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Nonlinearity, nonstationarity, and spurious forecasts [PDF]
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On the visualisation of nonstationarities in point processes
International Journal of Bio-Medical Computing, 1977A method is described for graphically presenting interval data, such as neural interspike intervals or electrocardiographic R-R intervals, in a form that facilitates the identification of nonstationaries. The method is essentially a plot of isoprobability contours of the cumulative interval histogram, as functions of time.
W. Robert +3 more
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Tracking nonstationarities with a wavelet transform
IEEE International Conference on Acoustics Speech and Signal Processing, 1993Nonstationary signal parameter estimation/detection is challenging on account of the underlying stationarity assumption in most of the classical techniques. The authors present a framework for a class of nonstationary processes via a multiscale analysis.
Hamid Krim +2 more
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Exploiting nonstationarity for performance prediction
Proceedings of the 2nd ACM SIGOPS/EuroSys European Conference on Computer Systems 2007, 2007Real production applications ranging from enterprise applications to large e-commerce sites share a crucial but seldom-noted characteristic: The relative frequencies of transaction types in their workloads are nonstationary , i.e., the transaction mix changes over time.
Christopher Stewart +2 more
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The Journal of the Acoustical Society of America, 1984
Most practical random processes are more or less nonstationary. The concept of stationarity appears to be merely a mathematical model. The question then is how to decide the ‘‘degree’’ of nonstationarity underlined in a given time series. This report explains how and why estimated evolutionary spectra of the time series can be used to test the ...
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Most practical random processes are more or less nonstationary. The concept of stationarity appears to be merely a mathematical model. The question then is how to decide the ‘‘degree’’ of nonstationarity underlined in a given time series. This report explains how and why estimated evolutionary spectra of the time series can be used to test the ...
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Nonstationarity in acoustic fields
The Journal of the Acoustical Society of America, 1983Acoustic pressure fields measured by an observer when the source or observer or both are moving is a nonstationary random process even if the source generates a random process which is stationary in the reference frame of the source. The causes of nonstationarity are classified as being due to wave expansion, directivity, and Doppler shift.
Y. H. Tsao, J. K. Hammond
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On the nonstationarity of Internet traffic
ACM SIGMETRICS Performance Evaluation Review, 2001Traffic variables on an uncongested Internet wire exhibit a pervasive nonstationarity. As the rate of new TCP connections increases, arrival processes (packet and connection) tend locally toward Poisson, and time series variables (packet sizes, transferred file sizes, and connection round-trip times) tend locally toward independent.
Jin Cao +3 more
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Treatment of Some Nonstationarities in the EEG
Neuropsychobiology, 2008In many situations, EEG recordings cannot be assumed to be second-order stationary. The definition of stationarity is reviewed and the implications of the nonstationarity of the EEG are investigated. Some methods to overcome the problem caused by the nonstationarity are discussed.
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Heterogeneity, Nonstationarity, and Duration-of-Stay Effects in Migration [PDF]
This paper briefly outlines the theoretical problem of the identification of duration-of-stay effects in migration. The empirical studies are critically reviewed with particular emphasis upon their treatment of heterogeneity and nonstationarity. New statistical tests developed by the authors are applied to Wisconsin migration data.
A R Pickles, R B Davies, R Crouchley
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Nonstationarity of dynamic cerebral autoregulation
Medical Engineering & Physics, 2013Dynamic cerebral autoregulation (dCA), the transient response of cerebral blood flow (CBF) to rapid changes in arterial blood pressure (BP), is usually quantified by parameters extracted from time- or frequency-domain analysis. Reproducibility studies of dCA parameters and consideration of the physiological determinants of the dynamic BP-CBF ...
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