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Application of Seasonal Auto-regressive Integrated Moving Average Model in Forecasting the Incidence of Hand-foot-mouth Disease in Wuhan,China 被引量:16
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作者 彭颖 余滨 +3 位作者 汪鹏 孔德广 陈邦华 杨小兵 《Journal of Huazhong University of Science and Technology(Medical Sciences)》 SCIE CAS 2017年第6期842-848,共7页
Outbreaks of hand-foot-mouth disease(HFMD) have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful ... Outbreaks of hand-foot-mouth disease(HFMD) have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful for efficient HFMD prevention and control. A seasonal auto-regressive integrated moving average(ARIMA) model for time series analysis was designed in this study. Eighty-four-month(from January 2009 to December 2015) retrospective data obtained from the Chinese Information System for Disease Prevention and Control were subjected to ARIMA modeling. The coefficient of determination(R^2), normalized Bayesian Information Criterion(BIC) and Q-test P value were used to evaluate the goodness-of-fit of constructed models. Subsequently, the best-fitted ARIMA model was applied to predict the expected incidence of HFMD from January 2016 to December 2016. The best-fitted seasonal ARIMA model was identified as(1,0,1)(0,1,1)12, with the largest coefficient of determination(R^2=0.743) and lowest normalized BIC(BIC=3.645) value. The residuals of the model also showed non-significant autocorrelations(P_(Box-Ljung(Q))=0.299). The predictions by the optimum ARIMA model adequately captured the pattern in the data and exhibited two peaks of activity over the forecast interval, including a major peak during April to June, and again a light peak for September to November. The ARIMA model proposed in this study can forecast HFMD incidence trend effectively, which could provide useful support for future HFMD prevention and control in the study area. Besides, further observations should be added continually into the modeling data set, and parameters of the models should be adjusted accordingly. 展开更多
关键词 hand-foot-mouth disease forecast surveillance modeling auto-regressive integrated moving average(ARIMA)
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Optimal zero-crossing group selection method of the absolute gravimeter based on improved auto-regressive moving average model
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作者 牟宗磊 韩笑 胡若 《Chinese Physics B》 SCIE EI CAS CSCD 2023年第11期347-354,共8页
An absolute gravimeter is a precision instrument for measuring gravitational acceleration, which plays an important role in earthquake monitoring, crustal deformation, national defense construction, etc. The frequency... An absolute gravimeter is a precision instrument for measuring gravitational acceleration, which plays an important role in earthquake monitoring, crustal deformation, national defense construction, etc. The frequency of laser interference fringes of an absolute gravimeter gradually increases with the fall time. Data are sparse in the early stage and dense in the late stage. The fitting accuracy of gravitational acceleration will be affected by least-squares fitting according to the fixed number of zero-crossing groups. In response to this problem, a method based on Fourier series fitting is proposed in this paper to calculate the zero-crossing point. The whole falling process is divided into five frequency bands using the Hilbert transformation. The multiplicative auto-regressive moving average model is then trained according to the number of optimal zero-crossing groups obtained by the honey badger algorithm. Through this model, the number of optimal zero-crossing groups determined in each segment is predicted by the least-squares fitting. The mean value of gravitational acceleration in each segment is then obtained. The method can improve the accuracy of gravitational measurement by more than 25% compared to the fixed zero-crossing groups method. It provides a new way to improve the measuring accuracy of an absolute gravimeter. 展开更多
关键词 absolute gravimeter laser interference fringe Fourier series fitting honey badger algorithm mul-tiplicative auto-regressive moving average(MARMA)model
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基于偏差消除最小二乘估计和Durbin方法的两阶段ARMAX参数辨识 被引量:8
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作者 辛斌 白永强 陈杰 《自动化学报》 EI CSCD 北大核心 2012年第3期491-496,共6页
针对带有外生变量的自回归移动平均模型(Autoregressive moving average with exogenous variable,ARMAX)的参数辨识问题提出一种两阶段辨识方法.首先通过偏差消除最小二乘方法辨识带有外生变量的自回归部分(Autoregressive part with e... 针对带有外生变量的自回归移动平均模型(Autoregressive moving average with exogenous variable,ARMAX)的参数辨识问题提出一种两阶段辨识方法.首先通过偏差消除最小二乘方法辨识带有外生变量的自回归部分(Autoregressive part with exogenous variable,ARX),然后采用Durbin方法将移动平均部分(Moving average,MA)的参数辨识问题转换成一个长自回归模型(Long autoregressive,LAR)的参数辨识问题,并利用MA与等价LAR的参数对应关系直接得到MA参数,最后利用辨识出的MA参数计算出噪声方差.与扩展最小二乘法的数值仿真比较验证了这种两阶段辨识方法的有效性. 展开更多
关键词 自回归移动平均模型 参数辨识 Durbin方法 偏差消除最小二乘法
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基于ARMAX模型的集中供热系统负荷预测研究 被引量:7
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作者 魏延宝 林红权 +1 位作者 马增良 王学雷 《自动化与仪表》 北大核心 2014年第7期1-4,21,共5页
基于时间序列分析原理,采用最小二乘参数估计方法,通过引入室外温度作为回归项,得到了集中供热系统负荷预测的ARMAX模型并应用于对实际供水温度的预测。通过预测值和实际值的对比,其结果证明了该模型和方法的有效性。
关键词 扩展自回归滑动平衡模型 集中供热 负荷预测 最小二乘法 时间序列
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基于数据驱动多输出ARMAX建模的高炉十字测温中心温度在线估计 被引量:18
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作者 周平 刘记平 《自动化学报》 EI CSCD 北大核心 2018年第3期552-561,共10页
高炉(Blast furnace,BF)炼铁中,十字测温作为炉顶温度和煤气流分布监测的最主要手段,对高炉的安全、稳定和高效运行起着重要作用.然而,由于高炉炉顶中心部位温度较高,造成十字测温装置中心位置传感器极易损坏,并且更换周期长,因而无法... 高炉(Blast furnace,BF)炼铁中,十字测温作为炉顶温度和煤气流分布监测的最主要手段,对高炉的安全、稳定和高效运行起着重要作用.然而,由于高炉炉顶中心部位温度较高,造成十字测温装置中心位置传感器极易损坏,并且更换周期长,因而无法及时判断炉顶煤气流分布.针对这一实际工程问题,本文基于时间序列建模思想,集成采用多输出自回归移动平均(Multi-output autoregressive moving average,M-ARMAX)建模、因子分析、Pearson相关分析、基于赤池信息准则(Akaike information criterion,AIC)与模型拟合优度联合定阶等混合技术,提出一种模型结构简单、精度较高且易于工程实现的十字测温中心温度在线估计方法.首先,提出利用因子分析与Pearson相关分析相结合的稳健特征选择方法选取多输出建模输入变量.然后,采用样本均值消去法预处理采集的高炉样本数据,使其成为离散随机数.基于离散随机数,建立算法简单、易于工程实现的M-ARMAX温度模型:为了克服传统基于AIC阶数确定造成模型阶次高、结构复杂的问题,提出在AIC准则基础上进一步引入模型拟合优度来选取模型最小阶,可保证模型估计精度的同时降低模型阶次;同时,采用可快速收敛的递推最小二乘算法辨识M-ARMAX模型参数,并用残差分析方法检验模型.工业试验和比较分析表明:建立的M-ARMAX模型能够根据实时数据同时对十字测温装置多个中心温度点进行准确和稳定估计,且模型估计误差符合高斯白噪声特性. 展开更多
关键词 关键词 高炉炼铁 十字测温 多输出自回归移动平均建模 温度估计 赤池信息准则 拟合优度 Pearson相关分析
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ARMA-GM combined forewarning model for the quality control
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作者 WangXingyuan YangXu 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2005年第1期224-227,共4页
Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality cata... Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality catastrophes. Then a combined forewarning system for the quality of products is established, which contains three models, judgment rules and forewarning state illustration. Finally with an example of the practical production, this modeling system is proved fairly effective. 展开更多
关键词 auto-regressive moving average model (ARMA) grey system model (GM) combined forewarning model quality control.
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现代温室温度系统在线建模 被引量:5
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作者 李晋 秦琳琳 +2 位作者 吴刚 苑媛 吕旭涛 《信息与控制》 CSCD 北大核心 2008年第4期500-508,共9页
在分析温室温度系统机理模型的基础上,分别采用ARMAX模型和ARIMAX模型描述温度系统.选择温室外温度、相对湿度、太阳辐射强度和风速作为系统扰动输入变量,选择温室内温度作为系统输出变量.采用统计假设检验和模型拟合度分析相结合的方... 在分析温室温度系统机理模型的基础上,分别采用ARMAX模型和ARIMAX模型描述温度系统.选择温室外温度、相对湿度、太阳辐射强度和风速作为系统扰动输入变量,选择温室内温度作为系统输出变量.采用统计假设检验和模型拟合度分析相结合的方法确定模型结构,采用渐消记忆递推增广最小二乘法在线辨识模型参数,并构造智能监督级监控在线建模过程.最后对4输入或3输入(忽略风速)的ARMAX模型或ARIMAX模型相互组合,总计4种模型的在线建模及仿真结果进行了对比分析.仿真试验结果表明,带智能监督级的渐消记忆递推增广最小二乘在线建模能够较好地描述现代温室温度系统的动力学特性. 展开更多
关键词 温室 小气候 在线建模 系统辨识 armax ARIMAX 智能监督级
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基于TIGGE资料的地面气温延伸期多模式集成预报 被引量:36
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作者 崔慧慧 智协飞 《大气科学学报》 CSCD 北大核心 2013年第2期165-173,共9页
基于TIGGE资料中心提供的CMC、ECMWF、UKMO及NCEP四个集合预报中心2008年7月1日—9月30日北半球中纬度地区地面气温10~15d延伸期集合预报产品,首先采用Talagrand分布及离散度—误差关系评估了单个预报系统的预报性能,然后分别利用多模... 基于TIGGE资料中心提供的CMC、ECMWF、UKMO及NCEP四个集合预报中心2008年7月1日—9月30日北半球中纬度地区地面气温10~15d延伸期集合预报产品,首先采用Talagrand分布及离散度—误差关系评估了单个预报系统的预报性能,然后分别利用多模式集成平均(Ensemble Mean,EMN)、消除偏差集成平均(Bias-Removed Ensemble Mean,BREM)及多模式超级集合(Multi-model Superensemble,SUP)对地面气温进行多模式集成预报试验。由于逐日的延伸期预报准确率相对较低,因此人们更关注延伸期预报对天气过程的预报准确率。对各个集合预报系统的逐日预报资料以及逐日"观测"资料做滑动平均,并对处理后的资料进行多模式集成,最后对超级集合预报的训练期长度进行调试,以获得最佳训练期长度。结果表明,四个集合预报系统的离散度相对于均方根误差都偏小,ECMWF预报效果最好,NCEP次之,UKMO预报效果最差。EMN、BREM及SUP三种多模式集成方法的预报效果均优于单个系统且SUP对预报效果的改善最明显。滑动平均后,预报误差进一步降低,且滑动步长越长,误差越小。对于SUP的训练期,逐日预报和3d滑动平均10~12d预报最佳训练期长度为75d;13~15d预报最佳训练期长度为35d;5d及7d滑动平均其训练期长度在各个时效均以35d为宜。 展开更多
关键词 延伸期 多模式集成 滑动平均 训练期
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一种光纤陀螺随机噪声时间序列建模与实时滤波方法 被引量:3
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作者 胡俊伟 刘明雍 张加全 《鱼雷技术》 2011年第1期31-34,共4页
为了减小光纤陀螺(FOG)的随机噪声,利用时间序列分析法对FOG的随机噪声进行了分析与建模,并在建立的自回归滑动平均(ARMA(2,1))模型基础上,采用一种将改进递推增广最小二乘(RELS)算法和Sage-Husa自适应卡尔曼滤波算法相结合的方法,对采... 为了减小光纤陀螺(FOG)的随机噪声,利用时间序列分析法对FOG的随机噪声进行了分析与建模,并在建立的自回归滑动平均(ARMA(2,1))模型基础上,采用一种将改进递推增广最小二乘(RELS)算法和Sage-Husa自适应卡尔曼滤波算法相结合的方法,对采集的FOG静态输出随机噪声进行实时补偿,同时与标准kalman滤波算法进行仿真对比。仿真结果表明,该方法具有更好的补偿效果,可更有效地抑制FOG随机噪声。 展开更多
关键词 光纤陀螺(FOG) 自回归滑动平均(ARMA)模型 递推增广最小二乘法(RELS) Sage-Husa自适应卡尔曼滤波
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山东省中医类医院卫生人力资源需求预测 被引量:8
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作者 楚美金 徐文 马漫遥 《中国卫生资源》 CSCD 北大核心 2023年第4期404-409,416,共7页
目的了解山东省中医类医院卫生人力资源的现状,预测卫生人力资源未来的需求量并提出合理建议,以期为相关部门制定中医药人力资源规划提供依据和数据支持。方法运用差分自回归移动平均(auto-regressive moving average,ARIMA)模型、灰色... 目的了解山东省中医类医院卫生人力资源的现状,预测卫生人力资源未来的需求量并提出合理建议,以期为相关部门制定中医药人力资源规划提供依据和数据支持。方法运用差分自回归移动平均(auto-regressive moving average,ARIMA)模型、灰色系统预测模型(grey system forecasting model,GM)中的GM(1,1)模型以及两者的线性组合模型预测2021—2025年山东省中医类医院卫生人力资源需求量,比较不同模型预测的精准度。结果组合模型的系统误差小,预测效果最好;卫生技术人员、执业(助理)医师、中医类别执业(助理)医师、注册护士、药师(士)及中药师(士)2025年对应的人力资源预测值分别是107457人、43304人、22807人、51372人、5718人、3242人。结论山东省中医类别执业(助理)医师数量储备充足,但中药师(士)相对短缺,人才结构不合理,医护比有待优化。建议政府适当地增加中药师(士)的编制,促进执业(助理)医师与中药师(士)平衡发展;增加对中医类医院的财政拨款,加强人才引进力度,创新人才培养机制,优化山东省中医药人才结构;制定科学合理的排班制度,提高护士的社会地位,进一步优化医护比。 展开更多
关键词 差分自回归移动平均模型auto-regressive moving average model ARIMA model GM(1 1)模型GM(1 1)model 组合模型combined model 中医药人力资源Chinese medicine human resources
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基于微惯导随机误差时间序列建模的改进组合导航方法 被引量:3
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作者 王鼎杰 吕汉峰 吴杰 《国防科技大学学报》 EI CAS CSCD 北大核心 2016年第6期64-69,共6页
针对低精度、低成本微机电惯性测量单元随机误差建模效果不理想会极大影响组合导航性能的难题,采用时间序列分析方法建立了微机电惯性测量单元随机误差的自回归滑动平均模型,通过对卡尔曼滤波器的状态变量进行增广,建立系统动力学方程... 针对低精度、低成本微机电惯性测量单元随机误差建模效果不理想会极大影响组合导航性能的难题,采用时间序列分析方法建立了微机电惯性测量单元随机误差的自回归滑动平均模型,通过对卡尔曼滤波器的状态变量进行增广,建立系统动力学方程和观测方程,实现对零偏误差的在线估计。实测数据分析验证了该随机误差建模的有效性。实测数据处理结果表明,该方法能够显著提高低成本微惯性解算外推精度,增强微惯性/卫星组合导航可靠性。 展开更多
关键词 微机电系统 惯性测量单元 随机建模 自回归滑动平均 扩展卡尔曼滤波
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A data-driven method to predict future bottlenecks in a remanufacturing system with multi-variant uncertainties 被引量:2
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作者 XUE Zheng LI Tao +2 位作者 PENG Shi-tong ZHANG Chao-yong ZHANG Hong-chao 《Journal of Central South University》 SCIE EI CAS CSCD 2022年第1期129-145,共17页
The remanufacturing system is remolding the manufacturing industry by bringing scrapped products back to such a condition that reintegrated performance is just as good as new.The remanufacturing environment is feature... The remanufacturing system is remolding the manufacturing industry by bringing scrapped products back to such a condition that reintegrated performance is just as good as new.The remanufacturing environment is featured by a far deeper level of uncertainty than new manufacturing,such as probabilistic routing files,and highly variable processing time.The stochastic disturbances result in the production bottlenecks,which constrain the productivity of the job shop.The uncertainties in the remanufacturing process cause the bottlenecks to shift when the workshop is processing.Considering this outstanding problem,many researchers try to optimize the production process to mitigate dynamic bottlenecks toward a balanced state.This paper proposes a data-driven method to predict bottlenecks in the remanufacturing system with multi-variant uncertainties.Firstly,discrete event simulation technology is applied to establish a simulation model of the remanufacturing production line and calculate the bottleneck index to identify bottlenecks.Secondly,a data-driven method,auto-regressive moving average(ARMA)model is employed to predict the bottlenecks in the system based on real-time data captured by the Arena software.Finally,the proposed prediction method is verified on real data from the automobile engine remanufacturing production line. 展开更多
关键词 bottleneck identification dynamic bottleneck remanufacturing system auto-regressive moving average model
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Dam deformation analysis based on BPNN merging models 被引量:1
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作者 Jingui Zou Kien-Trinh Thi Bui +1 位作者 Yangxuan Xiao Chinh Van Doan 《Geo-Spatial Information Science》 SCIE CSCD 2018年第2期149-157,共9页
Hydropower has made a significant contribution to the economic development of Vietnam,thus it is important to monitor the safety of hydropower dams for the good of the country and the people.In this paper,dam horizont... Hydropower has made a significant contribution to the economic development of Vietnam,thus it is important to monitor the safety of hydropower dams for the good of the country and the people.In this paper,dam horizontal displacement is analyzed and then forecasted using three methods:the multi-regression model,the seasonal integrated auto-regressive moving average(SARIMA)model and the back-propagation neural network(BPNN)merging models.The monitoring data of the Hoa Binh Dam in Vietnam,including horizontal displacement,time,reservoir water level,and air temperature,are used for the experiments.The results indicate that all of these three methods can approximately describe the trend of dam deformation despite their different forecast accuracies.Hence,their short-term forecasts can provide valuable references for the dam safety. 展开更多
关键词 Dam deformation analysis multi-regression model Back-propagation Neural Network(BPNN) Seasonal Integrated auto-regressive moving average(SARIMA)model merging model
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基于ARIMA-NARNN组合模型的血吸虫感染率预测研究 被引量:8
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作者 王克伟 吴郁 +1 位作者 李金平 蒋玉宇 《中国血吸虫病防治杂志》 CAS CSCD 北大核心 2016年第6期630-634,共5页
目的探讨ARIMA-NARNN组合模型预测血吸虫感染率的有效性。方法利用2005年1月至2015年2月江苏省血吸虫感染率资料分别建立ARIMA模型、NARNN模型和ARIMA-NARNN组合模型,比较各模型的拟合和预测效果。结果相比较ARIMA模型和NARNN模型,ARIMA... 目的探讨ARIMA-NARNN组合模型预测血吸虫感染率的有效性。方法利用2005年1月至2015年2月江苏省血吸虫感染率资料分别建立ARIMA模型、NARNN模型和ARIMA-NARNN组合模型,比较各模型的拟合和预测效果。结果相比较ARIMA模型和NARNN模型,ARIMA-NARNN组合模型预测样本的MSE、MAE和MAPE均最小,分别为0.011 1、0.090 0和0.282 4。结论 ARIMA-NARNN组合模型能有效模拟和预测血吸虫感染率,具有较好的推广应用价值。 展开更多
关键词 自回归滑动平均模型 非线性自回归神经网络 时间序列 血吸虫病 预测 AUTOREGRESSIVE integrated moving average model (ARIMA) Nonlinear auto-regressive neural network (NARNN)
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一种容腔效应标定技术及其在高频响动态探针中的应用 被引量:15
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作者 李继超 王偲臣 +2 位作者 林峰 聂超群 Shoen M P 《航空动力学报》 EI CAS CSCD 北大核心 2011年第12期2749-2756,共8页
介绍一种容腔效应标定方法,以理论模型推导与实验验证相结合的方式,完成了对高频响动态探针的动态标定,并通过ARMAX(自动回归滑动平均)模型辨识得到了容腔的传递函数.结果表明该方法简单可行,能够很好地通过探针的动态响应信号来确定探... 介绍一种容腔效应标定方法,以理论模型推导与实验验证相结合的方式,完成了对高频响动态探针的动态标定,并通过ARMAX(自动回归滑动平均)模型辨识得到了容腔的传递函数.结果表明该方法简单可行,能够很好地通过探针的动态响应信号来确定探针容腔的传递函数,从而确定测量信号和真实信号之间的关系,对今后考虑容腔效应的动态标定提供了参考. 展开更多
关键词 高频响动态探针 容腔效应 阶跃响应 armax(自动回归滑动平均) 模型辨识
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Identification Method for RLG Random Errors Based on Allan Variance and Equivalent Theorem 被引量:3
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作者 唐江河 付振宪 邓正隆 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2009年第3期273-278,共6页
An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances ... An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances of all component noises inherent in noise sources in terms of their different equations; then the variances are used to estimate the parameters of all component noise models; finally, the original errors are represented by the sum of the non-stationary component noise model and the equivalent m... 展开更多
关键词 Allan variance equivalent theorem NON-STATIONARY auto-regressive and moving average model ring laser gyro
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A Hybrid Time-delay Prediction Method for Networked Control System 被引量:8
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作者 Zhong-Da Tian Xian-Wen Gao Kun Li 《International Journal of Automation and computing》 EI CSCD 2014年第1期19-24,共6页
This paper presents an Ethernet based hybrid method for predicting random time-delay in the networked control system.First,db3 wavelet is used to decompose and reconstruct time-delay sequence,and the approximation com... This paper presents an Ethernet based hybrid method for predicting random time-delay in the networked control system.First,db3 wavelet is used to decompose and reconstruct time-delay sequence,and the approximation component and detail components of time-delay sequences are fgured out.Next,one step prediction of time-delay is obtained through echo state network(ESN)model and auto-regressive integrated moving average model(ARIMA)according to the diferent characteristics of approximate component and detail components.Then,the fnal predictive value of time-delay is obtained by summation.Meanwhile,the parameters of echo state network is optimized by genetic algorithm.The simulation results indicate that higher accuracy can be achieved through this prediction method. 展开更多
关键词 Networked control system wavelet transform auto-regressive integrated moving average model echo state network genetic algorithm time-delay prediction
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