Howtosignalprocessing
- What is a WSS process?
- What are the types of stationary process?
- What is stationary time series process?
- What is the difference between stationary and non-stationary stochastic process?
What is a WSS process?
A random process is called weak-sense stationary or wide-sense stationary (WSS) if its mean function and its correlation function do not change by shifts in time.
What are the types of stationary process?
Types of Stationary
First-order stationarity series have means that never changes with time. Any other statistics (like variance) can change. Second-order stationarity (also called weak stationarity) time series have a constant mean, variance and an autocovariance that doesn't change with time.
What is stationary time series process?
A stationary time series is one whose properties do not depend on the time at which the series is observed. Thus, time series with trends, or with seasonality, are not stationary — the trend and seasonality will affect the value of the time series at different times.
What is the difference between stationary and non-stationary stochastic process?
A stationary time series has statistical properties or moments (e.g., mean and variance) that do not vary in time. Stationarity, then, is the status of a stationary time series. Conversely, nonstationarity is the status of a time series whose statistical properties are changing through time.
