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Detrended cross-correlation analysis of electroencephalogram 被引量:5
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作者 Wang Jun Zhao Da-Qing 《Chinese Physics B》 SCIE EI CAS CSCD 2012年第2期577-580,共4页
In the paper we use detrended cross-correlation analysis (DCCA) to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads o... In the paper we use detrended cross-correlation analysis (DCCA) to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads of a healthy young subject is larger than that of a healthy old subject. It was shown that the cross-correlation relationship decreases with the aging process and the phenomenon can help to diagnose whether the subject's brain function is healthy or not. 展开更多
关键词 detrended cross-correlation analysis ELECTROENCEPHALOGRAM brain function aging process
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Relationships of exponents in multifractal detrended fluctuation analysis and conventional multifractal analysis 被引量:2
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作者 周煜 梁怡 喻祖国 《Chinese Physics B》 SCIE EI CAS CSCD 2011年第9期98-106,共9页
Multifractal detrended fluctuation analysis (MF-DFA) is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis (DFA), which was developed for detecting the long-range ... Multifractal detrended fluctuation analysis (MF-DFA) is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis (DFA), which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression r(q) = qh(q) - 1 stipulating the relationship between the multifractal exponent T(q) and the generalized Hurst exponent h(q). As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as .t-(q) = qh(q) - qH - 1, where H is the nonconservation parameter in the universal multifractal formalism. The singular spectra, a and f(a), are also derived according to this new relationship. 展开更多
关键词 fractals Hurst exponent multifractal detrended fluctuation analysis time series analysis
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A Multifractal Detrended Fluctuation Analysis of the Ising Financial Markets Model with Small World Topology 被引量:1
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作者 张昂辉 李晓温 +1 位作者 苏桂锋 张一 《Chinese Physics Letters》 SCIE CAS CSCD 2015年第9期13-16,共4页
We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the M... We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series. 展开更多
关键词 A multifractal detrended Fluctuation analysis of the Ising Financial Markets Model with Small World Topology
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Multifractal Detrended Fluctuation Analysis of Interevent Time Series in a Modified OFC Model
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作者 林敏 颜双喜 +1 位作者 赵钢 王刚 《Communications in Theoretical Physics》 SCIE CAS CSCD 2013年第1期1-6,共6页
We use multifractal detrended fluctuation analysis (MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen (OFC) earthquake model on assortative... We use multifractal detrended fluctuation analysis (MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen (OFC) earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifraetal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation. 展开更多
关键词 multifractal detrended fluctuation analysis AVALANCHE CORRELATIONS
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Temporal-spatial cross-correlation analysis of non-stationary near-surface wind speed time series 被引量:3
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作者 ZENG Ming LI Jing-hai +1 位作者 MENG Qing-hao ZHANG Xiao-nei 《Journal of Central South University》 SCIE EI CAS CSCD 2017年第3期692-698,共7页
Temporal-spatial cross-correlation analysis of non-stationary wind speed time series plays a crucial role in wind field reconstruction as well as in wind pattern recognition.Firstly,the near-surface wind speed time se... Temporal-spatial cross-correlation analysis of non-stationary wind speed time series plays a crucial role in wind field reconstruction as well as in wind pattern recognition.Firstly,the near-surface wind speed time series recorded at different locations are studied using the detrended fluctuation analysis(DFA),and the corresponding scaling exponents are larger than 1.This indicates that all these wind speed time series have non-stationary characteristics.Secondly,concerning this special feature( i.e.,non-stationarity)of wind signals,a cross-correlation analysis method,namely detrended cross-correlation analysis(DCCA) coefficient,is employed to evaluate the temporal-spatial cross-correlations between non-stationary time series of different anemometer pairs.Finally,experiments on ten wind speed data synchronously collected by the ten anemometers with equidistant arrangement illustrate that the method of DCCA cross-correlation coefficient can accurately analyze full-scale temporal-spatial cross-correlation between non-stationary time series and also can easily identify the seasonal component,while three traditional cross-correlation techniques(i.e.,Pearson coefficient,cross-correlation function,and DCCA method) cannot give us these information directly. 展开更多
关键词 temporal-spatial cross-correlation near-surface wind speed time series detrended cross-correlation analysis (DCCA) cross-correlation coefficient Pearson coefficient cross-correlation function
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Cross-correlation analysis of crude oil and new energy markets: A new perspective based on carbon emission market 被引量:1
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作者 FENG You-shuai LING Mei-jun 《Ecological Economy》 2019年第1期2-18,共17页
Taking the return series of the EU carbon allowance price, WTI crude oil price, the European renewable energy index and Shenzhen carbon emission price, Daqing crude oil price, the China securities new energy index as ... Taking the return series of the EU carbon allowance price, WTI crude oil price, the European renewable energy index and Shenzhen carbon emission price, Daqing crude oil price, the China securities new energy index as sample data, the multifractal detrend cross-correlation analysis method(MF-DCCA)is used to research the dynamic cross-correlation relationships among the carbon emission market, crude oil market and the new energy market in Europe and China and the source of the multifractality. The empirical analysis shows that the cross-correlations among the carbon emission market, crude oil market and new energy market in Europe and China have all significant multifractal characteristics. Moreover, the multifractal strength of cross-correlation between the carbon emission market and crude oil market is less than that between the carbon emission market and new energy market in Europe. The Chinese market is the opposite. In addition, the multifractal strength of cross-correlation between the crude oil market and new energy market in Europe is more than that between the crude oil market and new energy market in China. It is also found that the long-range correlation of the sequences themselves and the fat-tailed distribution in fluctuations are the common causes of the multifractality, and the fat-tailed in fluctuations distribution contributes more to the multifractals of the series. 展开更多
关键词 carbon emission market crude oil market new energy market cross-correlation multifractal statistical analysis
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Wave height statistical characteristic analysis 被引量:5
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作者 LIU Guilin CHEN Baiyu +3 位作者 WANG Liping ZHANG Shuaifang ZHANG Kuangyuan LEI Xi 《Journal of Oceanology and Limnology》 SCIE CAS CSCD 2019年第2期448-460,共13页
When exploring the temporal and spatial change law of ocean environment, the most common method used is using smaller-scale observed data to derive the change law for a larger-scale system. For instance, using 30-year... When exploring the temporal and spatial change law of ocean environment, the most common method used is using smaller-scale observed data to derive the change law for a larger-scale system. For instance, using 30-year observation data to derive 100-year return period design wave height. Therefore, the study of inherent self-similarity in ocean hydrological elements becomes increasingly important to the study of multi-year return period design wave height derivation. In this paper, we introduced multifractal to analyze the statistical characteristics of wave height series data observed from oceanic hydrological station. An improvement is made to address the existing problems of the multifractal detrended fluctuation analysis (MF-DFA) method, where trend function showed a discontinuity between intervals. The improved MFDFA method is based on signal mode decomposition, replacing piecewise polynomial fitting used in the original method. We applied the proposed method to the wave height data collected at Chaolian Island, Shandong, China, from 1963 to 1989 and was able to conclude the wave height sequence presented weak multi-fractality. This result provided strong support to the past research on the derivation of multi-year return period design wave height with observed data. Moreover, the new method proposed in this paper also provides a new perspective to explore the intrinsic characteristic of data. 展开更多
关键词 wave HEIGHT PARTITION function multifractal SPECTRUM multifractal detrended FLUCTUATION analysis (MF-DFA) signal mode decomposition
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Morphology and multifractal features of a guyot in specific topographic vicinity in the Caroline Ridge,West Pacific 被引量:5
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作者 Yu GAN Xiaochuan MA +1 位作者 Zhendong LUAN Jun YAN 《Journal of Oceanology and Limnology》 SCIE CAS CSCD 2021年第5期1591-1604,共14页
Massive seamounts have been surveyed and documented in the last decades.However,the morphologies of seamounts are usually described in qualitative manners,yet few quantitative detections have been carried out.Here,bas... Massive seamounts have been surveyed and documented in the last decades.However,the morphologies of seamounts are usually described in qualitative manners,yet few quantitative detections have been carried out.Here,based on the high-re solution multi-beam bathymetric data,we report a recentlysurveyed guy ot on the Caroline Ridge in the West Pacific,and the large-scale volcanic structures and smallscale erosive-depositional landforms in the guyot area have been identified.The multifractal features of the guyot are characterized for the first time by applying multifractal detrended fluctuation analysis on the surveyed bathymetric data.The results indicate that the multifractal spectrum parameters of the seafloor have strong spatial dependency on the fluctuations of local landforms.Both small-and large-scale components contribute to the degree of asymmetry of the multifractal spectrum(B),while the fluctuations of B are mostly attributed to the changes in small-scale roughness.The maximum singularity strength(α0)correlates well with the roughness of large-scale landforms and likely reflects the large-scale topographic irregularity.Comparing to traditional roughness parameters or monofractal exponents,multifractal spectra are able to depict not only the multiscale characteristics of submarine landforms,but also the spatial variations of scaling behaviors.Although more comparative works are required for various seamounts,we hope this study,as a case of quantifying geomorphological characters and multiscale behaviors of seamounts,can encourage further studies on seamounts concerning geomorphological processes,ocean bottom circulations,and seamount ecosystems. 展开更多
关键词 guyot MORPHOLOGY multifractal detrended fluctuation analysis(MFDFA) Caroline Ridge West Pacific Ocean
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Correlation analysis between the Aral Sea shrinkage and the Amu Darya River 被引量:1
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作者 WANG Min CHEN Xi +6 位作者 CAO Liangzhong KURBAN Alishir SHI Haiyang WU Nannan EZIZ Anwar YUAN Xiuliang Philippe DE MAEYER 《Journal of Arid Land》 SCIE CSCD 2023年第7期757-778,共22页
The shrinkage of the Aral Sea,which is closely related to the Amu Darya River,strongly affects the sustainability of the local natural ecosystem,agricultural production,and human well-being.In this study,we used the B... The shrinkage of the Aral Sea,which is closely related to the Amu Darya River,strongly affects the sustainability of the local natural ecosystem,agricultural production,and human well-being.In this study,we used the Bayesian Estimator of Abrupt change,Seasonal change,and Trend(BEAST)model to detect the historical change points in the variation of the Aral Sea and the Amu Darya River and analyse the causes of the Aral Sea shrinkage during the 1950–2016 period.Further,we applied multifractal detrend cross-correlation analysis(MF-DCCA)and quantitative analysis to investigate the responses of the Aral Sea to the runoff in the Amu Darya River,which is the main source of recharge to the Aral Sea.Our results showed that two significant trend change points in the water volume change of the Aral Sea occurred,in 1961 and 1974.Before 1961,the water volume in the Aral Sea was stable,after which it began to shrink,with a shrinkage rate fluctuating around 15.21 km3/a.After 1974,the water volume of the Aral Sea decreased substantially at a rate of up to 48.97 km3/a,which was the highest value recorded in this study.In addition,although the response of the Aral Sea's water volume to its recharge runoff demonstrated a complex non-linear relationship,the replenishment of the Aral Sea by the runoff in the lower reaches of the Amu Darya River was identified as the dominant factor affecting the Aral Sea shrinkage.Based on the scenario analyses,we concluded that it is possible to slow down the retreat of the Aral Sea and restore its ecosystem by increasing the efficiency of agricultural water use,decreasing agricultural water use in the middle and lower reaches,reducing ineffective evaporation from reservoirs and wetlands,and increasing the water coming from the lower reaches of the Amu Darya River to the 1961–1973 level.These measures would maintain and stabilise the water area and water volume of the Aral Sea in a state of ecological restoration.Therefore,this study focuses on how human consumption of recharge runoff affects the Aral Sea and provides scientific perspective on its ecological conservation and sustainable development. 展开更多
关键词 Aral Sea shrinkage recharge runoff Amu Darya River Syr Darya River multifractal detrend cross-correlation analysis(MF-DCCA) Bayesian Estimator of Abrupt change Seasonal change and Trend(BEAST) Central Asia
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A new protection scheme for PV-wind based DC-ring microgrid by using modified multifractal detrended fluctuation analysis 被引量:4
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作者 Kanche Anjaiah Pradipta Kishore Dash Mrutyunjaya Sahani 《Protection and Control of Modern Power Systems》 2022年第1期100-123,共24页
This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the out... This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the outcomes of the proposed system.Accurate detection is carried out for all faults,(i.e.,cable and arc faults)under two cases of fault resistance and distance variation,with the assistance of primary and secondary detection techniques,i.e.second-order differential current derivatived2I3 dt2and sliding mode window-based Pearson’s correlation coefficient.For fault classification a novel approach using modified multifractal detrended fluctuation analysis(M-MFDFA)is presented.The advantage of this method is its ability to estimate the local trends of any order polynomial function with the help of polynomial and trigonometric functions.It also doesn’t require any signal processing algorithm for decomposition resulting and this results in a reduction of computational burden.The detected fault signals are directly passed through the M-MFDFA classifier for fault type classification.To enhance the performance of the proposed classifier,statistical data is obtained from the M-MFDFA feature vectors,and the obtained data is plotted in 2-D and 3-D scatter plots for better visualization.Accurate fault distance estimation is carried out for all types of faults in the DC ring bus microgrid with the assistance of recursive least squares with a forgetting factor(FF-RLS).To verify the performance and superiority of the proposed classifier,it is compared with existing classifiers in terms of features,classification accuracy(CA),and relative computational time(RCT). 展开更多
关键词 DC ring microgrid Differential current Fault resistance Detection Classification Fault location estimation multifractal detrended fluctuation analysis
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飞行轨迹的分形特征分析:以广州机场进离港轨迹为例
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作者 王飞 秦裔兴 《科学技术与工程》 北大核心 2025年第27期11860-11865,共6页
空中交通系统是复杂非线性系统,具有分形特征。为了更精确把握飞行轨迹在时空上的分布结构,探索分形方法在飞行轨迹挖掘领域的应用前景,首先采集了广州机场2023年10月11日的ADS-B数据,以向北运行的522条轨迹为研究对象;接着采用改进量... 空中交通系统是复杂非线性系统,具有分形特征。为了更精确把握飞行轨迹在时空上的分布结构,探索分形方法在飞行轨迹挖掘领域的应用前景,首先采集了广州机场2023年10月11日的ADS-B数据,以向北运行的522条轨迹为研究对象;接着采用改进量规法计算了轨迹的分形维数;然后采用去趋势互相关分析方法计算了轨迹的多重分形谱,进而分析了轨迹的多重分形特征;最后通过实例分析,研究了分形特征量在异常轨迹识别问题中应用的可行性。算例结果显示,本文算例中,有99.43%的飞行轨迹具有分形特征,93.68%的飞行轨迹具有多重分形特征,识别出3条盘旋等待的飞行轨迹。研究结果进一步验证了空中交通系统的分形特征,也说明分形方法在异常轨迹识别方面具有一定的应用潜力,但该方法的准确性和普适性仍需深入研究。 展开更多
关键词 空中交通管理 飞行轨迹 分形 多重分形 量规法 多重去趋势互相关分析
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基于声发射信号多重分形特征的榉木损伤断裂过程
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作者 赵家龙 李明 +5 位作者 方赛银 张鑫 沈志辉 陈楚敏 杨龙飞 朱代根 《森林工程》 北大核心 2025年第4期788-799,共12页
针对木材损伤断裂过程发出的声发射(acoustic emission,AE)信号,采用多重分形去趋势波动分析方法(multifractal detrended fluctuation analysis,MF-DFA)提取AE信号的特征参数,进而研究木材微观和宏观破坏行为的分形特征。首先,采集榉... 针对木材损伤断裂过程发出的声发射(acoustic emission,AE)信号,采用多重分形去趋势波动分析方法(multifractal detrended fluctuation analysis,MF-DFA)提取AE信号的特征参数,进而研究木材微观和宏观破坏行为的分形特征。首先,采集榉木试件三点弯曲试验过程中产生的AE信号。然后,通过滑动时间窗截取AE信号并将其视为一段时间序列,依据MF-DFA方法计算广义Hurst指数、谱宽Δα、奇异指数α_(max)和α_(min),描述AE信号的长程相关性和时变多重分形特征。最后,依据Δα的变化趋势将整个过程分为弹性、弹塑性和塑性3个阶段。结果表明,断裂过程释放的AE信号具有长程相关性,其波动是一个多重分形过程;并且弹性阶段α_(max)出现数值的大幅减小,意味着破坏初期的多源特性;弹塑性阶段α_(max)在小范围内变化表明试件具有一定的刚度;而塑性阶段α_(min)发生突降的时刻则可以预测宏观断裂行为。 展开更多
关键词 木材 声发射 多重分形 去趋势波动分析
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Impact of atmospheric O_(3)and NO_(2)on the secondary sulfates in real atmosphere
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作者 Kai Shi Xiaoli Mei +1 位作者 Chih-rung Chen Chunqiong Liu 《Journal of Environmental Sciences》 2025年第4期277-287,共11页
As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants ... As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants NO_(2)and O_(3)can promote the oxidation of SO_(2)to form sulfate(SO_(4)^(2−))through multiphase chemistry that occur at different time scales.Due to the combined impact of meteorology,pollution sources,atmospheric chemistry,etc.,time-scale dependence of SO_(2)-SO_(4)^(2−)conversion makes the impact of NO_(2)/O_(3)on it more complex.In this study,based on long-term time series(2013-2020)of air pollution variables from seven stations in Hong Kong,the Multifractal Detrended Cross-Correlation Analysis(MFDCCA)method has been employed to quantify the cross-correlations between SO_(2)and SO_(4)^(2−)in real atmosphere at different time scales,for examining the time-scale dependence of SO_(2)-SO_(4)^(2−)conversion efficiency.Furthermore,the Pearson correlation analysis has been used to study the influence of NO_(2)/O_(3)on SO_(2)-SO_(4)^(2−)conversion,and the regional and seasonal differences have been analyzed by considering factors such as meteorology,pollution sources,and regional transport.Changes in the main components of secondary aerosols are closely linked with the co-control of regional PM_(2.5)and O_(3).Therefore,the exploration of the impact of co-existing NO_(2)/O_(3)gases on the secondary formation of sulfates in real atmosphere is significant. 展开更多
关键词 SULFATE Nitrogen dioxide OZONE multifractal detrended cross-correlation analysis Hong Kong
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MF-DFA在大坝安全监测序列分析和整体性态识别中的应用 被引量:18
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作者 胡江 苏怀智 +1 位作者 马福恒 李子阳 《水利水电科技进展》 CSCD 北大核心 2014年第3期50-55,共6页
为更好地分析监测序列的波动特征进而识别大坝整体性态演变规律,将多重分形消除趋势波动分析(MF-DFA)方法应用到大坝监测序列分析,并以一混凝土坝垂线监测序列为例,通过单个测点、环境量的长程相关性和多重分形特征分析及3个不同坝段测... 为更好地分析监测序列的波动特征进而识别大坝整体性态演变规律,将多重分形消除趋势波动分析(MF-DFA)方法应用到大坝监测序列分析,并以一混凝土坝垂线监测序列为例,通过单个测点、环境量的长程相关性和多重分形特征分析及3个不同坝段测点比较,结果表明:坝体变形序列具有较强的多重分形特征,大波动受温度和库水位的周期性变化影响,小波动则受水位的频繁涨落控制;同时,溢流坝段和挡水坝段又因其环境荷载条件和工作机理不同波动特征略有差异;总体看,变形序列受环境量控制,大坝整体性态正常。实例分析结果表明MF-DFA可以从局部和整体两个层面评价大坝的工作性态及其演变规律。 展开更多
关键词 大坝监测 多重分形 消除趋势波动分析 变形 时间序列
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近60a丹东极端温度和降水事件变化特征 被引量:25
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作者 杜海波 吴正方 +2 位作者 张娜 宗盛伟 孟祥君 《地理科学》 CSCD 北大核心 2013年第4期473-480,共8页
利用丹东1951~2010年逐日温度和降水资料,以多重分形去趋势波动分析法定义极端事件的阈值,分析了该地区极端最高温度、极端最低温度和极端降水的变化特征。结果表明:近60 a丹东极端最低温度事件比极端最高温度和极端降水事件发生次数多... 利用丹东1951~2010年逐日温度和降水资料,以多重分形去趋势波动分析法定义极端事件的阈值,分析了该地区极端最高温度、极端最低温度和极端降水的变化特征。结果表明:近60 a丹东极端最低温度事件比极端最高温度和极端降水事件发生次数多,极端最高温度强度比极端最低温度大,平均超出了1.5℃,而极端降水平均强度为30.3 mm,都在20世纪70年代最小,70年代是转折期;50年代的极端气候事件(温度和降水)最为严重,其次是90年代,70年代的严重度最轻;极端降水频次变化不明显,极端最高温度事件可以由夏季平均最高温度的变化预测,有不显著的增多趋势,而极端最低温度事件可以用冬季平均日较差温度的变化预测,在今后一段时间内有显著减少的趋势。 展开更多
关键词 极端温度 极端降水 多重分形去趋势波动分析
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多重分形降趋波动分析法和移动平均法的分形谱算法对比分析 被引量:10
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作者 奚彩萍 张淑宁 +1 位作者 熊刚 赵惠昌 《物理学报》 SCIE EI CAS CSCD 北大核心 2015年第13期327-340,共14页
多重分形降趋波动分析法(MFDFA)和多重分形降趋移动平均法(MFDMA)是用来估算一维随机分形信号多重分形谱的两种算法,已被拓展应用于二维和高维分形信号的分析.本文简要介绍了MFDFA和MFDMA算法及其在一维时间序列中的应用.首次系统地从... 多重分形降趋波动分析法(MFDFA)和多重分形降趋移动平均法(MFDMA)是用来估算一维随机分形信号多重分形谱的两种算法,已被拓展应用于二维和高维分形信号的分析.本文简要介绍了MFDFA和MFDMA算法及其在一维时间序列中的应用.首次系统地从算法模型、计算统计精度、样本量的敏感性、无标度区选取的敏感性、矩选择的敏感性和计算量这六个方面对两种算法进行了对比分析,以典型多重分形信号BMC信号为例,分析两种算法的适用性和优劣性.为实际应用中,针对具体信号如何选用MFDFA或MFDMA算法,以及两种算法的参数设置提供了有价值的参考. 展开更多
关键词 多重分形降趋波动分析法 多重分形降趋移动平均法 随机分形信号 对比分析
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基于EMD与多重分形去趋势法的轴承智能诊断方法 被引量:9
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作者 贾峰 武兵 +1 位作者 熊晓燕 熊诗波 《中南大学学报(自然科学版)》 EI CAS CSCD 北大核心 2015年第2期491-497,共7页
引入经验模态分解(EMD)方法去除故障信号的趋势项,提出EMD-MFDFA(multifractal detrended fluctuation analysis)的多重分形分析方法,并通过仿真分析EMD方法去趋势效果的有效性。然后将采用EMD-MFDFA方法提取的电机滚动轴承振动信号的... 引入经验模态分解(EMD)方法去除故障信号的趋势项,提出EMD-MFDFA(multifractal detrended fluctuation analysis)的多重分形分析方法,并通过仿真分析EMD方法去趋势效果的有效性。然后将采用EMD-MFDFA方法提取的电机滚动轴承振动信号的多重分形特征向量作为训练集,利用混合遗传算法搜索全局最优的能力优化支持向量机(SVM)模型参数,建立电机滚动轴承的智能诊断模型。最后,通过对电机滚动轴承不同状态的振动信号进行分析。研究结果表明:EMD-MFDFA方法能很好地揭示滚动轴承的振动信号多重分形特性,对滚动轴承正常状态、单一故障与多故障耦合等状态具有很强的辨识能力;所建立的智能诊断模型可以有效地诊断滚动轴承不同的故障状态,能够作为滚动轴承故障在线监测的有效工具。 展开更多
关键词 多重分形 去趋势波分析 经验模态分解 遗传算法 支持向量机
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基于多重分形去趋势波动分析的齿轮箱故障特征提取方法 被引量:42
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作者 林近山 陈前 《振动与冲击》 EI CSCD 北大核心 2013年第2期97-101,共5页
齿轮箱故障信号通常是具有多标度行为的非平稳信号,去趋势波动分析(Detrended Fluctuation Analysis,DFA)不能准确揭示隐藏在这类信号中的动力学行为。多重分形去趋势波动分析(Multifractal Detrended Fluctuation Analy-sis,MF-DFA)是... 齿轮箱故障信号通常是具有多标度行为的非平稳信号,去趋势波动分析(Detrended Fluctuation Analysis,DFA)不能准确揭示隐藏在这类信号中的动力学行为。多重分形去趋势波动分析(Multifractal Detrended Fluctuation Analy-sis,MF-DFA)是DFA方法的拓展,能够有效地揭示隐藏在多标度非平稳信号中的动力学行为。利用MF-DFA计算齿轮箱故障信号的多重分形奇异谱,而多重分形奇异谱的宽度、最大奇异指数、最小奇异指数和极值点对应的奇异指数都具有明确的物理意义,能够表征齿轮箱故障信号的内在动力学机制,适合作为齿轮箱振动信号的故障特征。提出一种基于MF-DFA的齿轮箱故障特征提取方法,将该方法用于包含正常、轻度磨损、中度磨损和断齿故障齿轮箱的故障诊断,并与DFA方法的结果进行了对比。结果表明,提出的方法对齿轮箱故障状态的变化非常敏感,能够完全分离相近的故障模式,有效地克服了传统DFA方法存在的缺陷,为齿轮箱的故障特征提取提供了一种新方法。 展开更多
关键词 多重分形 去趋势波动分析 齿轮箱 特征提取
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参考作物腾发量时间序列的长程相关性和多重分形分布 被引量:17
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作者 谢先红 崔远来 周玉桃 《水利学报》 EI CSCD 北大核心 2008年第12期1327-1333,共7页
本文应用修正的Penman-Monteith模型计算了分布在全国各地的16个站点的参考作物腾发量时间序列,并采用新近发展的多重分形非趋势波动分析法(MF-DFA)计算了序列的长程相关指数H和奇异谱f(α)。结果表明,潜在蒸散序列围绕一定趋势的波动... 本文应用修正的Penman-Monteith模型计算了分布在全国各地的16个站点的参考作物腾发量时间序列,并采用新近发展的多重分形非趋势波动分析法(MF-DFA)计算了序列的长程相关指数H和奇异谱f(α)。结果表明,潜在蒸散序列围绕一定趋势的波动不是完全随机的现象,而是由内在自相似机制决定的长程相关过程;其不同层次的波动是一个有序的多重分形分布,奇异谱可用二项倍增串级模型描述。 展开更多
关键词 参考作物腾发量 波动 长程相关性 非趋势波动分析 多重分形
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基于双树复小波变换的非平稳时间序列去趋势波动分析方法 被引量:7
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作者 杜文辽 陶建峰 +2 位作者 巩晓赟 贡亮 刘成良 《物理学报》 SCIE EI CAS CSCD 北大核心 2016年第9期10-18,共9页
多重分形去趋势波动分析是研究非平稳时间序列非均匀性和奇异性的有效工具,针对该方法中趋势项难以确定的问题,提出一种基于双树复小波变换的方法,实现了非平稳信号的多重分形自适应去趋势波动分析.利用双树复小波变换提取信号的多尺度... 多重分形去趋势波动分析是研究非平稳时间序列非均匀性和奇异性的有效工具,针对该方法中趋势项难以确定的问题,提出一种基于双树复小波变换的方法,实现了非平稳信号的多重分形自适应去趋势波动分析.利用双树复小波变换提取信号的多尺度趋势和波动信息,通过小波系数的希尔伯特变换确定每个时间尺度不重叠子区间的长度,使多重分形分析具有信号自适应性及较高的计算效率.以具有解析形式分形特征的倍增级联信号和分数布朗运动时间序列为例验证本文方法的有效性,所得结果与解析解相吻合.与传统的多项式去趋势多重分形方法相比,本文方法根据信号自身特点自适应地确定信号的趋势和不重叠等长度子区间长度,所得结果更加精确.对倍增级联信号时间序列取不同的长度,验证了算法的稳定性.分别与基于极大重叠离散小波变换和离散小波变换多重分形方法进行比较,表明本文方法具有更精确的结果和更快的运算速度. 展开更多
关键词 非平稳时间序列 多重分形 去趋势波动分析 双树复小波变换
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