NO.PZ2020011101000002
问题如下：
Describe the four features of a time series that violate the assumptions of covariance stationarity.
选项：
解释：
a. Random walks—The variance of the process changes over time because a shock is never “forgotten” by the process.
b. Deterministic trends—The mean of the process is changing over time due to a time trend; for example, the series has a positive growth rate.
c. Deterministic seasonality—The mean of the process depends on the time observation due to a seasonal, repeating pattern.
d. Structure breaks—The model parameters change over time.
Deterministic seasonality—The mean of the process depends on the time observation due to a seasonal, repeating pattern.
这个意思也是随着季节的变化而变化，每个season是固定的pattern吗？
