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一种基于重标极差方法的动力学结构突变检测新方法
引用本文:何文平,邓北胜,吴琼,张文,成海英.一种基于重标极差方法的动力学结构突变检测新方法[J].物理学报,2010,59(11):8264-8271.
作者姓名:何文平  邓北胜  吴琼  张文  成海英
作者单位:(1)国家气候中心,北京 100081; (2)国家卫星气象中心,北京 100081; (3)兰州大学大气科学学院,兰州 730000;北京市气象局,北京 100089; (4)南京邮电大学通达学院,南京 210003; (5)盐城工学院基础教学部,盐城 224002
基金项目:国家自然科学基金(批准号:40905034,40930952, 40775948),公益性行业(气象)科研专项(批准号:GYHY200806005)资助的课题.
摘    要:提出了一种针对相关性时间序列动力学结构突变检测的新方法——滑动移除重标极差分析.数值试验表明,新方法能够准确的检测出理想序列中的动力学结构突变,其检测结果对于子序列的长度依赖性较小,而且具有很强的抗噪能力,弥补了滑动去趋势波动分析的不足. 关键词: 标度指数 滑动移除重标极差分析 滑动去趋势波动分析 动力学结构突变

关 键 词:标度指数  滑动移除重标极差分析  滑动去趋势波动分析  动力学结构突变
收稿时间:2009-12-15

A new method of detecting abrupt dynamic change based on rescaled range analysis
He Wen-Ping,Deng Bei-Sheng,Wu Qiong,Zhang Wen,Cheng Hai-Ying.A new method of detecting abrupt dynamic change based on rescaled range analysis[J].Acta Physica Sinica,2010,59(11):8264-8271.
Authors:He Wen-Ping  Deng Bei-Sheng  Wu Qiong  Zhang Wen  Cheng Hai-Ying
Institution:National Climate Center, China Meteorological Administration, Beijing 100081, China;Department of Atmospheric Sciences, Lanzhou University, Lanzhou 730000,China;Beijing Meteorological Bureau, Beijing 100089, China;National Satellite Meteorological Center, China Meteorological Administration, Beijing 100081, China;Tongda College, Nanjing University of Post and Telecommunications, Nanjing 210003, China;Department of Basic Course, Yancheng Institute of Technology, Yancheng 224002, China
Abstract:A new method is proposed in this paper—moving cut data-rescaled range analysis (MC-R/S). Tests on the correlated time series suggest that the MC-R/S can accurately detect the time-instants of abrupt change, and the MC-R/S results almost do not depend on the length of subseries and are less affected by noises. So, MC-R/S is suitable to detecting an abrupt dynamic change in those time series exhibiting correlations, and can very well make up the deficiency of moving detrended fluctuation analysis (MDFA).
Keywords:scaling exponent  moving cut data-rescaled range analysis  moving detrended fluctuation analysis  abrupt dynamic change
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