  Time irreversibility is a common signature of nonlinear processes, and a
fundamental property of non-equilibrium systems driven by non-conservative
forces. A time series is said to be reversible if its statistical properties
are invariant regardless of the direction of time. Here we propose the Time
Reversibility from Ordinal Patterns method (TiROP) to assess time-reversibility
from an observed finite time series. TiROP captures the information of scalar
observations in time forward, as well as its time-reversed counterpart by means
of ordinal patterns. The method compares both underlying information contents
by quantifying its (dis)-similarity via Jensen-Shannon divergence. The
statistic is contrasted with a population of divergences coming from a set of
surrogates to unveil the temporal nature and its involved time scales. We
tested TiROP in different synthetic and real, linear and non linear time
series, juxtaposed with results from the classical Ramsey's time reversibility
test. Our results depict a novel, fast-computation, and fully data-driven
methodology to assess time-reversibility at different time scales with no
further assumptions over data. This approach adds new insights about the
current non-linear analysis techniques, and also could shed light on
determining new physiological biomarkers of high reliability and computational
efficiency.
