Revisiting and testing stationarity

Patrick Flandrin (1) , Pierre Borgnat (1)

1 Phys-ENS - Laboratoire de Physique de l'ENS Lyon

The concept of stationarity is revisited from an operational perspective that explicitly takes into account the observation scale. A general framework is described for testing such a relative stationarity via the introduction of stationarized surrogate data.

Mots clés: Stationarity; Test; Surrogate data; Wavelets

Domaines: Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Patrick Flandrin, Pierre Borgnat. Revisiting and testing stationarity. 2008. ⟨ensl-00274849⟩