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A combinatorial framework to quantify peak/pit asymmetries in complex dynamics.

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This study introduces a new method to analyze time series fluctuations by comparing local minima and maxima. This approach effectively distinguishes complex dynamics across various fields, outperforming existing metrics.

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Area of Science:

  • Complex Systems Analysis
  • Data Science
  • Time Series Analysis

Background:

  • Time series data often exhibit complex dynamics that are challenging to quantify.
  • Existing methods may not fully capture the asymmetries present in local fluctuations.

Purpose of the Study:

  • To develop and validate a combinatorial framework for quantifying asymmetries between minima and maxima in time series.
  • To demonstrate the framework's ability to distinguish diverse complex dynamics and outperform current metrics.

Main Methods:

  • Development of a combinatorial framework to analyze local fluctuations.
  • Application to synthetic datasets and canonical dynamical models (stochastic, chaotic).
  • Validation through extensive numerical simulations and real-world data from neurobiology, finance, and climate science.

Main Results:

  • The framework rigorously quantifies asymmetries in time series fluctuations.
  • It successfully distinguishes between different complex dynamics, including stochastic and chaotic processes.
  • Performance was superior to state-of-the-art metrics in several benchmark cases.

Conclusions:

  • Asymmetries between local maxima and minima are highly informative of underlying complex dynamics.
  • A graph-theoretic approach enables the use of these features for statistical learning.
  • The methodology offers a powerful new tool for analyzing complex time series data across disciplines.