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Determining the Stationarity Distance via a Reversible Stochastic Process
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 import...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5072589/ https://www.ncbi.nlm.nih.gov/pubmed/27764103 http://dx.doi.org/10.1371/journal.pone.0164110 |