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Zoekopdracht: faculteit: "FEB" en publicatiejaar: "2009"

AuteursD. Khachatryan, S. Bisgaard
TitelSome results on the variogram in time series analysis
TijdschriftQuality and Reliability Engineering International
Jaargang25
Jaar2009
Nummer8
Pagina's947-960
ISSN07488017
FaculteitFaculteit Economie en Bedrijfskunde
Instituut/afd.FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM)
SamenvattingData used for monitoring and control of industrial processes are often best modeled as a time series. An important issue is to determine whether such time series are stationary. In this article we discuss the variogram—a graphical tool for assessing stationarity. We build on previous work and provide further details and more general results including analytical structures of variogram for various non-stationary processes, and illustrate with a number of examples of variograms using standard data sets from the literature and simulated data sets.
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