AI engineering glossary · Time series recsys
What is KPSS test?
KPSS test: A hypothesis test whose null hypothesis is that a series is stationary around a level or trend. It is used alongside the ADF test, since the two have opposite nulls, and agreement between them gives more reliable conclusions.
KPSS test: an example
ADF fails to reject a unit root and KPSS rejects stationarity: both say the series needs differencing.
Related terms
More Time series recsys terms
- LambdaMART
- Latent factors
- Learning to rank
- Listwise ranking
- Ljung-Box test
- Long tail
- Moving average
- Moving average model
Where you learn it
KPSS test is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.