Testing Data Stationarity with Sign Test

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

Algorithm

Sign Test

References

• I. 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.