Nonstationarity implements the algorithm of nonstationarity measure of data streams.

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  • Author: Kan Liu
  • Requires: Python >=3.6
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Nonstationarity

Nonstationarity is a extension module of Python, written with a C++. It helps users measuring the degree of non-stationarity of a time series. The package implements the algorithm in the paper or book below.

  1. Y. Ding, W. Fan, Q. Tan, K. Wu, and Y. Zou, “Nonstationarity measure of data stream (in Chinese),” Acta Mathematica Scientia, vol. 30A, no. 5, pp. 1364–1376, 2010.
  2. M. Bohner, Y. Ding, O. Došly, Difference Equations, Discrete Dynamical Systems and Applications. Cham, Switzerland: Springer, 2015.

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pip install nonstationarity

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  • Author: Kan Liu
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