基于小波分析的多周期时间序列异常检测算法

Danbo Chen, Xiaofeng Zhou
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引用次数: 0

摘要

针对水文时间序列数据兼具趋势、跳变、周期特征的确定性与随机性的独特特点,本文提出了小波分析对其主周期和隐含周期进行分析,然后通过滑动窗口法对基于各周期的数据进行预测,以便进一步检验。并用实例数据验证该方法。实验结果表明,基于小波分析的多周期时间序列异常检测算法可以有效地完成水文时间序列数据的异常检测。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Multiple Cycles of Time Series Anomaly Detection Algorithm Based on Wavelet Analysis
In view of the hydrological time series data with both trends, jumping, and the cycle characteristics of the certainty together with randomness of the unique features, this paper comes up with wavelet analysis to analyze the main cycle and hidden cycle, then through the sliding window method to predict data based on each period for further testing. And verify this method with instance data. The experimental results show that multiple cycles of time series anomaly detection algorithm based on wavelet analysis can effectively complete the anomaly detection of hydrological time series data.
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