Stationarity: meaning, definitions and examples

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stationarity

 

[ ˌsteɪʃəˈnerɪti ]

Context #1

time series analysis

Stationarity is a property of a time series where the statistical properties such as mean, variance, and autocorrelation are constant over time.

Synonyms

Examples of usage

  • The stationarity of a time series is important for accurate forecasting.
  • Detecting non-stationarity in a time series can help in identifying trends or seasonal patterns.

Translations

Translations of the word "stationarity" in other languages:

🇵🇹 estacionariedade

🇮🇳 स्थिरता

🇩🇪 Stationarität

🇮🇩 stasioneritas

🇺🇦 стаціонарність

🇵🇱 stacjonarność

🇯🇵 定常性 (ていじょうせい)

🇫🇷 stationnarité

🇪🇸 estacionariedad

🇹🇷 durağanlık

🇰🇷 정상성 (jeongsangseong)

🇸🇦 الاستقرارية

🇨🇿 stacionarita

🇸🇰 stacionarita

🇨🇳 平稳性 (píngwěn xìng)

🇸🇮 stacionarnost

🇮🇸 stöðugleiki

🇰🇿 стационарлық

🇬🇪 სტაციონარულობა

🇦🇿 stasionarlıq

🇲🇽 estacionariedad

Word origin

The concept of stationarity in time series analysis dates back to the early 20th century when statisticians started exploring the behavior of data over time. It plays a crucial role in forecasting and modeling various phenomena, from stock prices to weather patterns.