Timeline for Conversion from stationarity to non-stationarity
Current License: CC BY-SA 4.0
23 events
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Apr 7, 2022 at 4:04 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
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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 |