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Long-term Trend in Non-stationary Time Series with Nonlinear Analysis Techniques
Deng LH(邓林华)1,2,3,4
会议录名称2013 6TH INTERNATIONAL CONGRESS ON IMAGE AND SIGNAL PROCESSING (CISP), VOLS 1-3
2013
页码1160-1163
DOI10.1109/CISP.2013.6745231
会议录编者/会议主办者Yuan, Z; Wang, L; Xu, W; Yu, K
产权排序第1完成单位
收录类别EI ; CPCI
会议名称6th International Congress on Image and Signal Processing (CISP)
会议日期2013-12-16
会议地点Hangzhou, PEOPLES R CHINA
会议赞助商IEEE; Hangzhou Normal Univ; EMB
关键词Information Processing Time Series Analysis Empirical Mode Decomposition Nonlinear Analysis Techniques
摘要

Understanding, modeling, and forecasting the evolution of complex dynamic system is an important but hard task in many natural phenomena. In the present paper, three advanced analysis approaches, including the rescaled range analysis, empirical mode decomposition and cross-recurrence plot, have been proposed to analyze the long-term persistence and secular trend of nonlinear and non-stationary time series. The case study uses the chaotic time-series data of solar-activity indicators in the time interval from 1874 May to 2013 March. The analysis results indicate that the combination of these three techniques is an effective tool not only for capturing the long-range persistence of non-stationary processes, but also for determining the secular trend of a complex time-series.

资助项目Open Research Program of Key Laboratory of Solar Activity of Chinese Academy of Sciences[KLSA201301] ; open fund of the Key Laboratory of Modern Astronomy and Astrophysics (Nanjing University), Ministry of Education, China
项目资助者Open Research Program of Key Laboratory of Solar Activity of Chinese Academy of Sciences ; open fund of the Key Laboratory of Modern Astronomy and Astrophysics (Nanjing University), Ministry of Education, China
语种英语
学科领域工程与技术科学基础学科 ; 计算机科学技术
文章类型Proceedings Paper
出版者IEEE
出版地345 E 47TH ST, NEW YORK, NY 10017 USA
ISBN号978-1-4799-2763-0
URL查看原文
归档日期2014-08-13
WOS记录号WOS:000341115000215
WOS研究方向Computer Science ; Engineering
WOS类目Computer Science, Artificial Intelligence ; Engineering, Electrical & Electronic
关键词[WOS]Empirical Mode Decomposition ; Rescaled Range Analysis ; Recurrence Plots ; Hilbert Spectrum ; Sunspot Number ; Dynamics ; Quantification
EI入藏号20141117463738
EI主题词Time Series Analysis
EI分类号657.1solar Energy And Phenomena - 723.2data Processing And Image Processing - 922.2mathematical Statistics
引用统计
被引频次:3[WOS]   [WOS记录]     [WOS相关记录]
文献类型会议论文
条目标识符http://ir.ynao.ac.cn/handle/114a53/4860
专题抚仙湖太阳观测和研究基地
通讯作者Deng LH(邓林华)
作者单位1.Yunnan Observatories, Chinese Academy of Sciences, Kunming 650011, China
2.Key Laboratory of Solar Activity, National Astronomical Observatories, Chinese Academy of Sciences, Beijing 100012, China
3.Key Laboratory of Modern Astronomy and Astrophysics (Nanjing University), Ministry of Education, Nanjing 210093, China
4.University of Chinese Academy of Sciences, Beijing 100049, China
第一作者单位中国科学院云南天文台
通讯作者单位中国科学院云南天文台
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Deng LH. Long-term Trend in Non-stationary Time Series with Nonlinear Analysis Techniques[C]//Yuan, Z; Wang, L; Xu, W; Yu, K. 345 E 47TH ST, NEW YORK, NY 10017 USA:IEEE,2013:1160-1163.
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