【摘要】 时间序列非平稳度不仅是系统特性的反映,还与研究者感兴趣的时间尺度有关,目前相关的研究集中在统计学,非线性科学和时频分析领域。本文介绍三种有代表性的定义方法,并通过实例分析,比较了后两种方法的联系与区别。最后对非平稳度研究的现状做了简单的评价。更多还原

【Abstract】 The time series nonstationarity has relation to system and time scale with which researchers are concerned,and the research of nonstationarity focuses on the fields of the statistics,nonlinear science and time-frequency analysis now.Three main approaches on the definition of nonstationarity are presented,further more the correlation and difference of the rear two are illustrated.The coming development on nonstationarity is discussed.更多还原