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  • Open Access

Identifying statistical indicators of temporal asymmetry using a data-driven approach

Teresa Dalle Nogare* and Ben D. Fulcher†

  • *Contact author: teresa.dallenogare@sydney.edu.au
  • †Contact author: ben.fulcher@sydney.edu.au
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Phys. Rev. Research 8, 023043 – Published 14 April, 2026

DOI: https://doi.org/10.1103/4nb2-398s

Abstract

The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear Gaussian processes can provide insights into underlying mechanisms and aid modeling and statistical quantification of time-series data. However, existing time-reversibility metrics have been developed individually, forming a fragmented body of research that makes it challenging to identify the most effective approaches developed to date, and the most promising directions for development. Here, we address these issues by systematically evaluating over 6000 time-series summary statistics, derived from across the time-series analysis literature, on their ability to distinguish the time irreversibility of data simulated from a diverse range of 35 systems. Our large-scale data-driven comparison highlights the effectiveness of several key families of statistics, including time-asymmetric forms of generalized autocorrelation functions, time-series symbolic sequences, and forecasting-related methods. All irreversible systems studied here could be accurately distinguished by a well-chosen time-series statistic, but no single statistic could accurately index the statistical form of irreversibility for all irreversible systems. This challenges the assumption that a given time-reversibility statistic will accurately capture time reversibility in general, and underscores the importance of tailoring statistical approaches to the time-reversal characteristics of a given system. Our results provide a unified understanding of the key algorithmic structures through which irreversibility can be effectively quantified from data, providing a foundation for connecting patterns in time series to the underlying mechanisms of the systems that generate them.

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Phys. Rev. Research 8, 023043– Published 14 April, 2026
  • Received 20 November 2025
  • Accepted 13 March 2026
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Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI.

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