Non-stationarity refers to the evolving character of the data distribution as time passes. More specifically, it can be characterised being a violation from the Demanding-Feeling Stationarity condition, outlined by the following equation:

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, can be an extension on the Gaussian random walk course of action, during which, at every time, we could have a Gaussian stage which has a probability of p or remain in precisely the same state that has a probability of 1 ??p

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