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基于小波的时间序列流伪周期检测方法 被引量：6

Wavelet-Based Pseudo Period Detection on Time Series Stream
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摘要 提出一种有效的时间序列流伪周期检测方法MPD(memory-constrai nperiod detection).它采用Haar小波技术构建时间序列流大纲,利用部分片段估计周期方法提高检测效率,采用基于三次插值的周期估计方法检测任意长度的周期.通过对MPD误差的理论分析和实验分析,验证了MPD的时间和空间复杂度以及检测误差的有效性. A period detection method called MPD（memory-constrain period detection） is proposed naively on a time series stream, where the Haar-wavelet synopsis of series stream is adopted, and an estimated period based on partial fragments is proposed to improve the detection efficiency, and the cubic spline is used to detect period of arbitrary length. The time and space complexity error bound of MPD are validated through theoretical and experimental analysis.
作者 李晓光 宋宝燕 于戈 王大玲
机构地区 辽宁大学信息学院 东北大学信息科学与工程学院
出处 《软件学报》 EI CSCD 北大核心 2010年第9期2161-2172,共12页 Journal of Software
基金 国家自然科学基金Nos.60703068 60873068~~
关键词 伪周期 时间序列流 周期检测 pseudo period time series stream period detection
分类号 TP311 [自动化与计算机技术—计算机软件与理论]
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参考文献1

二级参考文献10

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共引文献5

同被引文献72

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  • 3采峰,曾凤章.产品需求量非平稳时序的ANN-ARMA预测模型[J].北京理工大学学报,2007,27(3):277-282. 被引量：4
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引证文献6

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2010年 第9期

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