Home
This Title All WIREs
WIREs RSS Feed
How to cite this WIREs title:
WIREs Comp Stat

Nonstationarity

Full article on Wiley Online Library:   HTML PDF

Can't access this content? Tell your librarian.

Abstract The 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. Spectral analysis of time series with seasonal components was discussed as a special case. Copyright © 2010 John Wiley & Sons, Inc. This article is categorized under: Data: Types and Structure > Time Series, Stochastic Processes, and Functional Data

The logarithm of raw ozone daily maxima time series separated into two components, short‐term variations (residuals), and filtered log of ozone (KZ29, 3), including both true seasonal and long‐term trend components.

[ Normal View | Magnified View ]

Plots of raw data (a) and reconstructed signal (b) using two‐dimensional KZA. The true signal is one unit at 30 < x, y < 70 and 0 otherwise.

[ Normal View | Magnified View ]

Plots of the original time series (a) and KZA reconstruction of the true signal (b).

[ Normal View | Magnified View ]

Browse by Topic

Data: Types and Structure > Time Series, Stochastic Processes, and Functional Data

Access to this WIREs title is by subscription only.

Recommend to Your
Librarian Now!

The latest WIREs articles in your inbox

Sign Up for Article Alerts