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Stationary process - Wikipedia
WebOct 15, 2024 · A time series is said to be second-order stationary, or weakly stationary when its mean and auto-covariance functions are invariant by change of the origin of time, or time translation. Intuitively, a stationary time series is a time series whose local properties are preserved over time. WebJan 3, 2015 · So, ignoring the uncertainties of the effects of climate change, a hydrological time series should normally be stationary even though it still has seasonality. This is why stationarity is a widely accepted concept for civil engineering design, and because of this concept hydrologists are able to calculate the recurrence time of floods, for example. WebTools. In mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional joint probability distribution does not change when shifted in time. [1] Consequently, parameters such as mean and variance also do not change over time. jervisite