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《Science of Surveying and Mapping》 2013-05
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Identification and processing of wavelet time series models to mutation point in non-stationary signal

CHEN Shuai;YUE Ying-chun;XU Wei;YOU Zhen-xing;WANG Chang-yan;Faculty of Information Engineering,China University of Geosciences;Second Constructing and Engineering Branch of MCC Group Construction Co. Ltd.;  
This paper used wavelet time series models to identify the location of the mutation point in non-stationary signal,and the mutation points were divided into two categories through analysis. Two types of mutation points were processed by appropriate interpolation approach to retain the authenticity of the raw data and improve the prediction accuracy of the model. The paper compared the predictive value of the iterative model to approximate the mutation point value with the simple uses of Pchip,spline and linear interpolation as the interpolations,and finally obtained the advantages and disadvantages respectively.
【CateGory Index】: P203
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