Testing Data Stationarity with Sign TestΒΆ

Non-Causal Step

This step applies the Sign Test algorithm to test whether a time-series is nonstationary in variance.

Input Parameters

  1. Input time-series data

Output Parameters

  1. Input time-series data
  2. Test result: stationary or nonstationary

Workflow

../../../../_images/workflow81.svg

Algorithm

Sign Test

References

    1. Klevecka and J. Lelis, Pre-Processing of Input Data of Neural Networks: The Case of Forecasting Telecommunication Network Traffic, Telektronikk, vol. 3/4, pp. 168-178, 2008.