Space time-index plots for probing dynamical nonstationarity

Dejin Yu, Weiping Lu, Robert G. Harrison

Research output: Contribution to journalArticle

39 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 languageEnglish
Pages (from-to)323-327
Number of pages5
JournalPhysics Letters A
Volume250
Issue number4-6
Publication statusPublished - 28 Dec 1998

Keywords

  • Density distribution
  • Nonstationarity
  • Time series analysis
  • Time-index

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