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Owning Palette: Statistical Analysis VIs

Installed With: Advanced Signal Processing Toolkit

Estimates the stationarity of an input univariate time series by examining the mean and variance values of the subsequences. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.

Details  Example

Use the pull-down menu to select an instance of this VI.

Select an instance TSA Stationarity Test (waveform)TSA Stationarity Test (array)

TSA Stationarity Test (waveform)

	num of segments specifies the number of subsequences into which this VI divides the input time series. The default is 100.
	Xt specifies the input univariate time series.
	confidence level specifies the level of confidence as a percentage this VI uses to compute the confidence limits of specified statistics value.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	stationary? indicates if the input univariate time series is stationary. mean returns TRUE if the input univariate time series is stationary based on the mean values of the subsequences. variance returns TRUE if the input univariate time series is stationary based on the variance values of the subsequences.
	mean of segments returns the mean value of each subsequence.
	variance of segments returns the variance value of each subsequence.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Stationarity Test (array)

	num of segments specifies the number of subsequences into which this VI divides the input time series. The default is 100.
	Xt specifies the input univariate time series.
	confidence level specifies the level of confidence as a percentage this VI uses to compute the confidence limits of specified statistics value.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	stationary? indicates if the input univariate time series is stationary. mean returns TRUE if the input univariate time series is stationary based on the mean values of the subsequences. variance returns TRUE if the input univariate time series is stationary based on the variance values of the subsequences.
	mean of segments returns the mean value of each subsequence.
	variance of segments returns the variance value of each subsequence.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Stationarity Test Details

This VI performs stationarity estimation on a univariate time series by testing the inversion number according to the following steps:

1. Divides a time series X_t into l subsequences. The mean value of each subsequence forms a time series m₁, m₂, …m_l. The standard deviation value of each subsequence forms a time series s₁, s₂, …s_l.

2. Computes the sum S_m (S_s) of inversion number for the time series m₁, m₂, …, m_l (s₁, s₂, …, s_l).

If X_t is stationary, the statistical value e_me_s satisfies the normal distribution with a mean value of 0 and a standard deviation value of 1.

and

Where m_A is the theoretical mean value of S_m or S_s, which equals , and s_A is the theoretical standard deviation value of S_m or S_s, which equals the following equation:

Given the confidence level a:

• If e_m<N_a/2(0, 1), this time series is mean stationary.
• If e_s<N_a/2(0, 1), this time series is variance stationary.

Example

Refer to the Series Statistical Analysis VI in the labview\examples\Time Series Analysis\TSAGettingStarted.llb for an example of using the TSA Stationarity Test VI.