nonstasjonær

Nonstasjonær is a Norwegian term that translates to "non-stationary" in English. It is often used in scientific and technical contexts to describe a process or system whose statistical properties change over time. This is in contrast to a stationary process, where these properties remain constant.

In time series analysis, a non-stationary series is one where the mean, variance, or autocorrelation structure evolves. For example, economic data such as stock prices or inflation rates are frequently non-stationary, exhibiting trends or shifts in volatility. Detecting and handling non-stationarity is crucial for accurate modeling and forecasting. Common methods to address non-stationarity include differencing, transforming the data (e.g., logarithmic transformations), or using models specifically designed for non-stationary processes, such as ARIMA models (Autoregressive Integrated Moving Average).

The concept of non-stationarity is not limited to time series. It can apply to any system where parameters or characteristics are not fixed. For instance, in engineering, a non-stationary vibration might indicate a changing load or a developing fault in a machine. In physics, a non-stationary wave would be one whose amplitude or frequency is changing. Understanding whether a system is stationary or non-stationary is fundamental to selecting appropriate analytical tools and drawing valid conclusions.