| 基于小波分解与重构的时间序列预测法 |
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| 引用本文： | 贺国光, 马寿峰, 李宇. 基于小波分解与重构的时间序列预测法. 自动化学报, 2002, 28(6): 1012-1014. |
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| 作者姓名： | 贺国光 马寿峰 李宇 |
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| 作者单位： | 1.天津大学管理学院,天津 |
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| 基金项目： | 国家自然科学基金 ( 599780 30，70 0 0 10 0 3)资助 |
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| 摘 要： | 一般的时间序列预测方法对非线性非平稳的信号不适用.本文提出了一种基于多分辨小波分解与重构的预测方法.与一般方法相比,这种方法有效地提高了预测的准确度.
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| 关 键 词： | 时间序列 小波分析 交通量短时预测 |
| 收稿时间： | 2000-12-06 |
| 修稿时间： | 2000-12-06 |
A STUDY ON FORECASTING FOR TIME SERIES BASED ON WAVELET ANALYSIS |
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| HE Guo-Guang, MA Shou-Feng, LI Yu. A Study on Forecasting for Time Series Based on Wavelet Analysis. ACTA AUTOMATICA SINICA, 2002, 28(6): 1012-1014. |
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| Authors: | HE Guo-Guang MA Shou-Feng LI Yu |
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| Affiliation: | 1. Management School of Tianjin University,Tianjin |
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| Abstract: | The general forecasting approaches for time series are incapable of forecasting the time series of nonlinear non stationary process. In this paper, an approach based on wavelet decomposition and reconstruction(WDR) is put forward. In comparison with the general forecasting approaches, the forecast accuracy of WDR is improved effectively. |
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| Keywords: | Time series wavelet analysis short term forecasting for traffic volume |
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