Glossary term
Glossary term
Foundations
A feature whose values don't change across one or more dimensions, usually time. For example, a feature whose values look about the same in 2021 and 2023 exhibits stationarity.
In the real world, very few features exhibit stationarity. Even features synonymous with stability (like sea level) change over time.
Contrast with nonstationarity.
Created for this library
A trading research team checks stationarity of its features before fitting models that assume stable distributions.
A retail demand team accepts that its sales data is not strictly stationary and uses rolling retraining windows to adapt.
A research team tests stationarity assumptions in time-series data before applying standard forecasting methods.
Definition source: Google for Developers Machine Learning Glossary | Creative Commons Attribution 4.0 License