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基于时间序列的趋势提取方法的研究
刘冰琪1 解 初2 2023/10/31 18:25:44
1，泰山科技学院 山东泰安 271000
2，国网山东省电力公司泰安供电公司 山东泰安 271000
摘 要：时间序列是指对同一统计指标下的数值根据不同的时间发生次序进行排列，进而得到的一组现实的、真实的数列。该数列具有高维度、大规模，结构复杂且易受噪声干扰等特点，这也使得基于原始时间序列数据进行数据趋势特征信息的挖掘存在较大的难度。时间序列的趋势提取方法能够将高维时间序列数据转化为低维的时间序列数据，同时能够保留反映原始时间序列数据特征的重要信息，该方法在时间序列数据挖掘方面具有广泛应用。主要趋势提取的方法有自顶向下趋势提取方法、自底向上趋势提取方法以及滑动窗口趋势提取方法等，本文基于工业系统中闭环控制系统的时间序列数据，对上述三种趋势提取方法进行对比分析，并确定最优趋势提取方法。
关键词：时间序列；趋势提取；闭环控制系统；性能评价
Research on Trend Extraction Method Based on Time Series
LIU Bing-qi1 Xie Chu2
1,Taishan College of Science and Technology Tai’an Shandong 271000
2,State Grid Shandong Electric Power Company Tai’an Power Supply Company Tai’an Shandong 271000
Abstract：Time series refers to a group of realistic and real data series obtained by arranging the values under the same statistical index according to different time sequence. The sequence has the characteristics of high dimension, large scale, complex structure and easy to be disturbed by noise, which also makes it difficult to mine data trend feature information based on original time series data. The trend extraction method of time series can transform high-dimensional time series data into low-dimensional time series data, and retain important information reflecting the characteristics of original time series data. This method has been widely used in time series data mining. The main trend extraction methods include top-down trend extraction method, bottom-up trend extraction method and sliding window trend extraction method. Based on the time series data of the closed-loop control system in the industrial system, this paper compares and analyzes the above three trend extraction methods and determines the optimal trend extraction method.
Key words：time series；trend extraction；closed loop control system；rating of merit
1 时间序列
时间序列是基于某种统计指标按时间先后顺序进行排序进而形成的数列。随着工业自动化水平的发展，基于时间序列的预测及异常检测越来越广泛。通过对时间序列的趋势特征[1]进行提取，挖掘时间序列所反映的发展过程、发展方向，进而预测时间序列未来可能达到的水平，或基于历史数据，分析检测当（未完，下一页）
附件下载：基于时间序列的趋势提取方法的研究
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