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  • 期刊

偵測時間序列之波譜演變

Detecting the Temporal Structure of a Time Series

摘要


本文將介紹一種呈現週期振盪波譜結構之方法---移動波譜法。此方法被用來探測時間序列之波譜隨時間變化的部份。首先以4個理想個案作測試,以顯示出移動波譜法對於簡單且理想化的時間序列能夠展現出其波譜結構。除此之外,本文另將針對實際個案中,隱藏在時間序列中之週期訊號作不同層面之偵測,並將比較均值化(Normalization)和顯著測試的波譜結構。經由比較之後,期望能引導出一種標準方式以作為偵測時間序列波譜結構之方法。

關鍵字

週期振盪 波譜分析

並列摘要


This study introduces a method in analyzing the temporal structure of quasi-periodic oscillations. The idea of the moving spectra will be adopted to study the temporal variation of a time series. The objective of this study is to look at different aspects of the spectral methods in order to detect the periodicity that could be hidden in regular spectra. Results show dramatics changes after applying normalization procedures and statistical tests to the moving spectra. Four idealized cases tested by the moving spectral method reveal that the moving spectral method can transform the time series into the spectral structure.

延伸閱讀