We propose a simple method to efficiently probe dynamical nonstationarity in observed time series. In a space time-index plot, the density distributions as a function of normalized time-index are V-shaped due to nonstationarity. We show that this method is workable for short data sets and typical examples are illustrated. © 1998 Elsevier Science B.V.
|Number of pages||5|
|Journal||Physics Letters A|
|Publication status||Published - 28 Dec 1998|
- Density distribution
- Time series analysis