nonstationary

The r2 statistic is quite simply inappropriate because it fails to accurately evaluate low-frequency skill in settings where the mean is nonstationary, which is the case in long-term paleoclimatological studies.

Mann to speak at UC Santa Cruz « Climate Audit 2006

Clive Granger (who recently won a Nobel) and Christopher Sims were raising all sorts of alarms about the problem of what is called nonstationary data.

Library of Economics and Liberty 2008

Meanwhile, the storm is not going to remain in place, it's nonstationary.

CNN Transcript Aug 23, 2008 2008

If the process is nonstationary, it is not ergodic.

Paul Linsay's Poisson Fit « Climate Audit 2007

So … why on earth would you apply sampling error to a set of observations when the thing that produces them is a highly stochastic process that only ever gives you one possibly nonstationary sample?

Paul Linsay's Poisson Fit « Climate Audit 2007

In this article, a simple and logical definition of trend is given for any nonlinear and nonstationary time series as an intrinsically determined monotonic function within a certain temporal span most often that of the data span, or a function in which there can be at most one extremum within that temporal span.

Climate Insensitivity and AR(1) Models « Climate Audit 2007

Because many of the difficulties concerning trend stem from the lack of a proper definition for the trend in nonlinear nonstationary data, a definitive and quantitative study on trend and detrending is needed.

Climate Insensitivity and AR(1) Models « Climate Audit 2007

Re #132, TAC, nonstationary AR models can also generate long tailed histograms.

New Scientist, Juckes and Rob Wilson « Climate Audit 2007

Slightly OT, but there is a new article by Dr. Wu in the Proceedings of the National Academy of Sciences “On the trend, detrending, and variability of nonlinear and nonstationary time series”

Climate Insensitivity and AR(1) Models « Climate Audit 2007

So … why on earth would you apply sampling error to a set of observations when the thing that produces them is a highly stochastic process that only ever gives you one possibly nonstationary sample?

Paul Linsay's Poisson Fit « Climate Audit 2007