Definitions
Wiktionary
- adj. Not stationary
Examples
“The r2 statistic is quite simply inappropriate because it fails to accurately evaluate low-frequency skill in settings where the mean is nonstationary, which is the case in long-term paleoclimatological studies.”
“Clive Granger (who recently won a Nobel) and Christopher Sims were raising all sorts of alarms about the problem of what is called nonstationary data.”
“Meanwhile, the storm is not going to remain in place, it's nonstationary.”
“In this article, a simple and logical definition of trend is given for any nonlinear and nonstationary time series as an intrinsically determined monotonic function within a certain temporal span most often that of the data span, or a function in which there can be at most one extremum within that temporal span.”
“Because many of the difficulties concerning trend stem from the lack of a proper definition for the trend in nonlinear nonstationary data, a definitive and quantitative study on trend and detrending is needed.”
“Slightly OT, but there is a new article by Dr. Wu in the Proceedings of the National Academy of Sciences “On the trend, detrending, and variability of nonlinear and nonstationary time series””
“So … why on earth would you apply sampling error to a set of observations when the thing that produces them is a highly stochastic process that only ever gives you one possibly nonstationary sample?”
“If the process is nonstationary, it is not ergodic.”
“Re #132, TAC, nonstationary AR models can also generate long tailed histograms.”
“As far as I understood, Paul meant that calculating a trend in the time series in question which are results of nonlinear processes, and likely nonstationary etc. does not support the strong conclusions made by IPCC.”
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