Stationary time series

From Glossary of Meteorology



stationary time series

A time series having stable statistical properties in the following sense.

Let x(t) denote the value of the variable at time t. Hold t fixed and imagine an indefinite series of repetitions of essentially the same generating process, giving rise to a population (ensemble) of values of x(t). For a stationary time series, the ensemble probability distribution of x(t) is independent of t. When the probability distribution changes very gradually with t, the time series is called quasi-stationary.


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