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Stationary regime in time series.

  1. May 21, 2007 #1
    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.
  2. jcsd
  3. May 21, 2007 #2
    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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