- Some results on the variogram in time series analysis
- Quality and Reliability Engineering International
- Volume | Issue number
- 25 | 8
- Pages (from-to)
- Document type
- Faculty of Economics and Business (FEB)
- Amsterdam School of Economics Research Institute (ASE-RI)
Data 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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