An Improved Stationarity Test Based on Surrogates

Douglas David Baptista de Souza, Jocelyn Chanussot, Anne-Catherine Favre, Pierre Borgnat

Abstract: Over the last years, several stationarity tests have been proposed. One of these methods uses time-frequency representations and stationarized replicas of the signal (known as surrogates) for testing wide-sense stationarity. In this letter, we propose a procedure to improve the original surrogate test. The proposed methodology can be seen as a guideline on how the surrogate test can be improved. We show mathematically that the modified test should exhibit improved classification performance. Numerical simulations on synthetic and real-world signals are carried out to evaluate the modified test against competing ones.