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Method and device for extracting time sequence trend

A trend extraction, time series technology, applied in complex mathematical operations, instruments, character and pattern recognition, etc., can solve problems such as inability to meet application conditions

Inactive Publication Date: 2017-09-05
GUANGDONG UNIV OF TECH
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Problems solved by technology

[0005] The purpose of the present invention is to provide a method and device for time series trend extraction, the purpose is to solve the problem that the prior art artificially sets the white noise amplitude and set mean in the CEEMD method based on experience, and cannot meet various application conditions

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  • Method and device for extracting time sequence trend
  • Method and device for extracting time sequence trend
  • Method and device for extracting time sequence trend

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Embodiment Construction

[0063] In order to enable those skilled in the art to better understand the solution of the present invention, the present invention will be further described in detail below in conjunction with the accompanying drawings and specific embodiments. Apparently, the described embodiments are only some of the embodiments of the present invention, but not all of them. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without making creative efforts belong to the protection scope of the present invention.

[0064] See figure 1 , figure 1 A schematic flow chart of a specific implementation of the time series trend extraction method provided by the embodiment of the present invention, the method includes the following steps:

[0065] Step 101: Obtain the time series to be extracted.

[0066] Step 102: Based on the correlation between the adaptive IMF component and the time series to be extracted obtained by deco...

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Abstract

The invention discloses a method and a device for extracting a time sequence trend. A to-be-extracted time sequence is acquired; based on the correlation between an adaptive IMF (Intrinsic Mode Function) component and the to-be-extracted time sequence and RRMSE values of the adaptive IMF component and the to-be-extracted time sequence, the optimum white noise amplitude is calculated; according to the optimum white noise amplitude, the optimum set mean is calculated; based on the optimum white noise amplitude and the optimum set mean, a complementary set empirical mode decomposition method is used for decomposing the to-be-extracted time sequence, an IMF component and residual components are obtained, and the trend sequence for the to-be-extracted time sequence is extracted. According to the to-be-extracted time sequence, the optimum white noise amplitude is calculated adaptively; based on the optimum white noise amplitude, the optimum set mean is calculated; the optimum white noise amplitude and the optimum set mean serve as CEEMD decomposition parameters; and compared with manual setting, the white noise amplitude and the set mean are calculated adaptively, and carious application conditions can be met.

Description

technical field [0001] The invention relates to the field of time series processing, in particular to a method and device for extracting time series trends. Background technique [0002] A time series is a series of observations based on continuous time, which occurs in a wide variety of fields, such as economics, engineering, and marine science. [0003] The time series is mainly a composite of two components, one component is the trend, and the other is the interference component that is not related to the series or has a low degree of correlation. After the time series trend is extracted, the trend can be analyzed to obtain a lot of valuable information, which can be further used for tasks such as time series prediction. [0004] There are many existing trend extraction methods, such as Empirical Mode Decomposition (EMD, Empirical Mode Decomposition) and Complementary Empirical Mode Decomposition (CEEMD, Complementary Empirical Mode Decomposition). The EEMD method can s...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06K9/00G06F17/14
CPCG06F17/14G06F2218/08
Inventor 蔡念谢伟许杰王晗池浩塬
Owner GUANGDONG UNIV OF TECH
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