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In mathematics and statistics, a stationary process (also called a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose statistical properties, such as mean and variance, do not change over time. More formally, the joint probability distribution of the process remains the same when shifted in time. This…
Measurement, Weak or wide-sense stationarity & Overview
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time process stationary displaystyle stationarity series stochastic mean random also left right strictly function wide-sense non-stationary differencing processes th-order wss
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| logarithms can help to stabilize the variance of a time series.Stationarization by means of the surrogate methodThe surrogate method for stationarization works by generating a new time series that preserves certain statistical properties of the original series while removing its nonstationary components | instance of | Transformations | 0.80 | text |
| logarithms can help to stabilize the variance of a time series | instance of | Transformations | 0.80 | text |
| Stationary process | related to Definition | WSS | 0.60 | section |
| Stationary process | related to Definition | Any | 0.60 | section |
| Stationary process | related to Definition | So | 0.60 | section |
| Stationary process | related to Definition | XX | 0.60 | section |
| Stationary process | related to Examples | White | 0.60 | section |
| Stationary process | related to Examples | An | 0.60 | section |
| Stationary process | related to Examples | Bernoulli | 0.60 | section |
| Stationary process | related to Examples | Other | 0.60 | section |
| Stationary process | related to Examples | Models | 0.60 | section |
| Stationary process | related to Motivation | The | 0.60 | section |
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