text]cm of height; and [Formula: see text][Formula: see text]kg of body mass) voluntarily participated in this study. Two beat-to-beat recordings of 15[Formula: see text]min length were performed on every participant, one under hot conditions ([Formula: see text]C) and the other assessment under cool conditions ([Formula: see text]C). The order of these two assessments was randomly assigned. Multiscale sample entropy and MTI were assessed in every measurement through 10 scales. Results: Entropy was significantly higher under hot conditions ([Formula: see text]) from the fifth scale compared to cool conditions. On the contrary, MTI values were significantly lower under hotter conditions ([Formula: see text]). Conclusions: The study of MSE and time irreversibility of short RR measurements presents consistent and reliable data. Moreover, exposures to hot conditions provoke an increment of interbeat complexity throughout larger scales and a decrease in the MTI in a healthy population.

Time Irreversibility from Time Series for Analyzing Oil-in-Water Flow Transition

We first experimentally collect conductance fluctuation signals of oil-in-water two-phase flow in a vertical pipe. Then we detect the flow pattern asymmetry character from the collected signals with multidimensional time irreversibility and multiscale time irreversibility index. Moreover, we propose a novel criterion, that is, AMSI (average of multiscale time irreversibility), to quantitatively investigate the oil-in-water two-phase flow pattern dynamics. The results show that AMSI is sensitive to the flow pattern evolution that can be used to predict the flow pattern transition and bubble coalescence.