Glossary term
Glossary term
Foundations
A feature whose values change across one or more dimensions, usually time. For example, consider the following examples of nonstationarity:
The number of swimsuits sold at a particular store varies with the season.
The quantity of a particular fruit harvested in a particular region is zero for much of the year but large for a brief period.
Due to climate change, annual mean temperatures are shifting.
Contrast with stationarity.
Created for this library
A retail demand team monitors nonstationarity in shopper behavior after major holidays and adjusts retraining frequency accordingly.
A trading research team designs its models to handle nonstationarity in market regimes through rolling retraining windows.
A fraud team accepts nonstationarity in attacker behavior and uses online updates to keep its model current between scheduled retrains.
Definition source: Google for Developers Machine Learning Glossary | Creative Commons Attribution 4.0 License