时间序列协整关系及其在变形分析中的应用研究

Research on the time series cointegration relationship and its application to the deformation analysis

通过对时间序列模型及其特性进行分析,运用序列间协整关系,实现同一变形体不同变形监测数据序列之间的联系,提取出平稳的、可用于变形预测分析的信息,建立适用于实际工程的ARIMAX动态预测模型,并通过工程实例验证预测模型的优化性、有效性与可行性。

In this paper,with the analysis of the time series model and its characteristics, the time series cointegration relationship has been used to establish the relationship among different kinds of deformation monitoring data sequences. The stable information used for deformation analysis is extracted to build the dynamic ARIMAX prediction model suitable for practical projects, and the model＇s optimization, effectiveness, and feasibility are verified in an engineering example.