Some results on the variogram in time series analysis

Authors
Publication date 2009
Journal Quality and Reliability Engineering International
Volume | Issue number 25 | 8
Pages (from-to) 947-960
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract 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.
Document type Article
Language English
Published at https://doi.org/10.1002/qre.1013
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