| 钟差预报AR模型异常值探测的Bayes方法 |
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| 引用本文： | 李涛,魏萌,陈轲,归庆明,衡广辉.钟差预报AR模型异常值探测的Bayes方法[J].测绘学院学报,2011(1). |
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| 作者姓名： | 李涛 魏萌 陈轲 归庆明 衡广辉 |
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| 作者单位： | 信息工程大学理学院;信息工程大学测绘学院; |
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| 基金项目： | 国家自然科学基金资助项目(40974009); 河南省基础与前沿技术研究计划资助项目(082300410240); 郑州市科技计划攻关资助项目(0910SGYG21198) |
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| 摘 要： | 主要研究了时间序列AR模型的异常值探测问题。首先在一定的限制条件下,将AR模型的异常值探测问题转化为线性回归模型的异常值探测问题;并在正态-Gamma先验条件下,计算了基于均值漂移模型和方差膨胀模型异常值事件发生的后验概率。然后运用Bayes方法对异常值进行了估算。最后通过卫星钟差实测数据计算,比较了模型修正前后预报的情况,验证了新方法的有效性。
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| 关 键 词： | 卫星钟差 预报 AR模型 异常值 Bayes方法 |
Bayesian Outlier Detection for Autoregressive Model of Clock Error Prediction |
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| LI Tao,WEI Meng,CHEN Ke,GUI Qing-ming,HENG Guang-hui.Bayesian Outlier Detection for Autoregressive Model of Clock Error Prediction[J].Journal of Institute of Surveying and Mapping,2011(1). |
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| Authors: | LI Tao WEI Meng CHEN Ke GUI Qing-ming HENG Guang-hui |
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| Institution: | LI Tao1,WEI Meng1,CHEN Ke2,GUI Qing-ming1,2,HENG Guang-hui1 (1.Institute of Science,Information Engineering University,Zhengzhou 450001,China,2.Institute of Surveying and Mapping,Zhengzhou 450052,China) |
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| Abstract: | Outliers detection method of autoregressive model was mainly discussed.Giving some special restriction conditions,the time series outliers positioning can be transformed into the problem of outliers positioning in linear regression model.Under Normal-Gamma priori distribution,the posterior probability of outliers event based on level shift model and variance inflation model can be calculated firstly.Then the errors of outliers can be estimated using Bayesian method.At last,an experiment of real clock error ... |
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| Keywords: | satellite clock error prediction autoregressive model outliers Bayesian method |
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