Periodic signal extraction of GNSS height time series based on adaptive singular spectrum analysis

Singular spectrum analysis is widely used in geodetic time series analysis.However,when extracting time-varying periodic signals from a large number of Global Navigation Satellite System(GNSS)time series,the selection of appropriate embedding window size and principal components makes this method cumbersome and inefficient.To improve the efficiency and accuracy of singular spectrum analysis,this paper proposes an adaptive singular spectrum analysis method by combining spectrum analysis with a new trace matrix.The running time and correlation analysis indicate that the proposed method can adaptively set the embedding window size to extract the time-varying periodic signals from GNSS time series,and the extraction efficiency of a single time series is six times that of singular spectrum analysis.The method is also accurate and more suitable for time-varying periodic signal analysis of global GNSS sites.

A reweighted damped singular spectrum analysis method for robust seismic noise suppression

(Multichannel)Singular spectrum analysis is considered as one of the most effective methods for seismic incoherent noise suppression.It utilizes the low-rank feature of seismic signal and regards the noise suppression as a low-rank reconstruction problem.However,in some cases the seismic geophones receive some erratic disturbances and the amplitudes are dramatically larger than other receivers.The presence of this kind of noise,called erratic noise,makes singular spectrum analysis(SSA)reconstruction unstable and has undesirable effects on the final results.We robustify the low-rank reconstruction of seismic data by a reweighted damped SSA(RD-SSA)method.It incorporates the damped SSA,an improved version of SSA,into a reweighted framework.The damping operator is used to weaken the artificial disturbance introduced by the low-rank projection of both erratic and random noise.The central idea of the RD-SSA method is to iteratively approximate the observed data with the quadratic norm for the first iteration and the Tukeys bisquare norm for the rest iterations.The RD-SSA method can suppress seismic incoherent noise and keep the reconstruction process robust to the erratic disturbance.The feasibility of RD-SSA is validated via both synthetic and field data examples.

Short-Term Prediction of Photovoltaic Power Generation Based on LMD Permutation Entropy and Singular Spectrum Analysis

The power output state of photovoltaic power generation is affected by the earth’s rotation and solar radiation intensity.On the one hand,its output sequence has daily periodicity;on the other hand,it has discrete randomness.With the development of new energy economy,the proportion of photovoltaic energy increased accordingly.In order to solve the problem of improving the energy conversion efficiency in the grid-connected optical network and ensure the stability of photovoltaic power generation,this paper proposes the short-termprediction of photovoltaic power generation based on the improvedmulti-scale permutation entropy,localmean decomposition and singular spectrum analysis algorithm.Firstly,taking the power output per unit day as the research object,the multi-scale permutation entropy is used to calculate the eigenvectors under different weather conditions,and the cluster analysis is used to reconstruct the historical power generation under typical weather rainy and snowy,sunny,abrupt,cloudy.Then,local mean decomposition(LMD)is used to decompose the output sequence,so as to extract more detail components of the reconstructed output sequence.Finally,combined with the weather forecast of the Meteorological Bureau for the next day,the singular spectrumanalysis algorithm is used to predict the photovoltaic classification of the recombination decomposition sequence under typical weather.Through the verification and analysis of examples,the hierarchical prediction experiments of reconstructed and non-reconstructed output sequences are compared.The results show that the algorithm proposed in this paper is effective in realizing the short-term prediction of photovoltaic generator,and has the advantages of simple structure and high prediction accuracy.

Short-range Climate Prediction Experiment of the Southern Oscillation Index Based on the Singular Spectrum Analysis

The Southern Oscillation Index (SOI) time series is analyzed by means of the singular spectrum analysis (SSA) method with 60-month window length. Two major oscillatory pairs are found in the series whose periods are quasi-four and quasi-two years respectively. The auto-regressive model, which is developed on the basis of the Maximum Entropy Spectrum Analysis, is fitted to each of the 9 leading components including the oscillatory pairs. The prediction of SOI with the 36-month lead is obtained from the reconstruction of these extrapolated series. Correlation coefficient between predicted series and 5 months running mean of observed series is up to 0.8. The model can successfully predict the peak and duration of the strong ENSO event from 1997 to 1998. It's also shown that the proper choice of reconstructed components is the key to improve the model prediction.

Dynamic prediction of landslide displacement using singular spectrum analysis and stack long short-term memory network

An accurate landslide displacement prediction is an important part of landslide warning system. Aiming at the dynamic characteristics of landslide evolution and the shortcomings of traditional static prediction models, this paper proposes a dynamic prediction model of landslide displacement based on singular spectrum analysis(SSA) and stack long short-term memory(SLSTM) network. The SSA is used to decompose the landslide accumulated displacement time series data into trend term and periodic term displacement subsequences. A cubic polynomial function is used to predict the trend term displacement subsequence, and the SLSTM neural network is used to predict the periodic term displacement subsequence. At the same time, the Bayesian optimization algorithm is used to determine that the SLSTM network input sequence length is 12 and the number of hidden layer nodes is 18. The SLSTM network is updated by adding predicted values to the training set to achieve dynamic displacement prediction. Finally, the accumulated landslide displacement is obtained by superimposing the predicted value of each displacement subsequence. The proposed model was verified on the Xintan landslide in Hubei Province, China. The results show that when predicting the displacement of the periodic term, the SLSTM network has higher prediction accuracy than the support vector machine(SVM) and auto regressive integrated moving average(ARIMA). The mean relative error(MRE) is reduced by 4.099% and 3.548% respectively, while the root mean square error(RMSE) is reduced by 5.830 mm and 3.854 mm respectively. It is concluded that the SLSTM network model can better simulate the dynamic characteristics of landslides.

Denoising Nonlinear Time Series Using Singular Spectrum Analysis and Fuzzy Entropy

We present a hybrid singular spectrum analysis （SSA） and fuzzy entropy method to filter noisy nonlinear time series. With this approach, SSA decomposes the noisy time series into its constituent components including both the deterministic behavior and noise, while fuzzy entropy automatically differentiates the optimal dominant components from the noise based on the complexity of each component. We demonstrate the effectiveness of the hybrid approach in reconstructing the Lorenz and Mackey--Class attractors, as well as improving the multi-step prediction quality of these two series in noisy environments.

An Innovated Integrated Model Using Singular Spectrum Analysis and Support Vector Regression Optimized by Intelligent Algorithm for Rainfall Forecasting

Rainfall forecasting is becoming more and more significant and precipitation anomalies would lead to droughts and floods disasters.However,because of the complexity and non-stationary of rainfall data,it is difficult to forecast.In this paper,a novel hybrid model to forecast rainfall is developed by incorporating singular spectrum analysis (SSA) and dragonfly algorithm (DA) into support vector regression (SVR) method.Firstly,SSA is used for extracting the trend components of the hydrological data.Then,SVR is utilized to deal with the volatility and irregularity of the precipitation series.Finally,the parameter of SVR is optimized by DA.The proposed SSA-DA-SVR method is used to forecast the monthly precipitation for Songbai,Panshui,Lanma and Jiulongchi stations.To validate the efficiency of the method,four compared models,DA-SVR,SSA-GWO-SVR,SSA-PSO-SVR and SSA-CS-SVR are established.The result shows that the proposed method has the best performance among all five models,and its prediction has high precision and accuracy.

Multichannel singular spectrum analysis of the axial atmospheric angular momentum

Earth＇s variable rotation is mainly produced by the variability of the AAM（atmospheric angular momentum）. In particular, the axial AAM component X_3, which undergoes especially strong variations,induces changes in the Earth＇s rotation rate. In this study we analysed maps of regional input into the effective axial AAM from 1948 through 2011 from NCEP/NCAR reanalysis. Global zonal circulation patterns related to the LOD（length of day） were described. We applied MSSA（Multichannel Singular Spectrum Analysis） jointly to the mass and motion components of AAM, which allowed us to extract annual, semiannual, 4-mo nth, quasi-biennial, 5-year, and low-frequency oscillations. PCs（Principal components） strongly related to ENSO（El Nino southern oscillation） were released. They can be used to study ENSO-induced changes in pressure and wind fields and their coupling to LOD. The PCs describing the trends have captured slow atmospheric circulation changes possibly related to climate variability.

DENOISING METHOD BASED ON SINGULAR SPECTRUM ANALYSIS AND ITS APPLICATIONS IN CALCULATION OF MAXIMAL LIAPUNOV EXPONENT

An algorithm based on the data-adaptive filtering characteristics of singular spectrum analysis (SSA) is proposed to denoise chaotic data. Firstly, the empirical orthogonal functions (EOFs) and principal components (PCs) of the signal were calculated, reconstruct the signal using the EOFs and PCs, and choose the optimal reconstructing order based on sigular spectrum to obtain the denoised signal. The noise of the signal can influence the calculating precision of maximal Liapunov exponents. The proposed denoising algorithm was applied to the maximal Liapunov exponents calculations of two chaotic system, Henon map and Logistic map. Some numerical results show that this denoising algorithm could improve the calculating precision of maximal Liapunov exponent.

Improved interpolation method based on singular spectrum analysis iteration and its application to missing data recovery

A novel interval quartering algorithm （IQA） is proposed to overcome insufficiency of the conventional singular spectrum analysis （SSA） iterative interpolation for selecting parameters including the number of the principal components and the embedding dimension. Based on the improved SSA iterative interpolation, interpolated test and comparative analysis are carried out to the outgoing longwave radiation daily data. The results show that IQA can find globally optimal parameters to the error curve with local oscillation, and has advantage of fast computing speed. The improved interpolation method is effective in the interpolation of missing data.

Coupling Singular Spectrum Analysis with Artificial Neural Network to Improve Accuracy of Sediment Load Prediction

Sediment load estimation is generally required for study and development of water resources system. In this regard, artificial neural network (ANN) is the most widely used modeling tool especially in data-constraint regions. This research attempts to combine SSA (singular spectrum analysis) with ANN, hereafter called SSA-ANN model, with expectation to improve the accuracy of sediment load predicted by the existing ANN approach. Two different catchments located in the Lower Mekong Basin (LMB) were selected for the study and the model performance was measured by several statistical indices. In comparing with ANN, the proposed SSA-ANN model shows its better performance repeatedly in both catchments. In validation stage, SSA-ANN is superior for larger Nash-Sutcliffe Efficiency about 24% in Ban Nong Kiang catchment and 7% in Nam Mae Pun Luang catchment. Other statistical measures of SSA-ANN are better than those of ANN as well. This improvement reveals the importance of SSA which filters noise containing in the raw time series and transforms the original input data to be near normal distribution which is favorable to model simulation. This coupled model is also recommended for the prediction of other water resources variables because extra input data are not required. Only additional computation, time series decomposition, is needed. The proposed technique could be potentially used to minimize the costly operation of sediment measurement in the LMB which is relatively rich in hydrometeorological records.

A singular spectrum analysis on Holocene climatic oscillation from lake sedimentary record in Minqin Basin, China

The total organic carbon (TOC) content series from the lake sediment of Minqin Basin (100°57′–104°57′E, 37°48′–39°17′N) in northwestern China, which has a 10 000-year-long paleo-climatic proxy record, was used to analyze the Holocene climate changes in the local region. The proxy record was established in the Sanjiaocheng (SJC), Triangle Town in Chinese, Section (103°20′25″E, 39°00′38″N), which is located at the northwestern boundary of the present Asian summer monsoon in China, and is sensitive to global environmental and climate changes. Applying singular spectrum analysis (SSA) to the TOC series, principal climatic oscillations and periodical changes were studied. The results reveal 3 major patterns of climate change regulated by reconstructed components (RCs). The first pattern is natural long-term trend of climatic change in the local area (Minqin Basin), indicating a relatively wetter stage in early Holocene (starting at 9.5 kaBP), and a relatively dryer stage with a strong lake desiccation and a declined vegetation cover in mid-Holocene (during 7–6 kaBP). From 4.0 kaBP to the present, there has been a gradually decreasing trend in the third reconstructed component (RC3) showing that the local climate changed again into a dryer stage. The second pattern shows millennial-centennial scale oscillations containing cycles of 1 600 and 800 years that have been present throughout almost the entire Holocene period of the last 10 000 years. The third pattern is a millennial-centennial scale variation with a relatively smaller amplitude and unclear cycles showing a nonlinear interaction within the earth’s climate systems.

Wavelet De-noising of Speech Using Singular Spectrum Analysis for Decomposition Level Selection

The problem of speech enhancement using threshold de-noising in wavelet domain was considered.The appropriate decomposition level is another key factor pertinent to de-noising performance.This paper proposed a new wavelet-based de-noising scheme that can improve the enhancement performance significantly in the presence of additive white Gaussian noise.The proposed algorithm can adaptively select the optimal decomposition level of wavelet transformation according to the characteristics of noisy speech.The experimental results demonstrate that this proposed algorithm outperforms the classical wavelet-based de-noising method and effectively improves the practicability of this kind of techniques.

Automatic Anomaly Detection of Respiratory Motion Based on Singular Spectrum Analysis

The realization of automatic anomaly detection of respiratory motion could be very useful to prevent accidental damage during radiation therapy. In this paper, we proposed an automatic anomaly detection method using singular value decomposition analysis. Before applying this method, the investigator needs a normal respiratory motion data of a patient. From these data, a trajectory matrix representing normal time-series feature is created. Decomposing the matrix, we obtained the feature of normal time series. Then, we applied the same procedure to real-time data and obtained real-time features. Calculating the similarity of those feature matrixes, an anomaly score was obtained. Patient motion was observed by a depth camera. In our simulation, two types of motion e.g. cough and sudden stop of breathing were successfully detected, while gradual change of respiratory cycle frequency was not detected clearly.

SIMULATION OF CRACK DIAGNOSIS OF ROTOR BASED ON MULTI-SCALE SINGUUR-SPECTRUM ANALYSIS

In the diagnosis of rotor crack based on wavelet analysis, it is a painful task to find out an adaptive mother wavelet as many of them can be chosen and the analytic results of different mother wavelets are yet not the same. For this limitation of wavelet analysis, a novel diagnostic approach of rotor crack based on multi-scale singular-spectrum analysis （MS-SSA） is proposed. Firstly, a Jeffcott model of a cracked rotor is developed and the forth-order Runge-Kutta method is used to solve the motion equations of this rotor to obtain its time response （signals）. Secondly, a comparatively simple approach of MS-SSA is presented and the empirical orthogonal functions of different orders in various scales are regarded as analyzing functions. At last, the signals of the cracked rotor and an uncracked rotor are analyzed using the proposed approach of MS-SSA, and the simulative results are compared. The results show that, the data-adaptive analyzing functions can capture many features of signals and the rotor crack can be identified and diagnosed effectively by comparing the analytic results of signals of the cracked rotor with those of the uncracked rotor using the analyzing functions of different orders.

A comparison analysis of multipath extract methods in short-baseline applications of GPS

In order to eliminate the multipath errors existing in static short-baseline applications, a novel de-noising method based on a singular spectrum analysis （named as DSSA） is introduced to extract multipath signals. The multipath error is extracted from the double difference （DD） residuals by DSSA and then applied to the correct multipath error in subsequent measurements based on the correlation among adjacent epochs. Methods based on discrete wavelet transform （DWT） and stationary wavelet transform （SWT） are introduced as comparisons of DSSA based on analysis of a simulated signal. Real baseline residuals are tested to verify different extract methods. Results show that compared with the SWT, the DSSA improves the root mean square （RMS） of the residual by 48.6% and achieves a time reduction of 75.3%.

Preconditioned prestack plane-wave least squares reverse time migration with singular spectrum constraint

Least squares migration can eliminate the artifacts introduced by the direct imaging of irregular seismic data but is computationally costly and of slow convergence. In order to suppress the migration noise, we propose the preconditioned prestack plane-wave least squares reverse time migration （PLSRTM） method with singular spectrum constraint. Singular spectrum analysis （SSA） is used in the preconditioning of the take-off angle-domain common-image gathers （TADCIGs）. In addition, we adopt randomized singular value decomposition （RSVD） to calculate the singular values. RSVD reduces the computational cost of SSA by replacing the singular value decomposition （SVD） of one large matrix with the SVD of two small matrices. We incorporate a regularization term into the preconditioned PLSRTM method that penalizes misfits between the migration images from the plane waves with adjacent angles to reduce the migration noise because the stacking of the migration results cannot effectively suppress the migration noise when the migration velocity contains errors. The regularization imposes smoothness constraints on the TADCIGs that favor differential semblance optimization constraints. Numerical analysis of synthetic data using the Marmousi model suggests that the proposed method can efficiently suppress the artifacts introduced by plane-wave gathers or irregular seismic data and improve the imaging quality of PLSRTM. Furthermore, it produces better images with less noise and more continuous structures even for inaccurate migration velocities.

顾及信号振荡特征的慢滑移信息时空提取

针对传统滤波和固定函数拟合等方法探测慢滑移信号时易产生信息误剔除或伪信号提取等问题,提出一种基于信号振荡特征的慢滑移时空信息探测方法:利用多通道奇异谱分析分解坐标序列;然后根据慢滑移位移特征确定信号的起止时间;最后基于信号的振荡方向和振幅归一化明确空间响应方向和强度。仿真结果表明,相较于主成分分析和独立成分分析,该方法在探测慢滑移起止时间、空间响应方向和强度等方面优势明显:实际应用中,利用该方法成功探测出新西兰马纳瓦图的慢滑移事件,测站WANG和PNUI连线两侧的空间响应方向相反,强度大,地震危险性高;而独立成分分析和主成分分析探测到的空间响应可能受到共模误差影响,时间响应也无法明确慢滑移起止时间。

基于双重分解和双向长短时记忆网络的中长期负荷预测模型

针对中长期电力负荷序列噪声含量高、难以直接提取序列周期规律从而影响预测精度的问题,提出了一种基于完全自适应噪声集合经验模态分解(complete ensemble empirical mode decomposition with adaptive noise,CEEMDAN)和奇异谱分析(singular spectrum analysis,SSA)双重分解的双向长短时记忆网络(bidirectional long and short time memory,BiLSTM)预测模型。首先,采用CEEMDAN对历史负荷进行分解,以得到若干个周期规律更为清晰的子序列;再利用多尺度熵(multiscale entropy,MSE)计算所有子序列的复杂程度,根据不同时间尺度上的样本熵值将相似的子序列重构聚合;然后,利用SSA去噪的功能,对高度复杂的新序列进行二次分解,去除序列中的噪声并提取更为主要的规律,从而进一步提高中长序列预测精度;再将得到的最终一组子序列输入BiLSTM进行预测;最后,考虑到天气、节假日等外部因素对电力负荷的影响,提出了一种误差修正技术。选取了巴拿马某地区的用电负荷进行实验,实验结果表明,经过双重分解可以将均方根误差降低87.4%;预测未来一年的负荷序列时,采用的BiLSTM模型将拟合系数最高提高2.5%;所提出的误差修正技术可将均方根误差降低9.7%。

卡斯卡迪亚慢滑移信息的GNSS时空探测

针对断层慢滑移时空分布信息探测困难的问题,基于全球卫星导航系统(GNSS)坐标序列,提出一种利用多通道奇异谱分析(MSSA)探测卡斯卡迪亚消减带慢滑移事件时空分布的方法:根据慢滑移分量的振荡特点确定窗口长度,采用时间迟滞矩阵对协方差阵进行增广,以提高对异常信息的识别能力;对振幅归一化获取空间响应,通过快速傅里叶变换分析慢滑移频谱特征。结果表明,卡斯卡迪亚消减带2007-01-05—2007-02-23和2008-04-22—2008-06-14发生了2次慢滑移事件,2次事件呈东南、西北区域的反向运动特征,且东南部响应程度明显高于西北地区;频谱特征显示,慢滑移信息表现为低频特征,且主要为随机游走噪声。研究结果可为板内地震前兆性信息探测提供参考。