| 小波变换在时间序列信号长程预测中的应用 |
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| 引用本文： | 刘威,刘飞,刘丹丹,刘雪娇.小波变换在时间序列信号长程预测中的应用[J].黑龙江工程学院学报,2006,20(2):75-78. |
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| 作者姓名： | 刘威 刘飞 刘丹丹 刘雪娇 |
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| 作者单位： | [1]哈尔滨工业大学数学系,黑龙江哈尔滨150001 [2]黑龙江工程学院数学系,黑龙江哈尔滨150050 [3]武汉大学遥感信息工程学院,湖北武汉430079 [4]黑龙江工程学院测绘工程系,黑龙江哈尔滨150050 |
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| 摘 要： | 讨论时间序列信号长程预测的原理和卡尔曼滤波预测模型及其改进模型的应用,及小波变换在时间序列分析长程预测中的应用,通过小波变换将时间序列信号分解,再重构低频信号,从重构后的信号中进行重采样提取时间序列子序列用于信号长程预测的方法.
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| 关 键 词： | 小波变换 时间序列分析 卡尔曼滤波 小波分析 |
| 文章编号： | 1671-4679（2006）01-0075-04 |
| 收稿时间： | 2005-09-29 |
| 修稿时间： | 2005年9月29日 |
Application of wavelet transform in the long distance forecast of time series |
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| LIU Wei,LIU Fei,LIU Dan-dan,LIU Xue-jiao.Application of wavelet transform in the long distance forecast of time series[J].Journal of Heilongjiang Institute of Technology,2006,20(2):75-78. |
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| Authors: | LIU Wei LIU Fei LIU Dan-dan LIU Xue-jiao |
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| Affiliation: | l .Dept. of Mathematics, Harbin Institute of Technology, Harbin 150001 ,China; 2.Dept. of Mathematics ,Heilongiiang Institute of Technology, Harbin 150050, China; 3. School of Remote Sensing and Information Engineering, Wuhan Univercity, Wuhan 430079,China;4.Dept. of Surveying and Maping Engineering, Heilongjiang Institute of Technology, Harbin 150050,China |
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| Abstract: | It piesents the long distance forecast of time series with the model of Kalman filter and its upgrade model. The application of wavelet transform in the long forecast of time series is provided as well. By decomposing the time series signal by wavelet transform, and rebuilding the low frequency signal, the signal resampled to form a child series to forecast. |
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| Keywords: | wavelet transform time series analysis Kalman filter wavelet analysis |
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