An important problem in the implementation of Markov Chain Monte Carlo algorithms is to determine the convergence time, or the number of iterations before the chain is close to stationarity. For many Markov chains used in practice this time is not known. Even in cases where the convergence time is known to be polynomial, the theoretical bounds are often too crude to be practical. Thus, practiti...

Circadian rhythms are regular oscillations in the value of behavioral and physiological variables of organisms that recur on a daily basis. The purpose of this study was to evaluate the extent of non-stationarity of circadian rhythms over several days, to determine how damaging is the violation of the assumption of stationarity in the analysis of circadian rhythms, and to formalize the concept ...

One of the most important hydrological time series task is to determine if there is any trend in the data and how to achieve stationarity when there is nonstationarity behavior in data. Detecting trend and stationarity in hydrological time series may help us to understand the possible links between hydrological processes and global climate changes. In this study yearly, monthly and daily stream...

introduction: studying the hydrological cycle, especially in large scales such as water catchments, is difficult and complicated despite the fact that the numbers of hydrological components are limited. this complexity rises from complex interactions between hydrological components and environment. recognition, determination and modeling of all interactive processes are needed to address this i...

We study several ideal-based constructions in the context of singular stationarity. By combining methods of strong ideals, supercompact embeddings, and Prikry-type posets, we obtain three consistency results concerning mutually stationary sets, and answer a question of Foreman and Magidor ([7]) concerning stationary sequences on the first uncountable cardinals, אn, 1 ≤ n < ω.

This article continues the investigation of stationarity and regularity properties of infinite collections of sets in a Banach space started in Kruger and López: J Optim. Theory Appl. 154(2) (2012), and is mainly focused on the application of the stationarity criteria to infinitely constrained optimization problems. We consider several settings of optimization problems, which involve (explicitl...

sts15 Tests for stationarity of a time series Christopher F. Baum, Boston College, [email protected] Abstract: Implements the Elliott–Rothenberg–Stock (1996) DF-GLS test and the Kwiatkowski–Phillips–Schmidt–Shin (1992) KPSS tests for stationarity of a time series. The DF-GLS test is an improved version of the augmented Dickey–Fuller test. The KPSS test has a null hypothesis of stationarity and may be...

One of the most important hydrological time series task is to determine if there is any trend in the data and how to achieve stationarity when there is nonstationarity behavior in data. Detecting trend and stationarity in hydrological time series may help us to understand the possible links between hydrological processes and global climate changes. In this study yearly, monthly and daily stream...