改良型正弦波インディケータを用いた非定常時系列の変化方向フィルタリング法

カテゴリ: 論文誌(論文単位)

グループ名: 【C】電子・情報・システム部門

発行日: 2021/08/01

タイトル(英語): Change Direction Filtering Method of Nonstationary Time Series Using an Improved Sine Wave Indicator

著者名: 吉田　洋和（放送大学大学院文化科学研究科）

著者名(英語): Hirokazu Yoshida (Graduate School of Cultural Sciences, The Open University of Japan)

キーワード: 非定常時系列，正弦波インディケータ，経験的モード分解，固有モード関数，変化方向　　nonstationary time series，sine wave indicator，empirical mode decomposition，intrinsic mode function，change direction

要約(英語): This paper presents a method for filtering the change direction of nonstationary time series using the improvement type sine wave indicator. The sine wave indicator is a method for converting a time series into a sine curve and calculating where the current value is on the sine curve. However, this method has a problem that nonstationary time series in which a plurality of periodic functions and trend line are mixed cannot be analyzed. Therefore, after removing the high frequency noise from the analysis time series, it is decomposed into the intrinsic mode function for each frequency according to the empirical mode decomposition, and the sine wave indicator is applied to the decomposed time series. By evaluating the sine curve created by the sine wave indicator for the section where the influence of the trend component is small, the current change direction of the nonstationary time series could be filtered.

本誌: 電気学会論文誌C（電子・情報・システム部門誌） Vol.141 No.8 （2021） 特集：Smart Cityのためのモビリティ及び通信技術

本誌掲載ページ: 927-939 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejeiss/141/8/141_927/_article/-char/ja/