What is Stationarity?
Marina Ferenț-Pipaș, Data Scientist marina.ferent@orpheusindices.com Mean Reversion Mean reversion has been the corner-stone in differentiating the random from the non-random behavior. Stationarity is used to identify mean reversion in a time series. A critical role in classical time series analysis is played by the concept of stationary processes. Stationary processes are easier to be modeled […]