小波变换在时间序列信号长程预测中的应用

Application of wavelet transform in the long distance forecast of time series

讨论时间序列信号长程预测的原理和卡尔曼滤波预测模型及其改进模型的应用,及小波变换在时间序列分析长程预测中的应用,通过小波变换将时间序列信号分解,再重构低频信号,从重构后的信号中进行重采样提取时间序列子序列用于信号长程预测的方法。

It piesents the long distance forecast of time series with the model of Kalman filter and its upgrade model. The application of wavelet transform in the long forecast of time series is provided as well. By decomposing the time series signal by wavelet transform, and rebuilding the low frequency signal, the signal resampled to form a child series to forecast.