A data-driven evaluation of thousands of statistics finds several families effective at distinguishing time-irreversibility but shows no single statistic works across all systems.
Strogatz, Nonlinear dynamics and chaos: With applications to physics, biology, chemistry, and engineering, second edition ed
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Identifying statistical indicators of temporal asymmetry using a data-driven approach
A data-driven evaluation of thousands of statistics finds several families effective at distinguishing time-irreversibility but shows no single statistic works across all systems.