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Space time-index plots for probing dynamical nonstationarity |
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| Authors: | Dejin Yu Weiping Lu Robert G Harrison |
| Institution: | Department of Physics, Heriot-Watt University, Riccarton, Edinburgh EH14 4AS, UK |
| Abstract: | We propose a simple method to efficiently probe dynamical nonstationarity in observed time series. In a space time-index plot, the density distributions as a function of normalized time-index are V-shaped due to nonstationarity. We show that this method is workable for short data sets and typical examples are illustrated. |
| Keywords: | Nonstationarity Time series analysis Time-index Density distribution |
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