摘要
近似熵是一个有效的非线性动力学指数,能够用于表征时间序列的复杂性,通过滑动窗口技术,近似熵对于一维时间序列的动力学结构突变具有一定的识别能力,但其突变检测结果依赖于子序列长度的选择,且不能准确定位突变点.鉴于此,本文提出了一种新的突变检测方法——滑动移除近似熵.测试结果表明,滑动移除近似熵具有检测结果稳定性好、准确性高等特点,明显优于滑动近似熵和Mann-Kendall方法,其在实际观测资料中的应用进一步证实了新方法的可靠性.
Approximate entropy（ApEn） is valid index which can be used to quantitatively reflect dynamic characteristics and complexity of a time series.The ApEn has been developed to detect an abrupt change in one-dimension time series by sliding a fixed widow,which can be identified with an abrupt dynamic change to some extent,but the sliding ApEn results depend on the window scale,and cannot accurately position the time-instant of an abrupt change.Based on this,a new method is proposed in the present paper,i.e.,moving cut data-approximate entropy（MC-ApEn）,which can be used to detect an abrupt dynamic change in time series.Tests on model time series indicate that the detection results from the present method show relatively good stability and high accuracy,obviously better than those from the sliding ApEn method and the Mann-Kendall method.The applications in daily precipitation records further verify the validity of the present method.
出处
《物理学报》
SCIE
EI
CAS
CSCD
北大核心
2011年第4期813-821,共9页
Acta Physica Sinica
基金
国家自然科学基金(批准号:40905034
40875040
40930952)
公益性行业(气象)科研专项基金(批准号:GYHY200806005
GYHY200906019)资助的课题~~
关键词
近似熵
滑动移除近似熵
突变检测
approximate entropy
moving cut data-approximate entropy
abrupt change detection
作者简介
E-mail：wenping he@ 163. com
