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emergent family

⏳ Time-irreversibility & temporal asymmetry

10 novel Β· 0 crypto-prior Β· 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.

#CandidateFOSS implementation @ licensePaper Β· provenanceCoverage
#25 pomeau_irreversibility_lag1
The lag-1 time-asymmetric cubic statistic E[x_t^2 * x_{t-1} - x_t * x_{t-1}^2], which is positive/negative when the series rises and falls with differ
 MZanin/irreversibilitytestslibrary
unknown/academic (verify on GitLab
 arXiv:0708.4022
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#26 ehlers_increment_asymmetry
Ehlers' time-irreversibility index: the normalized third moment (skewness) of the first-difference series of close prices; zero means time-reversible,
 MZanin/irreversibilitytestslibrary
unknown/academic (verify on GitLab
 DOI:10.3390/e23111474
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#27 porta_increment_sign_asymmetry
Porta's index: the fraction of negative first-differences among all nonzero first-differences; a value far from 0.5 indicates acceleration/deceleratio
 MZanin/irreversibilitytestslibrary
unknown/academic (verify on GitLab
 DOI:10.3390/e23111474
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#28 guzik_increment_magnitude_asymmetry
Guzik's index: the share of total squared-increment 'energy' that comes from positive increments; differs from Porta by weighting by magnitude rather
MZanin/irreversibilitytestslibrary
unknown/academic (verify on GitLab
 DOI:10.3390/e23111474
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#29 costa_accel_decel_asymmetry
Costa-Goldberger-Peng time-irreversibility index: difference between the rates/energies of consecutive increases vs decreases ('accelerations' vs 'dec
 MZanin/irreversibilitytestslibrary
unknown/academic (verify on GitLab
 DOI:10.1103/PhysRevLett.95.198
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#30 dhvg_indegree_outdegree_kld
Lacasa directed-horizontal-visibility-graph irreversibility: map the price series to a directed horizontal visibility graph and measure the Kullback-L
 CarlosBergillos/ts2vg
MIT (ts2vg)
 arXiv:1108.1691
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#85 updown_magnitude_cumulative_js_divergence
Cumulative Jensen-Shannon divergence (Nguyen-Vreeken CJS) between the empirical distribution of |return| on up-bars and the empirical distribution of
github.com/eda-rg/cjs (CISPA eda.rg 'cjs' refere
MIT
 DOI:10.1007/978-3-319-23525-7_
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#96 sign_markov_entropy_production_rate_threestate
Markov-chain entropy-production (time-irreversibility) rate of the 3-state sign transition matrix: the Kullback-Leibler divergence rate between the fo
⚠ lag-1 3-state sign Markov chain (structural alphabet) · forex-roadmap-mentioned (listed as an UNTESTED inventory item in
πŸ”Ž FOREX-MENTIONED-ONLY (roadmap inventory, not evaluated)
 github.com/networkx/networkx (graph build) + clo
BSD-3-Clause
 arXiv:1201.5613
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#98 sign_markov_inout_strength_asymmetry_flux
Net stationary-flux asymmetry of the 3-state sign transition graph: for each directed sign-pair the antisymmetric current J_ij = pi_i P_ij - pi_j P_ji
⚠ lag-1 sign Markov chain
 github.com/networkx/networkx + numpy closed-form
BSD-3-Clause
 arXiv:2404.01978
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#113 ramsey_rothman_bicovariance_gamma21_lag1_midlogret
Ramsey–Rothman symmetric-bicovariance time-reversal-asymmetry statistic at lag 1 on the zero-mean mid log-return series: Ξ³β‚‚,₁ = E[Yβ‚œΒ²Β·Yβ‚œβ‚‹β‚] βˆ’ E[Yβ‚œΒ·Yβ‚œβ‚‹
⚠ lag-1 + orders (2,1) structural; use the σ³-normalized point estimate, NOT the p-value test form (which needs a finite 6
 MZanin/irreversibility (Zanin 2025; PMC12650947)
MIT (unverified β€” confirm on repo;
 DOI:10.2307/2077963
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered