Determining the Stationarity Distance via a Reversible Stochastic Process.
The problem of controlling stationarity involves an important aspect of forecasting, in which a time series is analyzed in terms of levels or differences. In the literature, non-parametric stationary tests, such as the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) tests, have been shown to be very import...
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| Format: | Article |
| Language: | English |
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Public Library of Science (PLoS)
2016-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC5072589?pdf=render |