We have located links that may give you full text access.
Determining the Stationarity Distance via a Reversible Stochastic Process.
PloS One 2016
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 important; however, they are affected by problems with the reliability of lag and sample size selection. To date, no theoretical criterion has been proposed for the lag-length selection for tests of the null hypothesis of stationarity. Their use should be avoided, even for the purpose of so-called 'confirmation'. The aim of this study is to introduce a new method that measures the distance by obtaining each numerical series from its own time-reversed series. This distance is based on a novel stationary ergodic process, in which the stationary series has reversible symmetric features, and is calculated using the Dynamic Time-warping (DTW) algorithm in a self-correlation procedure. Furthermore, to establish a stronger statistical foundation for this method, the F-test is used as a statistical control and is a suggestion for future statistical research on resolving the problem of a sample of limited size being introduced. Finally, as described in the theoretical and experimental documentation, this distance indicates the degree of non-stationarity of the times series.
Full text links
Related Resources
Trending Papers
Challenges in Septic Shock: From New Hemodynamics to Blood Purification Therapies.Journal of Personalized Medicine 2024 Februrary 4
Molecular Targets of Novel Therapeutics for Diabetic Kidney Disease: A New Era of Nephroprotection.International Journal of Molecular Sciences 2024 April 4
The 'Ten Commandments' for the 2023 European Society of Cardiology guidelines for the management of endocarditis.European Heart Journal 2024 April 18
A Guide to the Use of Vasopressors and Inotropes for Patients in Shock.Journal of Intensive Care Medicine 2024 April 14
Diagnosis and Management of Cardiac Sarcoidosis: A Scientific Statement From the American Heart Association.Circulation 2024 April 19
Essential thrombocythaemia: A contemporary approach with new drugs on the horizon.British Journal of Haematology 2024 April 9
Get seemless 1-tap access through your institution/university
For the best experience, use the Read mobile app
All material on this website is protected by copyright, Copyright © 1994-2024 by WebMD LLC.
This website also contains material copyrighted by 3rd parties.
By using this service, you agree to our terms of use and privacy policy.
Your Privacy Choices
You can now claim free CME credits for this literature searchClaim now
Get seemless 1-tap access through your institution/university
For the best experience, use the Read mobile app