Fuzzy permutation time irreversibility for nonequilibrium analysis of complex system

Abstract: Permutation time irreversibility is an important method to quantify nonequilibrium characteristics of complex systems; however, ordinal pattern is a coarse-graining alternative of temporal structure and cannot accurately represent detailed structural information. This study aims to propose a fuzzy permutation time irreversibility (fpTIR) by measuring the difference between vector elements based on a negative exponential function. The amplitude permutation of vector is constructed and its membership degree is calculated; then, the difference in probability distribution between the forward and backward sequences is measured for fpTIR. To compare and measure the system's complexity, the Shannon entropy is calculated as the average amount of information in the fuzzy permutation probability distribution, i.e., fuzzy permutation entropy (fPEn). According to the surrogate theory, mode series are generated using logistic, Henon, and first-order autoregressive systems to verify the fpTIR, which is then used to analyze the heartbeats of patients with congestive heart failure and healthy elderly and young participants from the PhysioNet database. Results suggest that the fpTIR effectively measures the system's nonequilibrium characteristics, thus improving the accuracy of heartbeat analysis. However, in analyzing probability distributions, the fpTIR and fPEn exhibit discrepancies in the chaotic series and even opposite results in the heartbeats, wherein the results of fpTIR are consistent with the theory of complexity loss in aging and disease. Overall, the fpTIR accurately characterizes the structure of the sequences and enhances the accuracy of the nonequilibrium analysis of complex systems, providing a theoretical basis for exploring complex systems from the perspectives of nonequilibrium dynamics and entropy complexity.