Analysis of Nonstationarity in the Time Series
Jiang Jing-ping · Bulletin of Science and Technology · 2007
The time series nonstationarity has relation to system and time scale with which researchers are concerned,and the research of nonstationarity focuses on the fields of the statistics,nonlinear science and time-frequency analysis now.Three main approaches on the definition of nonstationarity are presented,further more the correlation and difference of the rear two are illustrated.The coming development on nonstationarity is discussed.