时间序列异常点和突变点的检测算法.pdf

Journalof Researchand Computer Development 51(4)：781—788，2014 时间序列异常点及突变点的检测算法 苏卫星1’2 朱云龙1 刘 芳3 胡琨元 1(中国科学院沈阳自动化研究所沈阳110016) 2(中国科学院大学北京100049) 3(华晨汽车工程研究院沈阳110027) (suweixing@sia．cn) Outliersand Detection for TimeSeries Change-PointsAlgorithm Su Hu Weixin91～，ZhuYunlon91，LiuFan93，andKunyuan。 institute 110016) 1(Shenyango_厂Automation，Chineseof AcademyS(’iences，Shenyang Chinese 100049) 2(Universityof AcademyofSciences，Beijing 3(BrillianceAutomobile Research 110027) EngineeringInstitute，Shenyang AbstractBecausetheconventional detectionmethodexiststhe Ontime change—points shortagesdelay in and forthetimeseries withoutliersthe outlierand inapplicability mingled practicalapplications，an detection fortimeseries，whichisbasedonthewavelettransformofthe change—point algorithm efficientscorevector，is inthis introducestheefficientscorevectorto proposedpaper．Thealgorithm solvethe oftheconventionaldetectionmethodthatstatisticsofteninereass withthe problem infinitely numberofdataadded the of a of the detection，and strategy duringprocess proposes analyzing inordertoavoidtheserioustime orderto theoutlier statistics wavelet byusing delay．In distinguish a basedonthe and thedetection framework ch