Tag: How To Convert Non-Stationary To Stationary Time Series Data.?


  • How To Convert Non-Stationary To Stationary Time Series Data.?

    How To Convert Non-Stationary To Stationary Time Series Data.?

    How To Convert Non-Stationary To Stationary Time Series Data? Table Of Contents: Introduction. Detrending. Differencing. Transformation. (1) Introduction ‘Stationarity’ is one of the most important concepts you will come across when working with time series data.  A stationary series is one in which the properties – mean, variance and covariance, do not vary with time. Let us understand this using an intuitive example. Consider the three plots shown below: In the first plot, we can see that the mean varies (increases) with time which results in an upward trend. Thus, this is a non-stationary series. For a series to be

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