Relevant bibliographies by topics / Stationarity Test

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Stationarity Test'

Author: Grafiati
Published: 10 September 2021
Last updated: 29 July 2025

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Journal articles on the topic "Stationarity Test"

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Abdullah, Shadab. "VALIDATING STATIONARITY AS AN ANTECEDENT TO STUDYING THE IMPACT OF EXCHANGE RATE VOLATILITY ON BANKEX VALUES." Indian Journal of Economics and Business 20, no. 2 (2021): 511–21. https://doi.org/10.5281/zenodo.5410699.

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Abstract: The time series data were experimented for Unit-Root. This test normally conducted to ascertain the time series stationarity and to agree on the array of assimilation of the variables. It is obligatory to conduct the Unit-Root test for the rationale that the trouble of variables with non-stationary producing spurious or meaningless effects due to the occurrence of trend in the data series. This testing procedure is completed by means of the Unit-Root testing methodology. In this paper stationarity assessed for the data collected for the purpose of studying the impact of exchange rate
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Wang, Zuo-Cai, Feng Wu, and Wei-Xin Ren. "Stationarity test of vibration signals with surrogate data and time–frequency analysis." Advances in Structural Engineering 20, no. 8 (2016): 1143–54. http://dx.doi.org/10.1177/1369433216677602.

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The stationarity test of vibration signals is critical for the extraction of the signal features. In this article, the surrogate data with various time–frequency analysis methods are proposed for stationary test of vibration signals. The surrogate data are first generated from the Fourier spectrum of the original signal with keeping the magnitude of the spectrum unchanged and replacing its phase by a random sequence. The local and global spectra of the original signal and the surrogate data are then estimated by four time–frequency analysis methods, which are short-time Fourier transform, mult
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Lu, Zhiping, Ming Li, and Wei Zhao. "Stationarity Testing of Accumulated Ethernet Traffic." Mathematical Problems in Engineering 2013 (2013): 1–8. http://dx.doi.org/10.1155/2013/217213.

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We investigate the stationarity property of the accumulated Ethernet traffic series. We applied several widely used stationarity and unit root tests, such as Dickey-Fuller test and its augmented version, Phillips-Perron test, as well as the Kwiatkowski-Phillips-Schmidt-Shin test and some of its generalizations, to the assessment of the stationarity of the traffic traces at the different time scales. The quantitative results in this research provide evidence that when the time scale increases, the accumulated traffic series are more stationary.
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Guo, Zhichao. "Research on the Augmented Dickey-Fuller Test for Predicting Stock Prices and Returns." Advances in Economics, Management and Political Sciences 44, no. 1 (2023): 101–6. http://dx.doi.org/10.54254/2754-1169/44/20232198.

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With the continuous accumulation of theoretical knowledge and progressive applied research, analyzing financial time series data gradually becomes everlasting research in modern days. The simpler Dickey-Fuller originally is a test commonly used in econo-metrics and finance to test the stationarity of financial time series data. Thereafter, simpler Dickey-Fuller is eventually extended to the augmented Dickey-Fuller test to examine the stationarity of financial time series data such as stock prices, returns, and so on. This paper mainly focuses on the utilization of the augment Dickey-Fuller tes
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TEMİZ, Mehmet, and Gökhan KONAT. "Financial Convergence Test with Fourier Panel KPSS Stationarity Test: Findings from Fragile Five Countries." Fiscaoeconomia 7, no. 1 (2023): 737–54. http://dx.doi.org/10.25295/fsecon.1148791.

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Financial development is an important component of economic development. In particular, it is very important for developing countries to converge to developed countries in terms of financial development level. In this study, the convergence of the financial development indicators of the Fragile Five Countries to the average of the indicators of the four selected countries (USA, England, Australia and Japan) in the top ten in terms of financial development level for the period 1980-2020 is tested. In addition, stochastic convergence based on relative financial indicator figures, that is, conver
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ISLIKER, HEINZ, and JÜRGEN KURTHS. "A TEST FOR STATIONARITY: FINDING PARTS IN TIME SERIES APT FOR CORRELATION DIMENSION ESTIMATES." International Journal of Bifurcation and Chaos 03, no. 06 (1993): 1573–79. http://dx.doi.org/10.1142/s0218127493001227.

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We propose a method to identify stationary phases in time series. Stationarity is a necessary condition for many concepts in dynamical systems theory, e.g. deterministic chaos. Therefore, testing for stationarity should necessarily be the first step in any data analysis. Above all, this testing is highly important whenever one deals with systems for which stationarity is not guaranteed by the data acquisition procedure: if only short and unique time series are accessible and if the experimental situation is not or only restrictedly controllable, as for instance in astronomy, economy, or medici
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Husein, Jamal, and S. Murat Kara. "Permanent VS Transitory Shocks to Electricity Consumption: Panel Evidence from 19 African Countries." Journal of Developing Areas 58, no. 2 (2024): 257–68. http://dx.doi.org/10.1353/jda.2024.a924539.

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ABSTRACT: Considering Africa's increasing electricity demands and the pivotal role of electricity in socio-economic development, this study addresses a research gap in understanding the stochastic properties of per capita electricity consumption in African contexts. Through examining the integration properties of per capita electricity consumption across 19 African countries, the research determines whether 'shocks' yield transitory or permanent effects, aiding policy formulation and future demand forecasting. Annual electric power consumption data (1971 – 2014) (kWh per capita) from the WDI a
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Shen, Yi, and Tony S. Wirjanto. "Stationarity as a path property." Probability and Mathematical Statistics 39, no. 2 (2019): 403–22. http://dx.doi.org/10.19195/0208-4147.39.2.9.

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Traditionally, stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of paths, denoted by A, which corresponds to the notion of stationarity. On one hand, the set A is shown to be large enough, so that for any stationary process, almost all of its paths are in A. On the other hand, we prove that any path in A will behave in the optimal way under any stationarity test satisfying some mild conditions.
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Muhammadullah, Sara, Amena Urooj, and Faridoon Khan. "A revisit of the unemployment rate, interest rate, GDP growth and Inflation of Pakistan: Whether Structural break or unit root?" iRASD Journal of Economics 3, no. 2 (2021): 80–92. http://dx.doi.org/10.52131/joe.2021.0302.0027.

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The study investigates the query of structural break or unit root considering four macroeconomic indicators; unemployment rate, interest rate, GDP growth, and inflation rate of Pakistan. The previous studies create ambiguity regarding the stationarity and non-stationarity of these variables. We employ Zivot & Andrews (1992) unit root test and Step Indicator Saturation (SIS) method for multiple break detection in mean. GDP growth and inflation rate are stationary at level whereas unit root tests fail to reject the null hypothesis of the unemployment rate and interest rate at level. However,
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Moon, Ji Eun, Cheolyong Park, Jeongcheol Ha, Sun Young Hwang, and Tae Yoon Kim. "Stationarity test based on density approach." Journal of Nonparametric Statistics 32, no. 2 (2020): 345–66. http://dx.doi.org/10.1080/10485252.2020.1748624.

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Dissertations / Theses on the topic "Stationarity Test"

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Dahlman, Rikard, and Ebba Johansson. "A comparative study regarding weakly stationarity assumptions and time dependency : Signal processing of vibrational loading and its influence on fatigue life." Thesis, Linnéuniversitetet, Institutionen för maskinteknik (MT), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-77740.

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Simplifications regarding calculations of fatigue life due to vibrational loading is based on weakly stationarity assumptions which is a time independent method. The hypothesis was based on the uncertainty of these assumptions. The aim of this study was to examine whether the analysed data fulfilled the assumptions of weakly stationarity. It was determined that the assumption was not valid for most signals and a comparison of time dependent methods should be performed to evaluate the difference compared with the time independent method. Two time dependent methods were constructed and implement
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Rodríguez, Gabriel, and Dionisio Ramírez. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series." Economía, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/116900.

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This note analyzes the empirical size of the augmented Dickey and Fuller (ADF) statistic proposedby Perron and Rodríguez (2003) when the errors are fractional. This ADF is based on a searching procedure for additive outliers based on first-differences of the data named td. Simulations show that empirical size of the ADF is not affected by fractional errors confirming the claim of Perron and Rodríguez (2003) that the procedure td is robust to departures of the unit root framework. In particular the results show low sensitivity of the size of the ADF statistic respect to the fractional parameter
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Melo, Ana Filipa Lopes de Almeida e. "Análise Empírica da Relação entre o Índice do Mercado Accionista Português e a Inflação." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3778.

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Mestrado em Finanças<br>Este estudo tem como finalidade investigar as relações dinâmicas entre o mercado accionista português e a taxa de inflação, através de diversas técnicas econométricas. Pretende-se analisar se o mercado accionista português é um hedge contra a inflação. A amostra é constituída por valores mensais do Portuguese Stock Index-20 e do Índice de Preços no Consumidor, durante o período compreendido entre Janeiro de 2000 a Dezembro de 2010. Primeiramente, na metodologia fez-se o estudo individual por variável e efectuou-se um modelo de regressão simples onde o índice PSI-20 é ut
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Ferreira, Marcos Souza. "Bubble detection in Brazil’s stock market: application of the generalized superior augmented Dickey-Fuller test." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16704.

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Submitted by Marcos Souza Ferreira (mferreira@poli.ufrj.br) on 2016-07-27T13:57:40Z No. of bitstreams: 1 FERREIRA M - BUBBLE DETECTION IN BRAZILS STOCK MARKET.pdf: 405486 bytes, checksum: 54cd37d39ac7269f0a808b0e73addedb (MD5)<br>Rejected by Renata de Souza Nascimento (renata.souza@fgv.br), reason: Marcos, boa tarde Por gentileza, verificar a numeração das páginas. Está correto, elas aparecerem a partir da Introdução, porém, não deve se iniciar pela página 1. Por exemplo, se a Introdução é na página 11, incluir a partir da página 11. Em seguida submeter novamente o arquivo. Att on 20
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Proïa, Frédéric. "Autocorrélation et stationnarité dans le processus autorégressif." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00903542.

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Cette thèse est dévolue à l'étude de certaines propriétés asymptotiques du processus autorégressif d'ordre p. Ce dernier qualifie communément une suite aléatoire $(Y_{n})$ définie sur $\dN$ ou $\dZ$ et entièrement décrite par une combinaison linéaire de ses $p$ valeurs passées, perturbée par un bruit blanc $(\veps_{n})$. Tout au long de ce mémoire, nous traitons deux problématiques majeures de l'étude de tels processus : l'\textit{autocorrélation résiduelle} et la \textit{stationnarité}. Nous proposons en guise d'introduction un survol nécessaire des propriétés usuelles du processus autorégres
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Rao, Yao. "Essays in panel stationarity and cointegration tests." Thesis, University of Liverpool, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.437525.

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Plašil, Miroslav. "Empirické ověření nové Keynesiánské Philipsovy křivky v ČR." Doctoral thesis, Vysoká škola ekonomická v Praze, 2003. http://www.nusl.cz/ntk/nusl-77088.

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New keynesian Phillips curve (NKPC) has become a central model to study the relation between inflation and real economic activity, notably in the framework of optimal monetary policy design. However, some recent evidence suggests that empirical data are usually at odds with the underlying theory. The model due to its inherent structure represents a statistical challenge in its own right. Since Galí and Gertler (1999) published their seminal paper introducing estimation via GMM techniques, they have triggered a heated debate on its empirical relevance. Their approach has been heavily criticised
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Kane, S. A. "Significance tests of probability non-stationarity of security price returns /." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049.

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Lindgren, Carrigan Marcus, and Michael Sannestedt. "The Behaviour of Test Particles in the Vicinity of a Stationary Black Hole." Thesis, KTH, Teoretisk fysik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-103465.

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Studying general relativity, with spacetime as a curved four-dimensional pseudo-Riemannian space, much of ones physical intuition is lost. Furthermore, there no longer exists any canonical way to visualise this space, in which all other physics take place. In this paper, different representations of the Schwarzschild solution are studied, in an attempt to build up an intuitive understanding of the behaviour of test particles in the vicinity of a spherically symmetric and stationary source of gravity, such as a black hole. Three representations of the Schwarzschild solution will be studied; the
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Sohkanen, Jouni S. "Properties of tests for mis-specification in non-stationary autoregressions." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:bc4abf3a-993c-4c69-9361-8debe538b696.

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We are interested in the stochastic properties, individual and joint, of mis- specification testing when the data are generated by an autoregressive process. Good mis-specification tests are invariant to the dynamic properties of the pro- cess summarized by its characteristic roots, and to irrelevant misspecifications. Invariance in parameter space obviates inference prior to mis-specification test- ing. This is important as the latter is used to validate the former. Mutual independence of the tests allows calibration of the overall significance level. Es- tablishing such results requires work
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Books on the topic "Stationarity Test"

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Tibrewala, Vikas. A predictive test of the NBD model that controls fror non- stationarity. INSEAD, 1986.

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Chik, Zazli. Randomisation test for comparing stationary signals. LoughboroughUniversity Business School, 1993.

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Corporation, National Learning, ed. Stationary engineer: Test preparation study guide questions & answers. National Learning Corp., 2003.

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Council, Motorcycle Industry. Stationary sound test manual for off-highway motorcycles and all-terrain vehicles. Motorcycle Industry Council, 2001.

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Grimley, K. W. Emissions test method 29: Determination of metals emissions from stationary sources (1994 proposal). U.S. Environmental Protection Agency, Office of Air Quality Planning and Standards, 1994.

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Corporation, National Learning, ed. This is your passbook for assistant stationary engineer: Test preparation study guide, questions & answers. National Learning Corporation, 1999.

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Baumeister, Kenneth J. Reverberation effects on directionality and response of stationary monopole and dipole sources in a wind tunnel. National Aeronautics and Space Administration, Lewis Research Center, 1985.

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Yi, Wŏn-yong. Kobunja yŏllyo chŏnji sisŭtʻem sŏngnŭng pʻyŏngka kiban kuchʻuk =: Test apparatus for basic and safety performances of stationary polymer electrolyte fuel cell systems. Chisik Kyŏngjebu, 2008.

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Yi, Wŏn-yong. Kobunja yŏllyo chŏnji sisŭtʻem sŏngnŭng pʻyŏngka kiban kuchʻuk =: Test apparatus for basic and safety performances of stationary polymer electrolyte fuel cell systems. Chisik Kyŏngjebu, 2008.

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Babeshko, Lyudmila, and Irina Orlova. Econometrics and econometric modeling in Excel and R. INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1079837.

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The textbook includes topics of modern econometrics, often used in economic research. Some aspects of multiple regression models related to the problem of multicollinearity and models with a discrete dependent variable are considered, including methods for their estimation, analysis, and application. A significant place is given to the analysis of models of one-dimensional and multidimensional time series. Modern ideas about the deterministic and stochastic nature of the trend are considered. Methods of statistical identification of the trend type are studied. Attention is paid to the evaluati
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Book chapters on the topic "Stationarity Test"

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Li, Ming. "Stationarity Test of Traffic." In Multi-Fractal Traffic and Anomaly Detection in Computer Communications. CRC Press, 2022. http://dx.doi.org/10.1201/9781003354987-9.

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Lima, Luiz Renato, and Breno Neri. "A Test for Strict Stationarity." In Uncertainty Analysis in Econometrics with Applications. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35443-4_2.

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Nakano, Yuji. "Stationarity Test in Time Series." In Causal Analysis for Climate Study. Chapman and Hall/CRC, 2025. https://doi.org/10.1201/9781003603429-1.

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Lessard, Charles S. "Nonparametric Statistic and the Runs Test for Stationarity." In Signal Processing of Random Physiological Signals. Springer International Publishing, 2006. http://dx.doi.org/10.1007/978-3-031-01610-3_8.

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Pradlwarter, H. J. "Test of Stationarity and the Estimation of Modulating Functions." In Structural Dynamics. Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-88298-2_2.

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da Silva, Camilla, Jed Nisenson, and Jeff Boisvert. "Comparing and Detecting Stationarity and Dataset Shift." In Springer Proceedings in Earth and Environmental Sciences. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-19845-8_3.

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AbstractMachine learning algorithms have been increasingly applied to spatial numerical modeling. However, it is important to understand when such methods will underperform. Machine learning algorithms are impacted by dataset shift; when modeling domains of interest present non-stationarities there is no guarantee that the trained models are effective in unsampled areas. This work aims to compare the stationarity requirement of geostatistical methods to the concept of dataset shift. Also, workflow is developed to detect dataset shift in spatial data prior to modeling, this involves applying a
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Muller, Stéphane, and Yves Mauriot. "Smirnov Stationarity Criterion Applied to Rocket Engine Test Data Analysis." In Structural Dynamics, Volume 3. Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-9834-7_67.

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Tassinari, Giorgio, and Demetrio Panarello. "The effectiveness of marketing tools in a consumer goods market in Italy during the Great Recession (2010-2015)." In Proceedings e report. Firenze University Press, 2021. http://dx.doi.org/10.36253/978-88-5518-461-8.20.

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In the case of markets characterized by a stationary primary demand, the relevant dimension for measuring a company’s success is represented by market shares. The paper aims to build and comment on a model that gauges the competitive effects of marketing maneuvers on market shares, with reference to tea-based beverages in Italy in the period November 2010 – October 2015. This analysis will be instrumental in establishing the effectiveness of marketing policies based on promotions or advertising. We estimate such a model on weekly data provided by IRI Infoscan and Nielsen, involving the top fiv
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Lau, Chi Keung Marco, Zhibin Lin, David Boansi, and Jie Kitt Ma. "The Lack of Market Integration in the Chinese Beer and Wine Markets: Evidence from Stationarity Test." In Brewing, Beer and Pubs. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137466181_7.

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Tserkezos, Dikaios. "The Effects of Temporal Aggregation and Random Sampling on the Power of the Augmented Dickey Fuller Stationarity Test: A Monte Carlo Study." In Money, Trade and Finance. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-73219-6_11.

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Conference papers on the topic "Stationarity Test"

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Umansky, Dmitry, and Matthias Patzold. "Stationarity Test for Wireless Communication Channels." In GLOBECOM 2009 - 2009 IEEE Global Telecommunications Conference. IEEE, 2009. http://dx.doi.org/10.1109/glocom.2009.5425841.

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Mathelinea, Devy, R. Chandrashekar, and Herman Mawengkang. "Stationarity test for medicine time series data." In 2ND INTERNATIONAL CONFERENCE ON ADVANCED INFORMATION SCIENTIFIC DEVELOPMENT (ICAISD) 2021: Innovating Scientific Learning for Deep Communication. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0128444.

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Mohanty, Soumya D. "A robust test for detecting non-stationarity." In Third edoardo amaldi conference on gravitational waves. AIP, 2000. http://dx.doi.org/10.1063/1.1291920.

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Khan, Md Arif, and John W. Pierret. "A Test for Non-Stationarity of Synchrophasor Measurements." In 2018 IEEE International Conference on Probabilistic Methods Applied to Power Systems (PMAPS). IEEE, 2018. http://dx.doi.org/10.1109/pmaps.2018.8440487.

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Khin, Aye Aye, Wong Hong Chau, Lim Chee Seong, Raymond Ling Leh Bin, and Kevin Low Lock Teng. "Stationarity test with a direct test for heteroskedasticity in exchange rate forecasting models." In THE 3RD ISM INTERNATIONAL STATISTICAL CONFERENCE 2016 (ISM-III): Bringing Professionalism and Prestige in Statistics. Author(s), 2017. http://dx.doi.org/10.1063/1.4982852.

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Schwartz, F. P., and F. A. O. Nascimento. "Stationarity of surface electromyographic signals on isokinetic knee extension test." In 2011 Pan American Health Care Exchanges (PAHCE 2011). IEEE, 2011. http://dx.doi.org/10.1109/pahce.2011.5871845.

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Basu, Prabahan, Daniel Rudoy, and Patrick J. Wolfe. "A nonparametric test for stationarity based on local Fourier analysis." In ICASSP 2009 - 2009 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, 2009. http://dx.doi.org/10.1109/icassp.2009.4960256.

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Xiang, Yu, Jie Ding, and Vahid Tarokh. "Evolutionary Spectra Based on the Multitaper Method with Application To Stationarity Test." In ICASSP 2018 - 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2018. http://dx.doi.org/10.1109/icassp.2018.8461443.

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Ijima, H., R. Okui, and A. Ohsumi. "Detection of signals in nonstationary random noise VIA stationarization and stationarity test." In 2005 Microwave Electronics: Measurements, Identification, Applications. IEEE, 2005. http://dx.doi.org/10.1109/ssp.2005.1628663.

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Poiani, Riccardo, Andrea Tirinzoni, and Marcello Restelli. "Meta-Reinforcement Learning by Tracking Task Non-stationarity." In Thirtieth International Joint Conference on Artificial Intelligence {IJCAI-21}. International Joint Conferences on Artificial Intelligence Organization, 2021. http://dx.doi.org/10.24963/ijcai.2021/399.

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Many real-world domains are subject to a structured non-stationarity which affects the agent's goals and the environmental dynamics. Meta-reinforcement learning (RL) has been shown successful for training agents that quickly adapt to related tasks. However, most of the existing meta-RL algorithms for non-stationary domains either make strong assumptions on the task generation process or require sampling from it at training time. In this paper, we propose a novel algorithm (TRIO) that optimizes for the future by explicitly tracking the task evolution through time. At training time, TRIO learns
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Reports on the topic "Stationarity Test"

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Vereecken, Evy, Martin Prignon, Antoine Tilmans, and Timo De Mets. HAMSTER Test Facility – Features and future Potential of a unique bi-climatic Chamber. Department of the Built Environment, 2023. http://dx.doi.org/10.54337/aau541620389.

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The HAMSTER project (2016-2022) aimed at designing, building, and validating a bi-climatic chamber. The test facility developed within the project, called the HAMSTER test facility, is a recent versatile bi-climatic chamber that is made to study the dynamic heat, air and moisture performance of building components of realistic size. The hot chamber is furthermore thoughtfully designed to conduct accurate stationary thermal transmittance tests according to the standards. Realistic climatic conditions, like rain, sun, and pressure differences, can be reproduced in the cold chamber so that many d
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Hall, Stephen. Time-Series Methods: Dynamic Modeling, Non-Stationarity, and Cointegration. Instats Inc., 2023. http://dx.doi.org/10.61700/vksf9usteps6f469.

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This seminar provides a hands-on exploration of time-series methods useful for econometrics as well as social and health science research. Any modelling exercise involving time series data depends crucially on the correct treatment of any non-stationarity which may be present in the data. The seminar explores the developments in dynamic modelling and non-stationarity which have taken place over the last 50 years in Econometrics, including in-depth coverage types of non-stationarity and tests for them, including cointegrated relationships (shared trends) among multiple variables. A free version
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Hall, Stephen. Time-Series Methods: Dynamic Modeling, Non-Stationarity, and Cointegration. Instats Inc., 2022. http://dx.doi.org/10.61700/nyrm5o8t47qqa469.

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This seminar provides a hands-on exploration of time-series methods useful for econometrics as well as social and health science research. Any modelling exercise involving time series data depends crucially on the correct treatment of any non-stationarity which may be present in the data. The seminar explores the developments in dynamic modelling and non-stationarity which have taken place over the last 50 years in Econometrics, including in-depth coverage types of non-stationarity and tests for them, including cointegrated relationships (shared trends) among multiple variables. A free version
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Rongere, Francois, and Gerry Bong. PO-581-16700-R01 Methane Leak Detection and Quantification Systems for Underground Storage Facilities. Pipeline Research Council International, Inc. (PRCI), 2017. http://dx.doi.org/10.55274/r0011441.

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This report presents results of a field test, at an underground gas storage facility, of a new stationary leak detection system and reviews other technologies that are currently available or being developed.
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Magdalinos, Tassos, and Katerina Petrova. Uniform Inference with General Autoregressive Processes. Federal Reserve Bank of New York, 2025. https://doi.org/10.59576/sr.1151.

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A unified theory of estimation and inference is developed for an autoregressive process with root in (-∞, ∞) that includes the stationary, local-to-unity, explosive and all intermediate regions. The discontinuity of the limit distribution of the t-statistic outside the stationary region and its dependence on the distribution of the innovations in the explosive regions (-∞, -1) ∪ (1, ∞) are addressed simultaneously. A novel estimation procedure, based on a data-driven combination of a near-stationary and a mildly explosive artificially constructed instrument, delivers mixed-Gaussian limit theor
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Rimpel, Aaron, and Amy McCleney. PR-316-17200-R02 A Study of the Effects of Liquid Contamination on Seal Performance. Pipeline Research Council International, Inc. (PRCI), 2020. http://dx.doi.org/10.55274/r0011734.

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Liquid contamination in dry gas seals (DGS) can come from a variety of sources, including lube oil carryover and liquid dropout, due to the Joule-Thompson effect across the seal faces, which can cause DGS failure. The physical effect of liquids on DGS performance is a topic of limited understanding, and conflicting theories exist regarding liquid-induced failure mechanisms. While tests have been performed on DGS test rigs (primarily by seal OEMs), very little testing or analysis has been specifically aimed at studying the heat generation behind DGS behavior following liquid injection, and test
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Dietzmann and Urban. L51565 Emissions Data for Stationary Engines in the Natural Gas Pipeline Transmission Industry. Pipeline Research Council International, Inc. (PRCI), 1988. http://dx.doi.org/10.55274/r0010130.

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In 1972, PRCI Project PR-15-61 was initiated to measure exhaust emissions from stationary reciprocating gas engines and gas turbines used in natural gas compressor stations. Emission rates of oxides of nitrogen (NOx), hydrocarbons (HC), and carbon monoxide (CO) were measured from 59 reciprocating gas engines and nine gas turbines. During and subsequent to 1972, the PRCI laboratories and various PRCI member companies conducted emissions measurements. In 1978, PRCI Project PR-15-92 was initiated to conduct additional emissions measurements. That project involved 55 reciprocating gas engines and
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Grimley. PR-015-07605-R01 Lower-Cost Liquid Meter Prover Calibration Method. Pipeline Research Council International, Inc. (PRCI), 2009. http://dx.doi.org/10.55274/r0010979.

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To maintain measurement accuracy, stationary volume provers must be re-proved periodically. The most direct method of determining a provers volume is through a process known as water drawing where water is circulated through the prover and swept into certified measurement volumes. Since the can volumes can be directly calibrated by national metrology agencies, the traceability chain is short. However, proving with water requires that the prover be first cleaned of any hydrocarbon product that may alter the working volume of the prover and create waste products that must be handled properly. Th
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Ziolkowski, Christopher. DTPH56-16-T-00020 Pipeline Defense with Combined Vibration Earth Movement and Current Sensing. Pipeline Research Council International, Inc. (PRCI), 2019. http://dx.doi.org/10.55274/r0011937.

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The project objective was to demonstrate the feasibility of a pipeline right-of-way defense system based on a suite of stationary sensors mounted on, and adjacent to, the pipeline. The sensor data from multiple locations along the pipe are wirelessly forwarded to a central location for further analysis. Analytics residing at a central location correlate the data from multiple sensors to alert operators to events of interest occurring in the ROW with minimal latency. The purpose of this project is to design, test, and demonstrate in the field a system that automatically monitors the right-of-wa
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Bäumler, Maximilian, Madlen Ringhand, Christian Siebke, Marcus Mai, Felix Elrod, and Günther Prokop. Report on validation of the stochastic traffic simulation (Part B). Technische Universität Dresden, 2021. http://dx.doi.org/10.26128/2021.243.

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This document is intended to give an overview of the validation of the human subject study, conducted in the driving simulator of the Chair of Traffic and Transportation Psychology (Verkehrspsychologie – VPSY) of the Technische Universität Dresden (TUD), as well of the validation of the stochastic traffic simulation developed in the AutoDrive project by the Chair of Automotive Engineering (Lehrstuhl Kraftfahrzeugtechnik – LKT) of TUD. Furthermore, the evaluation process of a C-AEB (Cooperative-Automatic Emergency Brake) system is demonstrated. The main purpose was to compare the driving behavi
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