Researchers in fields from ecology to neuroscience analyze correlations between pairs of time series, often working with nonstationary data, wherein statistical properties change over time. This ...

It also includes tools for handling dependence in excesses over a threshold and methods for managing nonstationary models. Inference for extreme quantiles is available for both stationary and ...

Impact Statement: With increasingly common data stream scenarios, online modeling of nonstationary data streams has become increasingly important. However, the existing modeling methods for data ...

We demonstrate the adaptive time-frequency characteristics of the proposed method, which offers a nonstationary time-frequency representation with variable time-frequency localization. Numerical tests ...

Figure 1. Example of weakly-stationary and non-stationary signals generated using auto-regressive fractionally integrated moving-average (ARFIMA) processes (see Simulated time series). The mean and ...

The AMO effected SKJ processes are nonstationary over the study time, of which the transition years occurred in the early 1990s (around 1991/92). Providing an unprecedented insight into climate ...