本文選題：近似周期時(shí)間序列 + 周期識(shí)別及提取�。� 參考：《華東師范大學(xué)》2015年碩士論文

【摘要】：對時(shí)間序列周期性的研究是現(xiàn)下研究的一個(gè)熱點(diǎn).目前生活中的許多事件和現(xiàn)象,它們的歷史數(shù)據(jù)形成的時(shí)間序列存在一定的周期特征,但是有很多周期特征表現(xiàn)出周期長度不相等的現(xiàn)象.基于這方面的考慮,本文主要研究周期長度不固定的時(shí)間序列的周期性,即近似周期時(shí)間序列的周期識(shí)別及提取.本文首先介紹了近似周期時(shí)間序列的概念,對已被提出的基于矩估計(jì)方法提取時(shí)間變換函數(shù)做了簡單的介紹.并在此基礎(chǔ)上,提出了一種新的方法估計(jì)時(shí)間變換函數(shù)——擬合估計(jì)方法.對于擬合估計(jì)方法,擬合數(shù)據(jù)的提取非常重要,因此本文在第三章給出了兩種擬合數(shù)據(jù)的選取方法,并證明了第二種方法選取出的數(shù)據(jù)能夠真實(shí)的反映時(shí)間變換.最后將兩種估計(jì)時(shí)間變換函數(shù)的方法通過實(shí)證分析進(jìn)行比較,說明了基于擬合估計(jì)方法得到的結(jié)果優(yōu)于基于矩估計(jì)方法得到的結(jié)果.本文最后指出一個(gè)現(xiàn)象,不同取樣方式對時(shí)間序列周期識(shí)別是有影響的.指出對于某些取樣方式,得到的時(shí)間序列的周期無法反映其真實(shí)周期.另外,由于時(shí)間序列噪聲的存在,本文給出的擬合數(shù)據(jù)選取方法在某些程度上會(huì)受到影響,還需要不斷改進(jìn).
[Abstract]:The research on the periodicity of time series is a hot topic.At present, many events and phenomena in life, the time series formed by their historical data have some periodic characteristics, but many of the periodic characteristics show the phenomenon that the period length is not equal.Based on these considerations, this paper mainly studies the periodicity of time series with unfixed cycle length, that is, the periodic identification and extraction of approximate periodic time series.In this paper, the concept of approximate periodic time series is introduced, and the time transform function extraction based on moment estimation is briefly introduced.On the basis of this, a new method for estimating time transform function-fitting estimation is proposed.For fitting estimation, the extraction of fitting data is very important, so this paper gives two methods of selecting fitting data in the third chapter, and proves that the data selected by the second method can truly reflect the time transformation.Finally, two methods of estimating time transform function are compared by empirical analysis, and the results based on fitting estimation method are better than those based on moment estimation method.Finally, this paper points out a phenomenon that different sampling methods have influence on time series period identification.It is pointed out that the period of time series can not reflect the true period for some sampling methods.In addition, due to the existence of time series noise, the fitting data selection method presented in this paper will be affected to some extent and needs to be improved.
【學(xué)位授予單位】：華東師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：O211.61

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本文編號(hào)：1744657