Results 191 to 200 of about 23,472 (239)
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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
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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
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Coping with Nonstationarity by Overembedding
Physical Review Letters, 2000We 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
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NONPARAMETRIC NONSTATIONARITY TESTS
Econometric Theory, 2013We 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
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Nonstationarities of postural sway
IEEE Engineering in Medicine and Biology Magazine, 2003Time-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
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Nonlinearity, nonstationarity, and spurious forecasts [PDF]
Journal of Econometrics, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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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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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 ...
openaire +1 more source