时间序列异常点及突变点的检测算法

时间序列异常点及突变点的检测算法作者：苏卫星，朱云龙，刘芳，胡琨元，SuWeixing，ZhuYunlong，LiuFang，HuKunyuan作者单位：苏卫星,SuWeixing(中国科学院沈阳自动化研究所沈阳110016;中国科学院大学北京100049)，朱云龙,胡琨元,ZhuYunlong,HuKunyuan(中国科学院沈阳自动化研究所沈阳110016)，刘芳,LiuFang(华晨汽车工程研究院沈阳110027)刊名：计算机研究与发展英文刊名：JournalofComputerResearchandDevelopment年，卷(期)：2014,51(4)参考文献(21条)1.ShaoJidong;RongGang;LeeJongminLearningadata-dependentkernelfunctionforKPCA-basednonlinearprocessmonitoring2009(11A)2.邹柏贤;刘强基于ARMA模型的网络流量预测[期刊论文]-计算机研究与发展2002(12)3.ZouX;DengZ;GeMGPSdataprocessingofnetworkswithmixedsingle-anddual-frequencyreceiversfordeformationmonitoring2010(02)4.BarnetV;LewisTOutlierinStatisticalData19945.KnorrEM;NgRTFindingintentionalknowledgeofdistance-basedoutliers19996.RamaswamyS;RastogiR;ShimKEfficientalgorithmsforminingoutliersfromlargedatasets20007.MarkouM;SinghSNoveltydetection:Areview-part2:neuralnetworkbasedapproaches2003(12)8.Mourao-MirandaJ;HardoonDR;HahnTPatientclassificationasanoutlierdetectionproblem:Anapplicationoftheone-classsupportvectormachine2011(03)9.WangJS;ChiangJCAclustervaliditymeasurewithoutlierdetectionforsupportvectorclustering2008(01)10.PercivalDB;WaldenATWaveletMethodsforTimeSeriesAnalysis200611.MallatS;HwangWLSingularitydetectionandprocessingwithwavelets1992(02)12.GustafssonFThemarginalizedlikelihoodratiotestfordetectingabruptchanges1996(01)13.GuralnikV;SrivastavaJEventdetectionfromtimeseriesdata199914.SharifzadehM;AzmoodehF;ShahabiCChangedetectionintimeseriesdatausingwaveletfootprints200515.Alarcon-aquinoV;BarriaJAChangedetectionintimeseriesusingthemaximaloverlapdiscretewavelettransform2009(02)16.GombayE;SerbanDMonitoringparameterchangeinAR(p)timeseriesmodels2009(04)17.GombayEParametricsequentialtestsinthepresenceofnuisanceparameters2002(24)18.GombayEChangedetectioninautoregressivetimeseries2008(03)19.GombayESequentialchange-pointdetectionandestimation2003(03)20.ChaariO;MeunierM;BrouayeFWavelets:Anewtoolfortheresonantgroundedpowerdistributionsystemsrelaying1996(03)21.PittnerS;KamarthiSVFeatureextractionfromwaveletcoefficientsforpatternrecognitiontasks1999(01)引用本文格式：苏卫星.朱云龙.刘芳.胡琨元.SuWeixing.ZhuYunlong.LiuFang.HuKunyuan时间序列异常点及突变点的检测算法[期刊论文]-计算机研究与发展2014(4)