Definition:Non-Stationary Model

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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.

Also see


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