Space time-index plots for probing dynamical nonstationarity

We propose a simple method to efficiently probe dynamical nonstationarity i n observed time series. In a space time-index plot, the density distributio ns as a function of normalized time-index are V-shaped due to nonstationari ty. We show that this method is workable for short data sets and typical ex amples are illustrated. (C) 1998 Elsevier Science B.V.