基于近似熵的突变检测新方法

何文平; 何涛; 成海英; 张文; 吴琼

doi:10.7498/aps.60.049202

摘要

近似熵是一个有效的非线性动力学指数,能够用于表征时间序列的复杂性,通过滑动窗口技术,近似熵对于一维时间序列的动力学结构突变具有一定的识别能力,但其突变检测结果依赖于子序列长度的选择,且不能准确定位突变点.鉴于此,本文提出了一种新的突变检测方法——滑动移除近似熵.测试结果表明,滑动移除近似熵具有检测结果稳定性好、准确性高等特点,明显优于滑动近似熵和Mann-Kendall方法,其在实际观测资料中的应用进一步证实了新方法的可靠性.

关键词:

Abstract

Approximate entropy (ApEn) is valid index which can be used to quantitatively reflect dynamic characteristics and complexity of a time series. The ApEn has been developed to detect an abrupt change in one-dimension time series by sliding a fixed widow, which can be identified with an abrupt dynamic change to some extent, but the sliding ApEn results depend on the window scale, and cannot accurately position the time-instant of an abrupt change. Based on this, a new method is proposed in the present paper, i.e., moving cut data-approximate entropy (MC-ApEn), which can be used to detect an abrupt dynamic change in time series. Tests on model time series indicate that the detection results from the present method show relatively good stability and high accuracy, obviously better than those from the sliding ApEn method and the Mann-Kendall method. The applications in daily precipitation records further verify the validity of the present method.

Keywords:

作者及机构信息

(1)国家气候中心,北京 100081; (2)国家卫星气象中心,北京 100081; (3)济南市环境保护监测站,济南 250014; (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:40905034,40875040,40930952),公益性行业(气象)科研专项基金(批准号:GYHY200806005,GYHY200906019)资助的课题.

Authors and contacts

(1)Department of Basic Course, Yancheng Institute of Technology, Yancheng 224002, China; (2)JiNan Environment Protection Monitoring Station, Jinan 250014, China; (3)National Climate Center, China Meteorological Administration, Beijing 100081, China; (4)National Satellite Meteorological Center, China Meteorological Administration, Beijing 100081, China; (5)TongDa College, Nanjing University of post & telecommunications, Nanjing 210003, China

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施引文献

[1]	Wang G R, Cheng S G, Hao B L 1984 Acta Phys.Sin. 33 1246 (in Chinese) [王光瑞、陈式刚、郝柏林 1984 33 1246]
[2]	Cheng S G 1991 Acta Phys.Sin. 40 584 (in Chinese) [陈式刚 1991 40 584]
[3]	Wang A L, Yang C X 2002 Acta Phys.Sin. 51 2719 (in Chinese) [王安良、杨春信 2002 51 2719]
[4]	Wan S Q, Feng G L, Dong W J, Li J P 2005 Acta Phys.Sin. 54 5487 (in Chinese) [万仕全、封国林、董文杰、李建平 2005 54 5487]
[5]	Gong Z Q, Feng G L, Dong W J, Li J P 2006 Acta Phys.Sin. 55 3180 (in Chinese) [龚志强、封国林、董文杰、李建平 2006 55 3180]
[6]	Song A J, Han L 2007 Acta Phys.Sin. 56 3820 (in Chinese) [宋爱军、韩雷 2007 56 3820]
[7]	Yu S M 2008 Acta Phys.Sin. 57 6859 (in Chinese) [禹思敏 2008 57 6859]
[8]	Shi N 2009 Meteorology statistical forecasting (Beijing: Metrological Press) p116 (in Chinese)[施能 2009 气象统计预报(北京:气象出版社)第116页]
[9]	Lin Z S 2003 Nonlinear sience and its application in Geosciences (Beijing:Metrological Press) p113 (in Chinese)[林振山 2003 非线性科学及其在地学中的应用(北京:气象出版社)第113页]
[10]	Pincus S M 1991 Proc. Natl. Acad. Sci. USA 88 2297
[11]	Pincus S M, Goldberger A L 1994 Am. J. Physiol. 266 H1643
[12]	Pincus SM 1995 Chaos 5 110
[13]	Lei G X, Zeng Y C, Li L 2007 Technical Acoustics 26 121 (in Chinese)[雷国雄、曾以成、李凌 2007 声学技术 26 121]
[14]	Li Q, Wang T Y, Leng Y G, He G Y, He H L 2007 Acta Phys. Sin. 56 6803 (in Chinese) [李强、王太勇、冷永刚、何改云、何慧龙 2007 56 6803]
[15]	Li X F, Yu W L 2008 Acta Phys. Sin. 57 2587 (in Chinese) [刘小峰、俞文莉 2007 57 2587]
[16]	Xie Y, Xu J X, Yang H J, Hu S J 2002 Acta Phys. Sin. 51 205 (in Chinese) [谢勇、徐健学、杨红军、胡三觉 2002 51 205]
[17]	Cao B, Lv X Q, Zeng M, Wang Z M, Huang S S 2006 Acta Phys. Sin. 55 1696 (in Chinese) [曹彪、吕小青、曾敏、王振民、黄石生 2006 55 1696]
[18]	Feng G L, Dong W J, Li J P 2004 Chin. Phys. 13 1582
[19]	Zeng H L, Gao X Q, Zhang W 2005 Chin. Phys. 14 1265
[20]	Dai X G, Fu C B, Wang P 2005 Chin. Phys. 14 850
[21]	Gao X Q, Zhang W 2005 Chin. Phys. 14 2370
[22]	Shi N, Gu J Q, Yi Y M, Lin Z N 2005 Chin. Phys. 14 844
[23]	Shi N, Yi Y M, Gu J Q, Xia D D 2006 Chin. Phys. 15 2180
[24]	Feng G L, He W P 2007 Chin. Phys. 16 2825
[25]	Zhang W, Wan S Q 2008 Chin. Phys. B 17 2311
[26]	Feng G L, Gong Z Q, Zhi R, Zhang D Q 2008 Chin. Phys. B 17 2745
[27]	Feng G L, Dai X G, Wang A H 2001 Acta Phys. Sin. 50 606 (in Chinese) [封国林、戴新刚、王爱慧 2001 50 606]
[28]	Feng G L, Dong W J, Jia X J 2002 Acta Phys. Sin. 51 1181 (in Chinese) [封国林、董文杰、贾晓静 2002 51 1181]
[29]	Feng G L, Dong W J, Gong Z Q, Hou W, Wan S Q, Zhi R 2006 Nonlinear theories and methods on spatial-temporal distribution of the obserbational data (Beijing: Metrological Press) p27—56(in Chinese) [封国林、董文杰、龚志强、侯威、万仕全、支蓉 2006观测数据非线性时空分布理论和方法 (北京:气象出版社)第27—56页]
[30]	Zhi R, Lian Y, Feng G L 2007 Acta Phys. Sin. 56 1837 (in Chinese)[支蓉、廉毅、封国林 2007 56 1837]
[31]	Feng G L, Wang Q G, Hou W, Gong Z Q, Zhi R 2009 Acta. Phys. Sin 58 2853 (in Chinese) [封国林、王启光、侯威、龚志强、支蓉 2009 58 2853]
[32]	He W P 2008 Ph. D. Dissertation (Lanzhou: Lanzhou University) p23 (in Chinese) [何文平 2008 博士学位论文 (兰州:兰州大学)第23页]
[33]	He W P, Feng G L, Wu Q, Wan S Q, Chou J F 2008 Non. Proc. Geophys. 15 601
[34]	He W P, Wu Q, Zheng W, Wang Q G, Zhang Y 2009 Acta Phys.Sin. 58 2862 (in Chinese) [何文平、吴琼、张文、王启光、张勇 2009 58 2862]
[35]	He W P, Deng B S, Wu Q, Zheng W, Cheng H Y 2010 Acta Phys.Sin. 59 2864 (in Chinese) [何文平、邓北胜、吴琼、张文、成海英 2010 59 2864]
[36]	Wang Q G, Zhang Z P 2008 Acta Phys. Sin. 57 1996 (in Chinese) [王启光、张增平 2008 57 1996]
[37]	May R 1976 Nature 261 459
[38]	Zhi R, Gong Z Q 2008 Acta Phys. Sin. 57 4629 (in Chinese) [支蓉、龚志强 2008 57 4629]

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