irreversibility: A Python Package for Assessing and Manipulating the Time Irreversibility of Real-World Time Series

Area of Science:

• Physics
• Computer Science
• Data Analysis

Background:

• Theoretical foundations of irreversibility date back to statistical physics.
• Analysis of irreversibility in real-world time series is a recent development.

Purpose of the Study:

• Introduce an open-source Python package named 'irreversibility' (version ≥ 3.11).
• Provide a comprehensive set of irreversibility metrics and tests for dynamical systems and time series analysis.
• Facilitate the practical application and comparison of these tests.

Main Methods:

• Development of an open-source Python package ('irreversibility').
• Inclusion of diverse irreversibility metrics and statistical tests.
• Integration of utility functions for time series manipulation (downsampling, parameter optimization).

Main Results:

• The 'irreversibility' package offers a unified software solution for analyzing real-world time series data.
• Researchers can now easily compare multiple tests for a more robust understanding of system dynamics.
• The package simplifies obtaining reproducible results in irreversibility analysis.

Conclusions:

• The 'irreversibility' package democratizes the analysis of time series irreversibility.
• It empowers researchers with tools to investigate the directionality of time in complex systems.
• The package promotes reproducible scientific inquiry in statistical physics and data science.