During my internship, I've come across a software that calculates a percentage called "Index of stationarity". This index shows how much stationary is the signal. Does anyone have any idea on how to assess the stationarity of a signal?


1 Answer 1


This a very complicated question, and I would say a still open topic. The concept of stationarity is manifold, from pure statistics to applied DSP (strict, strong, wide-sense, quasi-stationarity, cyclo-stationarity, to refer to a recently closed question). The lack of access to sound models and faithful realizations renders the quest quite difficult.

Non-stationary is a non-property (like non-linearity, non-causality). Refocusing on some breeds may help its characterization, whether you are interested in:

  • randomly stepping piece-wise constant signals
  • "sines" of varying frequency (like chirps)
  • stochastic data of changing distribution
  • etc.

Yet, a common framework resides in using time-frequency representations, assuming some local stationarity and trying to assess the non-stationarity according to some metric/distance/divergence (norms, Kolmogorov, Kullback, Jensen, etc.) over the time. Here are two possible (first) references:


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.