A new nonparametric method for testing stationarity based on trend analysis in the time marginal distribution
Résumé
In this manuscript, we propose a novel nonparametric test for nonstationarities that are seen as a trend or an evolution in the local energy of the signal. The idea of the proposed technique consists in applying empirical mode decomposition for estimating and further quantifying the trend in the time marginal of the estimated time-frequency representation. Such methodology allows for the detection of slowly-varying nonstationarities of first and second-order.