| 基于统计分布的小波分析对时间序列孤立点数据的识别与挖掘 |
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| 引用本文： | 王建州 杨勇. 基于统计分布的小波分析对时间序列孤立点数据的识别与挖掘[J]. 西北师范大学学报(自然科学版), 2004, 40(2): 3-6,34 |
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| 作者姓名： | 王建州 杨勇 |
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| 作者单位： | [1]兰州大学数学系，甘肃兰州730000 [2]西北师范大学数学与信息科学学院，甘肃兰州730070 |
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| 基金项目： | 甘肃省自然科学基金资助项目(ZS031-A25-010-G) |
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| 摘 要： | 针对时间序列中孤立点的挖掘．提出了基于统计分布的小波分析时孤立点数据的挖掘．首先对所采集到的数据进行排序得出经验分布函数，并估计出经验分布函数与总体分布函数之间的差异；然后利用再抽样的方法缩小子样分布函数与总体分布函数之间的差值，在允许的差值之下，利用子样分布函数代替母体分布函数；最后用小波分析对孤立点进行识别与挖掘．
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| 关 键 词： | 统计分布 孤立点 数据挖掘 小波分析 |
| 文章编号： | 1001-988X(2004)02-0003-04 |
Identifying and mining of outliers data based on statistical attribute''''s wavelet analysis |
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| WANG Jian-zhou,YANG Yong. Identifying and mining of outliers data based on statistical attribute''''s wavelet analysis[J]. Journal of Northwest Normal University Natural Science (Bimonthly), 2004, 40(2): 3-6,34 |
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| Authors: | WANG Jian-zhou YANG Yong |
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| Affiliation: | WANG Jian-zhou~1,YANG Yong~2 |
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| Abstract: | In the case of time series data,a new technique of identifying and mining outlier data is proposed based on statistical attribute's wavelet analysis.Firstly the experience attribute function is obtained by setting queue data, and estimate the difference between experience attribute function and population attribute function,then use bootstrap method to reduce the dispersion between sample attribute function and population attribute function. At last using sample attribute function to replace population attribute function under some allow able dispersion,the identifying and mining of outliner data are done by wavelet analysis. |
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| Keywords: | statistical attribute outlier date mining wavelet analysis |
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