Stationary regime in time series.

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  • Thread starter Thread starter Horaci Castellini
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SUMMARY

The discussion focuses on determining whether a time series is in a stationary regime. It is established that no specific mathematical tool is required for this assessment; however, statistical analysis may be necessary if noise affects the empirical data. The fast Fourier transform (FFT) is recommended for analyzing white noise, provided there is a sufficient data set. If the signal possesses a broad spectrum, alternative methods should be considered.

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  • Understanding of time series analysis
  • Familiarity with statistical analysis techniques
  • Knowledge of noise sources in empirical data
  • Experience with fast Fourier transform (FFT)
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  • Learn about the application of fast Fourier transform (FFT) in signal processing
  • Explore alternative methods for analyzing signals with broad spectra
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Data scientists, statisticians, and researchers involved in time series analysis and signal processing will benefit from this discussion.

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.
 
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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.
 

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