Stationary regime in time series.

[Horaci Castellini]

Hi all.

Anyone can say to me as I can know if a time serie is in stationary
regime?. I.E. What mathematical tool I must use to find out this when
the time series is empirical?

Thantks Horacio.

 

[lalbatros]

Stationary regime usually means that nothing changes with time.
No mathematical tool should be needed to check if a time series is stationary.
However, if noise perturbs the experimental data, then a statistical analysis would be needed as well as a knowledge of the nose source. (!)

For a white noise, I think I would simply use the fast Fourier transform with a sufficient amount of data. Then, it should be possible to check if something comes out of the noise. This is assuming that the "signal" does not have a broad spectrum, otherwise other methods could be more suitable.