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基于小波分解的色噪声预测
引用本文:高飞,张晓辉.基于小波分解的色噪声预测[J].北京理工大学学报,2003,23(3):354-358.
作者姓名:高飞  张晓辉
作者单位:1. 北京理工大学,信息科学技术学院电子工程系,北京,100081
2. 中国科学院,空间科学与技术应用研究中心,北京,100080
摘    要:研究色噪声的预测.将小波分析理论与神经网络建模预测基本原理相结合,提出了基于小波分解的神经网络预测方法.通过对年平均太阳黑子数典型统计模型的预测,验证了该方法的预测效果.将该预测方法用于色噪声的预测研究,通过改变对色噪声的采样速率,分析了色噪声预测的可能性和效果.研究结果表明,色噪声是可以预测的;对其预测的误差随采样率的提高而减小;基于小波分解的神经网络预测方法的预测精度优于线性神经网络预测方法.

关 键 词:色噪声预测  小波分析  时间序列
文章编号:1001-0645(2003)03-0354-05
收稿时间:2002/8/12 0:00:00
修稿时间:2002年8月12日

Colored Noise Prediction Based on Wavelet Decomposition
GAO Fei and ZHANG Xiao hui.Colored Noise Prediction Based on Wavelet Decomposition[J].Journal of Beijing Institute of Technology(Natural Science Edition),2003,23(3):354-358.
Authors:GAO Fei and ZHANG Xiao hui
Institution:Department of Electronic Engineering, School of Information Science and Technology, Beijing Institute of Technology, Beijing100081, China;Center of Space Science and Applied Research, Chinese Academy of Sciences, Beijing100080, China
Abstract:The prediction of colored noise is studied. A method of neural network prediction based on wavelet decomposition is proposed by combining the theory of wavelet analysis with the fundamental principle of neural network modeling and prediction. It has been verified that the prediction effect of the method is sound by predicting average sunspot numbers per year, which is a typical statistical model. Then the method is used in colored noise prediction. The possibility and effect of colored noise prediction is studied through changing the sampling rate for colored noise. The research results show that colored noise can be predicted, the prediction error decreases with the increase in the sampling rate and the precision of prediction of the method of neural network prediction based on wavelet decomposition proved to be better than the precision of prediction of neural network prediction.
Keywords:colored noise predication  wavelet analysis  time series
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