关键词: 时间序列, 非平稳检测, RT方法, STI方法

Abstract: Two methods are applied to detect non-stationarity in time series. One is the run-test (RT) method, which depends on statistic theory; the other is a graphical method called space time-index (STI), which is a dynamical method. Three different RT methods and STI method are given to detect the non-stationarity in artificial time series with known non-stationarity and experimental turbulence time series measured in atmospheric boundary layer. The results show that the RT method which has lower accuracy is simpler and more efficient than STI. Besides comparing the merits of the STI and RT methods, the results also show that the variance RT method is the most effective to detect the non-stationarity in experimental turbulence time series among the three ones of RT methods.

Key words: time series, detection of non-stationarity, run-test (RT method), space time-index (STI method)