Space time-index plots for probing dynamical nonstationarity

Dejin Yu; Weiping Lu; Robert G. Harrison

Space time-index plots for probing dynamical nonstationarity

Dejin Yu, Weiping Lu, Robert G. Harrison

School of Engineering & Physical Sciences

Research output: Contribution to journal › Article › peer-review

40 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	323-327
Number of pages	5
Journal	Physics Letters A
Volume	250
Issue number	4-6
Publication status	Published - 28 Dec 1998

Keywords

Density distribution
Nonstationarity
Time series analysis
Time-index

Cite this

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title = "Space time-index plots for probing dynamical nonstationarity",

abstract = "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. {\textcopyright} 1998 Elsevier Science B.V.",

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T1 - Space time-index plots for probing dynamical nonstationarity

AU - Yu, Dejin

AU - Lu, Weiping

AU - Harrison, Robert G.

PY - 1998/12/28

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N2 - 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.

AB - 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.

KW - Density distribution

KW - Nonstationarity

KW - Time series analysis

KW - Time-index

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M3 - Article

SN - 0375-9601

VL - 250

SP - 323

EP - 327

JO - Physics Letters A

JF - Physics Letters A

IS - 4-6

ER -

Space time-index plots for probing dynamical nonstationarity

Abstract

Keywords

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