Testing the time series for stationarity in systems for processing of experimental data

被引：0
|
作者：
V. Yu. Belashov
E. S. Belashova
A. I. Asadullin
机构：
[1] Kazan (Volga Region) Federal University,
[2] A.N. Tupolev Kazan National Research Technical University,undefined
[3] Kazan State Energy University,undefined
来源：
Radiophysics and Quantum Electronics | 2013年 / 55卷
关键词：
Mathematical Expectation; Spectral Estimate; Testing Algorithm; Nonstationary Process; Arbitrary Positive Number;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We propose a criterion for estimating the experimentally obtained time series for stationarity. The criterion makes it possible to automatically choose in real time the corresponding process of further processing and analyzing the recorded information and, correspondingly, improve reliability of the spectral estimates of a signal. The step-by-step estimation algorithm is presented.
引用
收藏
页码：587 / 592
页数：5
相关论文
共 50 条
  • [1] Testing the time series for stationarity in systems for processing of experimental data
    Belashov, V. Yu.
    Belashova, E. S.
    Asadullin, A. I.
    [J]. RADIOPHYSICS AND QUANTUM ELECTRONICS, 2013, 55 (09) : 587 - 592
  • [2] Testing stationarity in time series
    Witt, A
    Kurths, J
    Pikovsky, A
    [J]. PHYSICAL REVIEW E, 1998, 58 (02): : 1800 - 1810
  • [3] Testing stationarity of functional time series
    Horvath, Lajos
    Kokoszka, Piotr
    Rice, Gregory
    [J]. JOURNAL OF ECONOMETRICS, 2014, 179 (01) : 66 - 82
  • [4] Testing hydrologic time series for stationarity
    Chen, HL
    Rao, AR
    [J]. JOURNAL OF HYDROLOGIC ENGINEERING, 2002, 7 (02) : 129 - 136
  • [5] TESTING A TIME-SERIES FOR DIFFERENCE STATIONARITY
    MCCABE, BPM
    TREMAYNE, AR
    [J]. ANNALS OF STATISTICS, 1995, 23 (03): : 1015 - 1028
  • [6] Testing the null of stationarity for multiple time series
    Choi, I
    Ahn, BC
    [J]. JOURNAL OF ECONOMETRICS, 1999, 88 (01) : 41 - 77
  • [7] TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES
    Hong, Yongmiao
    Wang, Xia
    Wang, Shouyang
    [J]. INTERNATIONAL ECONOMIC REVIEW, 2017, 58 (04) : 1227 - 1277
  • [8] TESTING FOR STATIONARITY IN THE COMPONENTS REPRESENTATION OF A TIME-SERIES
    KWIATKOWSKI, D
    PHILLIPS, PCB
    SCHMIDT, P
    [J]. ECONOMETRIC THEORY, 1992, 8 (04) : 586 - 591
  • [9] An approach to arrive at stationarity in time series data
    Basariya, M. I. Nafeesathul
    Murugesan, Punniyamoorthy
    [J]. INTERNATIONAL JOURNAL OF APPLIED MANAGEMENT SCIENCE, 2022, 14 (03) : 221 - 245
  • [10] TESTING FOR STATIONARITY OF FUNCTIONAL TIME SERIES IN THE FREQUENCY DOMAIN
    Aue, Alexander
    van Delft, Anne
    [J]. ANNALS OF STATISTICS, 2020, 48 (05): : 2505 - 2547
12345