摘要
一般的时间序列预测方法对非线性非平稳的信号不适用 .本文提出了一种基于多分辨率小波分解与重构的预测方法 .与一般方法相比 ,这种方法有效地提高了预测的准确度 .
The general forecasting approaches for time series are incapable of forecasting the time series of nonlinear non stationary process. In this paper, an approach based on wavelet decomposition and reconstruction(WDR) is put forward. In comparison with the general forecasting approaches, the forecast accuracy of WDR is improved effectively.
出处
《自动化学报》
EI
CSCD
北大核心
2002年第6期1012-1014,共3页
Acta Automatica Sinica
基金
国家自然科学基金 ( 599780 30
70 0 0 10 0 3)资助
