The Design of the Multi-Scale Data Fusion Algorithm Based on Time Series Analysis

Time series is an indicator at different times on different values, arranged in chronological sequence. The basic idea of the multi-scale analysis by orthogonal transformation, and it is such as wavelet transform signal decomposition analysis on different scales. The timing analysis method is achieved through the model method. The process parameters of the dynamic data time-domain analysis method is a parametric model to fit the observed data, and then use this model to analyze the observational data and produce data system. The paper presents the design of the multi-scale data fusion algorithm based on time series analysis. Finally, the advantages of the new algorithm are elaborated from the estimation accuracy and simulation demonstrated the effectiveness of the new algorithm.