# Definition:Non-Stationary Model

## Definition

A non-stationary model is a stochastic model for describing a time series which assumes that the underlying stochastic process does not remain in equilibrium about a constant mean level.

That is, it is a stochastic model with an underlying stochastic process which is itself non-stationary.

## Sources

$1$: Introduction:
$1.2$ Stochastic and Deterministic Dynamic Mathematical Models:
$1.2.1$ Stationary and Nonstationary Stochastic Models for Forecasting and Control