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Sep 24, 2018 at 18:10 answer added Laurent Duval timeline score: 1
Sep 24, 2018 at 8:47 comment added Curiosity I want to use the discrete Wiener estimation method of Levinson to predict the next value in the series using the available ones.
Sep 24, 2018 at 7:53 comment added learner Best way is to partition the non-stationary signal to the duration you can assume its stationary and perform the operation you require on it. But depends on what you want to do?
Sep 24, 2018 at 6:35 comment added Curiosity Its a time series data for a country's GDP for about 100 years.
Sep 24, 2018 at 5:59 comment added A_A What sort of signal are you dealing with?
Sep 24, 2018 at 5:49 comment added mark leeds differencing the series can sometimes work. that's pretty much the only one if the non-stationarity is in the mean. if the non-stationarity is only in the variance, the transformations such as log or sine can sometimes help.
Sep 24, 2018 at 5:15 review Close votes
Sep 24, 2018 at 20:15
Sep 24, 2018 at 4:45 history undeleted Curiosity
Sep 24, 2018 at 4:45 history deleted Curiosity via Vote
Sep 24, 2018 at 4:20 history asked Curiosity CC BY-SA 4.0