Questions tagged [stationary]

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Why does the Stationary Wavelet Transform shift this image?

I am running a stationary wavelet transformation on a brain image. I can't understand why it shifts with each level so that the image is no longer centered. You can see that the X component shifts to ...
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0answers
36 views

Is there any method/algorithm to estimate the magnitude of non-stationarity in a signal?

e.g. the global Lyapunov exponent can give sense of the level of chaos in the signal. Is there any reliable numerical technique to estimate "how" non-stationary (or how predictable) a signal is? Also, ...
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2answers
99 views

Conversion from stationarity to non-stationarity

Is there any way to convert a non-stationary signal to a stationary one, perform operations on it meant for a stationary signal and then convert it back to the non-stationary one?
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What is the difference between wide sense and strict sense stationary processes?

What is the difference between wide sense and strict sense stationary processes (SP) ? According to the definition (by Heinrich Meyr, Marc Moeneclaey, Stefan A. Fechtel in "Synchronization, Channel ...
1
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0answers
126 views

The autocorrelation of a WSS process as a linear operator

If I'm given a autocorrelation matrix of a WSS process what interpretation should I put on the resulting vector. More concretely the matrix takes the form $\begin{bmatrix} x_1 & x_2 & \...
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64 views

Is a Stationary VAR Process with Zero Mean Gaussian Innovations a Gaussian Stationary Process?

Consider the stationary VAR process $${\bf X}_t = \sum_{\tau = 1}^{L} A_\tau {\bf X}_{t-\tau} +{\bf \epsilon}_t$$ If the innovations $\epsilon_t \sim MVN({\bf 0},\Sigma)$ then is ${\bf X}_t$ a ...
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24 views

Proof of weak stationary random process autocovariance always goes to zero?

Professor told me that if a random process is weak stationary, and it does not feature any periodic component, then its autocovariance always goes to zero. I can intuitively understand it, however, ...