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Time sequence inflection point detection method and device

A technology of time series and detection methods, applied in the field of data analysis, can solve problems such as inability to detect inflection points of time series and ineffective effects

Inactive Publication Date: 2017-04-26
NEUSOFT CORP
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Problems solved by technology

[0003] At present, for the detection of inflection points of time series, the method of fuzzy clustering can be used for cluster analysis of time series, and the boundary points of the clusters are used as the time points when the time series changes, that is, the inflection points of the time series. However, this method is suitable for fuzzy For time series with good clustering effect, this method is not effective for time series with small variance changes, and thus cannot effectively detect the inflection point of time series with small variance changes

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  • Time sequence inflection point detection method and device
  • Time sequence inflection point detection method and device
  • Time sequence inflection point detection method and device

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[0024] Exemplary embodiments of the present disclosure will be described in more detail below with reference to the accompanying drawings. Although exemplary embodiments of the present disclosure are shown in the drawings, it should be understood that the present disclosure may be embodied in various forms and should not be limited by the embodiments set forth herein. Rather, these embodiments are provided for more thorough understanding of the present disclosure and to fully convey the scope of the present disclosure to those skilled in the art.

[0025] An embodiment of the present invention provides a time series inflection point detection method, which can effectively detect inflection points in time series with small variance changes, such as figure 1 As shown, the method includes:

[0026] 101. Obtain the time point data in the time series and perform data fitting.

[0027] In the embodiment of the present invention, after the time point data in the time series are obt...

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Abstract

The invention discloses a time sequence inflection point detection method and device, relates to the technical field of data analysis, and can effectively detect out an inflection point in a time sequence, which has a small variance variation. The method comprises the steps of: acquiring time point data in the time sequence and carrying out data fitting; according to a data fitting result, acquiring a variance corresponding to the time sequence; when detecting that the variance is changed, calculating respectively corresponding loss when each time point in the time sequence is used as an assumed inflection point in the time sequence; and using the assumed inflection point corresponding to the minimum loss as the inflection point in the time sequence. The time sequence inflection point detection method and device disclosed by the invention are suitable for detection of the inflection point in the time sequence.

Description

technical field [0001] The invention relates to the technical field of data analysis, in particular to a time series inflection point detection method and device. Background technique [0002] Time series refers to the sequence formed by arranging the values ​​of a statistical indicator of a certain phenomenon at different times in chronological order. In terms of operation and maintenance management, for the time series of a single indicator, the inflection point (Change Point, CP) can be the time point when the system is abnormal; for the time series of multiple indicators, the inflection point can analyze the critical value of the correlation between data. Therefore, it is of great significance to accurately detect the inflection point in the time series to find out the abnormal point of the system and the key time point of system resource change. [0003] At present, for the detection of inflection points of time series, the method of fuzzy clustering can be used for cl...

Claims

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Application Information

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IPC IPC(8): G06F17/30
CPCG06F16/2477G06F16/2474
Inventor 孙木鑫石子凡
Owner NEUSOFT CORP
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