Howtosignalprocessing
- What is a weakly stationary process?
- What is a weakly stationary series?
- What does weak stationarity mean?
- What is an example of a stationary method?
What is a weakly stationary process?
Weak-Sense Stationary Processes: Here, we define one of the most common forms of stationarity that is widely used in practice. 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 is a weakly stationary series?
A time series is considered as weakly stationary if the associated mean and covariance function do not vary with respect to time. That is to say, the original time series has statistical properties similar to those of the 'time-shifted' series.
What does weak stationarity mean?
Weak form of stationarity is when the time-series has constant mean and variance throughout the time. Let's put it simple, practitioners say that the stationary time-series is the one with no trend - fluctuates around the constant mean and has constant variance.
What is an example of a stationary method?
White noise is the simplest example of a stationary process. An example of a discrete-time stationary process where the sample space is also discrete (so that the random variable may take one of N possible values) is a Bernoulli scheme.
