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
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