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ISSN (Online): 2666-2566

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Review Article

Contemporary Approaches to Analyze Non-stationary Time-series: Some Solutions and Challenges

Author(s): Ankit Dixit* and Shikha Jain

Volume 16, Issue 2, 2023

Published on: 03 October, 2022

Article ID: e230522205121 Pages: 20

DOI: 10.2174/2666255815666220523125447

Price: $65

Abstract

Enhancement of technology yields more complex time-dependent outcomes for better understanding and analysis. These outcomes generate more complex, unstable, and highdimensional data from non-stationary environments. Hence, more challenges are arising day by day to fulfill the increasing demand for future estimation. Thus, in this paper, an extensive study has been presented to comprehend the statistical complexity and randomness of Non-Stationary Time Series (NS-TS) data at the atomic level. This survey briefly explains the basic principles and terms related to Non-Stationary Time Series (NS-TS). After understanding the fundamentals of NS-TS, this survey categorized non-stationary time series into groups and subgroups based on a change in statistical behavior. It also provides a comprehensive discussion on contemporary approaches proposed by researchers in each category of non-stationarity. These algorithms include clustering, classification, and regression techniques to deal with different types of domains. Every category of non-stationarity consists of a separate table to draw some advantages and disadvantages of existing approaches. At the end of each non-stationarity type, a short discussion and critical analysis have been done. In the conclusion section, it is observed that this research sphere still has many open challenges that need to be addressed and demand more exploration. Furthermore, it discusses the possible solution of improvisation in future research.

Keywords: Time series data, Stationarity, Dataset shift, Time series clustering, Non-stationary

Graphical Abstract

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