Detecting dynamical nonstationarity in time series data

DOI10.1063/1.166458zbMath0986.37072OpenAlexW2063152945WikidataQ30799366 ScholiaQ30799366MaRDI QIDQ4515125

Robert G. Harrison, Dejin Yu, Weiping Lu

Publication date: 12 November 2000

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.166458

zbMATH Keywords

nonlinear time seriestest proceduredynamical nonstationarity

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

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Cites Work

• Finite correlation dimension for stochastic systems with power-law spectra
• Stationarity and nonstationarity in time series analysis
• Independent coordinates for strange attractors from mutual information
• A TEST FOR STATIONARITY: FINDING PARTS IN TIME SERIES APT FOR CORRELATION DIMENSION ESTIMATES