Symmetry Testing in Time Series using Ordinal Patterns: A U-Statistic Approach
基于序模式的时间序列对称性检验:U 统计量方法
We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides a unified framework applicable to arbitrary symmetry tests. We establish asymptotic results for the resulting test statistics under a broad class of stationary processes. Comprehensive experiments on both synthetic and real data…