کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
531937 869887 2006 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Automatic decomposition of time series into step, ramp, and impulse primitives
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر چشم انداز کامپیوتر و تشخیص الگو
پیش نمایش صفحه اول مقاله
Automatic decomposition of time series into step, ramp, and impulse primitives
چکیده انگلیسی

Time series data that can be modeled as linear combinations of weighted and shifted primitive functions such as ramps, steps and impulses are representative of many industrial, manufacturing, and business processes. Data of this type also are found in statistical process control, structural health monitoring, and other system diagnosis applications. Often, the existence of one or more of these primitive functions may be indicative of the occurrence of a specific process event, making their detection and interpretation of great interest. The human eye is an exceptional tool at this kind of pattern recognition. However, for processes that generate large amounts of data the human eye encounters difficulties related to speed and consistency necessitating an automated approach. In this paper, we consider the problem of decomposing a time series into its steps, ramps, and impulses constituents and expressing it as a linear combination of weighted and shifted versions of these primitives. We express the problem as a least squares error minimization coupled with a combinatorial search to arrive at an acceptable decomposition. We show that under certain conditions, such decomposition is possible and can be obtained efficiently using a sliding window approach. We illustrate the results with several examples.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Pattern Recognition - Volume 39, Issue 11, November 2006, Pages 2166–2174
نویسندگان
, ,