| 基于改进的经验模态分解的时间序列匹配算法 |
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| 引用本文： | 倪志伟,吴昊,刘慧婷.基于改进的经验模态分解的时间序列匹配算法[J].系统仿真学报,2011,23(11):2395-2399. |
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| 作者姓名： | 倪志伟 吴昊 刘慧婷 |
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| 作者单位： | 1. 合肥工业大学计算机网络所,合肥,230009
2. 合肥工业大学计算机网络所,合肥230009／安徽大学计算机科学与技术学院,合肥230039 |
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| 基金项目： | 国家“863”计划资助(2007AA04Z116); 国家自然科学基金(70871033); 安徽高校自然科学研究项目(KJ2007B303ZC) |
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| 摘 要： | 针对经验模态分解（EMD）的不足之处，对原有EMD方法中利用上下包络的乎均值得到平均包络进行了改进，采用三次样条对连续极值点的平均值进行插值获得乎均包络。通过这种方式，增加了近似极值点，在“筛”过程的每次循环中，只需要一次而不是两次祥务插值，缓解了“逆冲”和“欠冲”现象，改进了EMD方法，然后引用改进的EMD方法降低序列的维度，并用K均值算法实现模式匹配．实验结果表明，提出的在对EMD进行改进的基础上实现模式匹配的方法，优于传统的基于小波的模式匹配方法。
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| 关 键 词： | 相似模式匹配 改进的经验模态分解 样条插值 K均值 小波变换 |
Similar Pattern-matching Algorithm of Time Series Based on Improved Empirical Mode Decomposition Method |
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| NI Zhi-wei,WU Hao,LIU Hui-ting.Similar Pattern-matching Algorithm of Time Series Based on Improved Empirical Mode Decomposition Method[J].Journal of System Simulation,2011,23(11):2395-2399. |
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| Authors: | NI Zhi-wei WU Hao LIU Hui-ting |
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| Institution: | NI Zhi-wei1,WU Hao1,LIU Hui-ting1,2(1.Institute of Computer Network System,Hefei University of Technology,Hefei 230009,China,2.School of Computer Science and Technology,Anhui University,Hefei 230039,China) |
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| Abstract: | Overshoot and undershoot problems will occur during the course of obtaining envelopes of time series with spline interpolation.If these problems can not be solved properly,redundant intrinsic mode functions(IMF) will be produced when a time series is decomposed by empirical mode decomposition(EMD),and precision of EMD will become lower.To ameliorate EMD algorithm,an effective method was proposed,which used the means of successive extrema instead of the envelope mean to obtain the mean envelope.In this way,a... |
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| Keywords: | similar pattern matching improved empirical mode decomposition spline interpolation K-means wavelet transform |
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