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一种基于隐含模式发现的时间序列处理算法

向馗 蒋静坪

向馗, 蒋静坪. 一种基于隐含模式发现的时间序列处理算法[J]. 电子与信息学报, 2007, 29(1): 59-62. doi: 10.3724/SP.J.1146.2005.00582
引用本文: 向馗, 蒋静坪. 一种基于隐含模式发现的时间序列处理算法[J]. 电子与信息学报, 2007, 29(1): 59-62. doi: 10.3724/SP.J.1146.2005.00582
Xiang Kui, Jiang Jing-ping. An Algorithm for Time Series Based on Hidden Pattern Discovery[J]. Journal of Electronics & Information Technology, 2007, 29(1): 59-62. doi: 10.3724/SP.J.1146.2005.00582
Citation: Xiang Kui, Jiang Jing-ping. An Algorithm for Time Series Based on Hidden Pattern Discovery[J]. Journal of Electronics & Information Technology, 2007, 29(1): 59-62. doi: 10.3724/SP.J.1146.2005.00582

一种基于隐含模式发现的时间序列处理算法

doi: 10.3724/SP.J.1146.2005.00582

An Algorithm for Time Series Based on Hidden Pattern Discovery

  • 摘要: 机由Santa Fe研究所(SFI)的学者最先提出,它致力于从时间序列中发掘隐含模式,并已成功应用到符号序列中。该文主要研究如何将机应用到一般的时间序列中。分析了现有的符号化方法之后,在动态变换方法的基础上,提出了新的符号化方法,并将其成功应用到文中的实例研究中。改进了因果态分割重建算法,提出了简单的递归算法用来识别循环态并取得了很好的效果。实验发现,噪声污染和过程非平稳是机处理方法中的主要障碍,它们将是我们以后工作的重点。
  • [1] Percival D and Walden A. Wavelet Methods for Time Series Analysis. London: Cambridge University Press, 2000: 56-254. [2] Huang N. The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. Proc.R.Soc.Lond., 1998, A(454): 903-995. [3] Shalizi C, Shalizi K, and Crutchfield J. An algorithm for pattern discovery in time series. SFI Working Paper, 2002: 02-10-060. [4] Tang X and Tracy E. Symbol sequence statistics in noisy chaotic signal reconstruction[J].Physical Review E.1995, 51(5):3871-3889 [5] Kurths J, Schwarz U, and Witt A, et al.. Measures of complexity in signal analysis. In: chaotic, fractal, and nonlinear signal processing. AIP Conference Proceedings, Woodbury, New York, 1996: 33-54. [6] Zaliapin I, Gabrielov A, and Borok V. Multiscale trend analysis[J].Fractals.2004, 12(3):275-292 [7] Palmer A, Fairall C, and Brewer W. Complexity in the atmosphere[J].IEEE Trans. on Geoscience and Remote Sensing.2000, 38(4):2056-2063 [8] Hand D. Pattern detection and discovery. In: Hand D, Adams N, Bolton R Eds. Pattern Detection and Discovery, ESF Exploratory Workshop, London, UK, September 16-19, 2002, Berlin Heidelberg: Springer-Verlag, 2002: 1-12. [9] Shalizi C and Crutchfield J. Computational mechanics: pattern and prediction, structure and simplicity[J].Journal of Statistical Physics.2001, 104(3):817-879 [10] Upper D. Theory and algorithms for Hidden Markov models and generalized Hidden Markov models. [PhD thesis], University of California, Berkeley, 1997. [11] Clarke R, Freeman M, and Watkins N. Application of computational mechanics to the analysis of natural data: an example in geomagnetism[J].Physical Review E.2003, 67:016203- [12] Crutchfield J. The calculi of emergence: Computation, dynamics and induction[J].Physica D.1994, 75:11-54 [13] Palmer A, Schneider T, and Benjamin A. Inference versus imprint in climate modeling[J].Advances in Complex Systems.2002, 5(1):73-89
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  • 被引次数: 0
出版历程
  • 收稿日期:  2005-05-23
  • 修回日期:  2005-09-26
  • 刊出日期:  2007-01-19

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