信号异常检测方法具有普遍的研究意义和广泛的实用价值.该文首先研究Laplace周期图的统计性质,再结合用于关联性检验的有力工具互信息的刀切估计(JMI),对两段信号的Laplace周期图对数比进行统计检验,可判断所检测信号是否具有相同的归...信号异常检测方法具有普遍的研究意义和广泛的实用价值.该文首先研究Laplace周期图的统计性质,再结合用于关联性检验的有力工具互信息的刀切估计(JMI),对两段信号的Laplace周期图对数比进行统计检验,可判断所检测信号是否具有相同的归一化动态特征.作为一种半监督的异常检测方法,可在已知正常信号标签的情况下,以动态特征检测出未知信号是否异常.统计模拟试验和滚动轴承数据的实例分析显示,该文所提的新方法优于Laplace周期图分别与B样条F检验(B-spline F test)、Ljung-Box Q检验(LBQ)、游程检验(run test)相结合的方法,兼顾了稳健性和较低的犯错概率,具备一定的实用性和有效性.展开更多
Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is...Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is dominated by the transfer function of the difference operator, which is the same as the result of Crato. The obtained asymptotically properties of the single random walk process was extended to more complicated autoregressive integrated moving average process.展开更多
In our research on the density fluctuations of a supersonic jet we were confronted with a quite difficult problem. In the power spectrum obtained either with a spectrum analyzer, the peaks of the two of the modes that...In our research on the density fluctuations of a supersonic jet we were confronted with a quite difficult problem. In the power spectrum obtained either with a spectrum analyzer, the peaks of the two of the modes that we wanted to identify overlapped. We needed to find a signal processing method that would resolve the two main frequencies. We made a thorough investigation of several methods and thought that parametric periodograms were the appropriate tool. The use of parametric periodograms in signal processing requires constant training. The proper application of this tool depends on the determination of the number of parameters that has to be used to best model a real signal. The methods generally used to determine this number are subjective, depending on trial and error and on the experience of the user. Some of these methods rely on the minimization of the estimated variance of the linear prediction error , as a function of the number of parameters n. In many cases, the graph vs n doesn’t have a minimum, and the methods cannot be used. In this paper, we show that there is a strong relationship between and the frequency resolution . That is, as we modify , we obtain graphs of vs n that present at least one minimum. The spectrum obtained with this optimal number of parameters, always reproduces the frequency information of the original signal. In this paper, we present basically the signal processing of the data obtained in a Rayleigh scattering experiment on a supersonic jet that has also been designed by the authors.展开更多
Video shot boundary detection is the primary task for content based video management and retrieval system. This paper proposes a shot boundary detection strategy by exploiting the pros of Normalized Periodogram for ef...Video shot boundary detection is the primary task for content based video management and retrieval system. This paper proposes a shot boundary detection strategy by exploiting the pros of Normalized Periodogram for efficiently representing the content of the video. A Normalized Periodogram based distance metric to detect the key frames using shot boundary, namely Distance- Left-Right (D<sub>LR</sub>), is addressed, which is computed on a sliding sub-window basis. The D<sub>LR</sub> sequence is used to detect the suspected shot boundary frames and a transition type detection procedure is adapted to these suspected frames for discriminating the abrupt and gradual transitions. The proposed shot boundary detection methodology yields Precision—95.02%, Recall—93.15% and F1 score—94.07% for cut, Precision—86.57%, Recall—86.67% and F1 score—86.61% for gradual, Precision—90.6%, Recall—90.02% and F1 score—90.3% for overall transitions. Experimental results show that the proposed approach is superior to the recently available shot boundary detection techniques because of its robustness and simplicity, and presents an effective distance metric to detect the shot boundary.展开更多
SS 433是目前为止唯一一个被同时检测到轨道周期、超轨道周期和章动周期且存在双向螺旋状喷流的X射线双星系统,通过研究它的X射线光变将有助于理解系统的动力学过程及与其他波段的相关性.利用Lomb-Scargle周期图法(简称LS周期图)和加权...SS 433是目前为止唯一一个被同时检测到轨道周期、超轨道周期和章动周期且存在双向螺旋状喷流的X射线双星系统,通过研究它的X射线光变将有助于理解系统的动力学过程及与其他波段的相关性.利用Lomb-Scargle周期图法(简称LS周期图)和加权小波Z变换法(Weighted Wavelet Z-transform,WWZ)对SS 433的Swift/BAT(Burst Alert Telescope)(15–50 ke V)和RXTE/ASM(Rossi X-Ray Timing Explorer/All-Sky Monitor)(1.5–3,3–5和5–12 ke V)光变曲线进行周期提取,并对得到的周期成分进行蒙特卡洛仿真.其中15–50 ke V能段:检测到5个较强的周期成分P_1(～6.29 d)、P_2(～6.54 d)、P_3(～13.08 d)、P_4(～81.50 d)和P_5(～162.30 d);3–5和5–12 ke V能段:都检测到P_3(～13d)和P_5(～162 d)的周期成分;1.5–3 ke V能段:未检测到任何明显的周期存在.3–5、5–12和15–50 ke V能段的功率谱上最强的周期信号均为P_5,且P_5与之前对光学光变曲线研究得到的结果一致,结合SS 433的螺旋形射电喷流,推测周期为～162 d的X射线和光学波段光变与相对论性喷流的进动有关,X射线与光学光变周期的一致性也表明两个波段的辐射机制有内秉联系.P_3与之前研究中检测到的系统轨道周期(～13.07 d)一致,P_2和P_4则分别为P_3和P_5的一个高频谐波成分.P_1成分仅在15–50 ke V能段的功率谱中被检测到,且它与系统的章动周期一致.随着能段能量的降低(硬X射线到软X射线),所检测到的周期成分却越来越少,这一结果很好地印证了高能段(硬X射线)辐射主要来自于喷流,低能段(软X射线)辐射则可能是由双星系统周围的介质主导.通过分析得到的多个X射线光变周期,为今后SS 433的多波数据分析、系统的动力学机制等研究提供有力的参考依据.展开更多
文摘信号异常检测方法具有普遍的研究意义和广泛的实用价值.该文首先研究Laplace周期图的统计性质,再结合用于关联性检验的有力工具互信息的刀切估计(JMI),对两段信号的Laplace周期图对数比进行统计检验,可判断所检测信号是否具有相同的归一化动态特征.作为一种半监督的异常检测方法,可在已知正常信号标签的情况下,以动态特征检测出未知信号是否异常.统计模拟试验和滚动轴承数据的实例分析显示,该文所提的新方法优于Laplace周期图分别与B样条F检验(B-spline F test)、Ljung-Box Q检验(LBQ)、游程检验(run test)相结合的方法,兼顾了稳健性和较低的犯错概率,具备一定的实用性和有效性.
文摘Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is dominated by the transfer function of the difference operator, which is the same as the result of Crato. The obtained asymptotically properties of the single random walk process was extended to more complicated autoregressive integrated moving average process.
文摘In our research on the density fluctuations of a supersonic jet we were confronted with a quite difficult problem. In the power spectrum obtained either with a spectrum analyzer, the peaks of the two of the modes that we wanted to identify overlapped. We needed to find a signal processing method that would resolve the two main frequencies. We made a thorough investigation of several methods and thought that parametric periodograms were the appropriate tool. The use of parametric periodograms in signal processing requires constant training. The proper application of this tool depends on the determination of the number of parameters that has to be used to best model a real signal. The methods generally used to determine this number are subjective, depending on trial and error and on the experience of the user. Some of these methods rely on the minimization of the estimated variance of the linear prediction error , as a function of the number of parameters n. In many cases, the graph vs n doesn’t have a minimum, and the methods cannot be used. In this paper, we show that there is a strong relationship between and the frequency resolution . That is, as we modify , we obtain graphs of vs n that present at least one minimum. The spectrum obtained with this optimal number of parameters, always reproduces the frequency information of the original signal. In this paper, we present basically the signal processing of the data obtained in a Rayleigh scattering experiment on a supersonic jet that has also been designed by the authors.
文摘Video shot boundary detection is the primary task for content based video management and retrieval system. This paper proposes a shot boundary detection strategy by exploiting the pros of Normalized Periodogram for efficiently representing the content of the video. A Normalized Periodogram based distance metric to detect the key frames using shot boundary, namely Distance- Left-Right (D<sub>LR</sub>), is addressed, which is computed on a sliding sub-window basis. The D<sub>LR</sub> sequence is used to detect the suspected shot boundary frames and a transition type detection procedure is adapted to these suspected frames for discriminating the abrupt and gradual transitions. The proposed shot boundary detection methodology yields Precision—95.02%, Recall—93.15% and F1 score—94.07% for cut, Precision—86.57%, Recall—86.67% and F1 score—86.61% for gradual, Precision—90.6%, Recall—90.02% and F1 score—90.3% for overall transitions. Experimental results show that the proposed approach is superior to the recently available shot boundary detection techniques because of its robustness and simplicity, and presents an effective distance metric to detect the shot boundary.
文摘SS 433是目前为止唯一一个被同时检测到轨道周期、超轨道周期和章动周期且存在双向螺旋状喷流的X射线双星系统,通过研究它的X射线光变将有助于理解系统的动力学过程及与其他波段的相关性.利用Lomb-Scargle周期图法(简称LS周期图)和加权小波Z变换法(Weighted Wavelet Z-transform,WWZ)对SS 433的Swift/BAT(Burst Alert Telescope)(15–50 ke V)和RXTE/ASM(Rossi X-Ray Timing Explorer/All-Sky Monitor)(1.5–3,3–5和5–12 ke V)光变曲线进行周期提取,并对得到的周期成分进行蒙特卡洛仿真.其中15–50 ke V能段:检测到5个较强的周期成分P_1(～6.29 d)、P_2(～6.54 d)、P_3(～13.08 d)、P_4(～81.50 d)和P_5(～162.30 d);3–5和5–12 ke V能段:都检测到P_3(～13d)和P_5(～162 d)的周期成分;1.5–3 ke V能段:未检测到任何明显的周期存在.3–5、5–12和15–50 ke V能段的功率谱上最强的周期信号均为P_5,且P_5与之前对光学光变曲线研究得到的结果一致,结合SS 433的螺旋形射电喷流,推测周期为～162 d的X射线和光学波段光变与相对论性喷流的进动有关,X射线与光学光变周期的一致性也表明两个波段的辐射机制有内秉联系.P_3与之前研究中检测到的系统轨道周期(～13.07 d)一致,P_2和P_4则分别为P_3和P_5的一个高频谐波成分.P_1成分仅在15–50 ke V能段的功率谱中被检测到,且它与系统的章动周期一致.随着能段能量的降低(硬X射线到软X射线),所检测到的周期成分却越来越少,这一结果很好地印证了高能段(硬X射线)辐射主要来自于喷流,低能段(软X射线)辐射则可能是由双星系统周围的介质主导.通过分析得到的多个X射线光变周期,为今后SS 433的多波数据分析、系统的动力学机制等研究提供有力的参考依据.
