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IEEE/ICACT20220021 Slide.09        [Big Slide]	Oral Presentation
	To select features for characterizing datasets and related to the transformation compression, we choose the following metrics to assess the characterization of the datasets to be compressed. There are Variance (x), mean (x) and median (x), skewness (x) and kurtosis (x) of datasest. Stationarity means that the statistical properties of a time series do not change over time. Therefore, determine whether a time series is stationary and make effective and precise predictions. We use two statistical tests to check the stationarity of a time series-the Augmented DickeyFuller (ADF) test and the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test.

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