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基于近似熵的交通流序列趋势变化检测 被引量:5
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作者 张亮亮 贾元华 +1 位作者 牛忠海 廖成 《北京交通大学学报》 CAS CSCD 北大核心 2014年第6期7-11,共5页
交通流趋势变化特征分析是交通流预测的基础.为了提取交通流序列随时间推移所呈现出来的宏观变化规律,提出了一种用于检测交通流序列趋势变化的滑动移除近似熵方法.通过对交通流序列趋势规律进行研究,首先将其细分为上升趋势、平稳波动... 交通流趋势变化特征分析是交通流预测的基础.为了提取交通流序列随时间推移所呈现出来的宏观变化规律,提出了一种用于检测交通流序列趋势变化的滑动移除近似熵方法.通过对交通流序列趋势规律进行研究,首先将其细分为上升趋势、平稳波动趋势、下降趋势,然后根据不同趋势变化的时间序列复杂程度不同,建立了滑动移除近似熵方法求解其滑动移除近似熵的值,并根据得到的时间序列提取交通流序列趋势变化.最后以北京市四环路某一断面交通流序列为例,用建立的模型对交通流序列趋势变化进行检测,并与滑动t检验方法结果对比.研究结果表明本文提出的方法能够对交通流序列趋势变化进行检测,且检测结果与实际交通流序列趋势变化比较吻合,研究结论可为短时交通流预测建模提供参考依据. 展开更多
关键词 城市交通 交通流序列 趋势变化检测 滑动移除近似熵方法
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Change Point Detection and Trend Analysis for Time Series
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作者 Hong Zhang Stephen Jeffrey John Carter 《Chinese Journal of Chemical Physics》 SCIE EI CAS CSCD 2022年第2期399-406,I0004,共9页
Trend analysis and change point detection in a time series are frequent analysis tools.Change point detection is the identification of abrupt variation in the process behaviour due to natural or artificial changes,whe... Trend analysis and change point detection in a time series are frequent analysis tools.Change point detection is the identification of abrupt variation in the process behaviour due to natural or artificial changes,whereas trend can be defined as estimation of gradual departure from past norms.We analyze the time series data in the presence of trend,using Cox-Stuart methods together with the change point algorithms.We applied the methods to the nearsurface wind speed time series for Australia as an example.The trends in near-surface wind speeds for Australia have been investigated based upon our newly developed wind speed datasets,which were constructed by blending observational data collected at various heights using local surface roughness information.The trend in wind speed at 10 m is generally increasing while at 2 m it tends to be decreasing.Significance testing,change point analysis and manual inspection of records indicate several factors may be contributing to the discrepancy,such as systematic biases accompanying instrument changes,random data errors(e.g.accumulation day error)and data sampling issues.Homogenization technique and multiple-period trend analysis based upon change point detections have thus been employed to clarify the source of the inconsistencies in wind speed trends. 展开更多
关键词 Time series Change point detection Trend analysis Wind speed HOMOGENIZATION
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