Results 161 to 170 of about 3,168 (213)

Nonstationarity

WIREs Computational Statistics, 2010
AbstractThe definition of stationary time series was first provided followed by a few examples of nonstationary time series. Statistical methods to analyze nonstationary time series was then reviewed in two categories: parametric methods and nonparametric methods. Focus was given to nonparametric methods.
Wei Yang, Igor Zurbenko
openaire   +1 more source

Coping with Nonstationarity by Overembedding

Physical Review Letters, 2000
We discuss how nonstationarity in observed time series data due to pronounced fluctuations of system parameters can be resolved by making use of embedding techniques for scalar data. If a D-dimensional deterministic system is driven by P slowly time dependent parameters, a (D+P)-dimensional manifold has to be reconstructed from the scalar time series ...
Hegger, R.   +3 more
openaire   +3 more sources

NONPARAMETRIC NONSTATIONARITY TESTS

Econometric Theory, 2013
We propose additive functional-based nonstationarity tests that exploit the different divergence rates of the occupation times of a (possibly nonlinear) process under the null of nonstationarity (stationarity) versus the alternative of stationarity (nonstationarity). We consider both discrete-time series and continuous-time processes. The discrete-time
Bandi, FM, Corradi, V
openaire   +4 more sources

Nonstationarities of postural sway

IEEE Engineering in Medicine and Biology Magazine, 2003
Time-frequency analysis of visually induced postural sway has uncovered potentially important time-dependent spectral changes in sway, particularly over intervals shorter than most trial lengths (tens of seconds). Specifically, our studies of center of pressure (COP) in response to sinusoidal (0.25 Hz) moving scene perturbations demonstrate that there ...
Patrick J, Loughlin   +2 more
openaire   +2 more sources

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