A TEST FOR STATIONARITY: FINDING PARTS IN TIME SERIES APT FOR CORRELATION DIMENSION ESTIMATES

DOI10.1142/S0218127493001227zbMATH Open0888.62091OpenAlexW2049871654MaRDI QIDQ4375353FDOQ4375353

Authors Heinz Isliker, J. Kurths 

Publication date 8 June 1998

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127493001227

zbMATH Keywords

time seriestesting for stationarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(14)

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• A posteriori tests to validate dimension estimates from time series
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• TIME SERIES ANALYSIS IN RECONSTRUCTED STATE SPACES
• Dimensionality differences between sticky and non-sticky chaotic trajectory segments in a 3D Hamiltonian system
• Testing and mapping non-stationarity in animal behavioral processes: a case study on an individual female bean weevil
• Nonstationarity signatures in the dynamics of global nonlinear models
• Decomposition of stationary time series - finding the highly correlated components of stochastic processes
• Recurrence plots revisited
• A frequency-domain based test for non-correlation between stationary time series
• Microseism oscillations: from deterministic to noise-driven models.
• Detecting switch dynamics in chaotic time-waveform using a parametrized family of nonlinear predictors

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