AI engineering glossary · Time series recsys
What is stationarity?
Stationarity (also called Stationary series): A property of a series whose statistical behaviour does not change over time: constant average, constant spread, and correlations depending only on the gap between points. Many classical models assume it, so series are often transformed to achieve it.
Stationarity: an example
Daily percentage changes in a stock index hover around zero, while the index level itself keeps drifting, so only the changes are roughly stationary.
Related terms
More Time series recsys terms
- STL decomposition
- Strict stationarity
- Structural break
- Temporal fusion transformer
- Time series
- Time series cross-validation
- Trend
- Unit root
Where you learn it
Stationarity is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.