摘要
提出了基于小波变换的非平稳时间序列分析预测方法 .通过小波分解 ,将原时间序列依尺度分解成不同层次 ,使趋势项、周期项和随机项分离 ,对每一层进行分析与预测 ,最后再合成得到原时间序列的预测值 .
This paper introduced a method of wavelet based analysis and forecasting for non stationary time series. By wavelet decomposing, time series is decomposed into many series accord ing to scale. Trend term, cycle term and stochastic term are separated from original time series in this way. By building model and forecasting for every series and composing the result, we get the forecasting of original time series. The method is feasible through two examples test.
出处
《系统工程学报》
CSCD
2000年第4期305-311,共7页
Journal of Systems Engineering
基金
国家自然科学基金资助项目 !(69872 0 3 0 )
陕西省自然科学基金资助项目 !(98X0 8)
