摘要
利用二维连续小波变换(CWT),结合时间序列分析的特点,对时间序列数据进行分析。从对多频率信号、突变信号以及噪声数据的容错性三个方面的分析来对利用二维连续小波变换方法在时间序列分析中的应用进行了研究,主要分析方式以趋势分析为主,最后通过对实验结果的分析得到良好的效果。
Based on the characteristic of time series analysis, data of time series was analyzed by the approach of 2D- CWT. The analysis of three aspects such as multi - frequency Signals, jumping signals and fault tolerance of noisy data were made for the purpose of the research for applications of 2D- CWT in time series analysis. Trend analysis is major means. Finally, the experimentation result was discussed.
出处
《计算机技术与发展》
2007年第5期160-162,共3页
Computer Technology and Development
基金
安徽省教育厅自然科学基金资助项目(2005kj056)
关键词
连续小波变换
时间序列
趋势分析
continuous wavelet transform
time series
trend analysis