CONTRAST STUDY ON VARIOUS METHODS EXTRACTING TREND
EXTRACTION BASED ON NON-STATIONARY TIME SERIES
Department of Surveying and Mapping Science and Engineering, Hohai University, Nanjing〓210098
Abstract On the basis of the time series analysis model, higher difference, gray model, spectrum analysis and singular spectrum analysis method are used to extract nonstationary time series trend, and model smooth residuals for time series. The analysis results of dam displacement monitoring series indicate that prediction accuracy is improved by using singular spectrum analysis and spectrum analysis of time series analysis model compared to the traditional model of higher difference timing analysis model and gray prediction model.
Key words ：
trend extraction
higher difference
gray model
spectrum analysis
singular spectrum analysis
Received: 07 July 2013
Published: 13 December 2013
Cite this article:
$author.xingMing_EN,$author.xingMing_EN,$author.xingMing_EN et al. CONTRAST STUDY ON VARIOUS METHODS EXTRACTING TREND
EXTRACTION BASED ON NON-STATIONARY TIME SERIES[J]. jgg, 2013, 33(6): 150-154.
$author.xingMing_EN,$author.xingMing_EN,$author.xingMing_EN et al. CONTRAST STUDY ON VARIOUS METHODS EXTRACTING TREND
EXTRACTION BASED ON NON-STATIONARY TIME SERIES[J]. jgg, 2013, 33(6): 150-154.
URL:
http://www.jgg09.com/EN/ OR http://www.jgg09.com/EN/Y2013/V33/I6/150
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