English Deutsch Français Italiano Español Português 繁體中文 Bahasa Indonesia Tiếng Việt ภาษาไทย
All categories

In Time Series Analysis always we consider the stationary condition. What's the reason?

2006-12-23 05:47:07 · 2 answers · asked by kunti 1 in Science & Mathematics Mathematics

2 answers

Stationarity has to do with the frequency content in the series. The thing that is meant to be stationary is the frequency. For example, you hit a tuning fork and excite it, the vibrations it generates in a small time interval can be said to be stationary as you hear only frequency of sound from it.
The reason it is important is because several forecasting techniques require that the time series be stationary, so they filter out seasonal effects in time series data and do the forecasting.

2006-12-24 06:59:46 · answer #1 · answered by Answerer Ongoing 3 · 0 0

Fluctuating interval of time series

2006-12-23 05:49:33 · answer #2 · answered by Anonymous · 0 1

fedest.com, questions and answers