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计算机系统应用英文版:2010,19(1):152-156
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一种数据流趋势分析方法的研究与应用
(1.重庆大学 计算机学院 重庆 400044;2.重庆大学 电器工程学院 重庆400044)
Research and Application of an Algorithm for Trend Analysis of Data Streams
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Received:May 04, 2009    
中文摘要: 有效趋势的提取可为监控对象提供早期预警、状态评估和决策支持。传统的曲线趋势分析算法有滑动窗口(SW)算法、外推式在线数据分割(OSD) 算法,二者均采用常规最小二乘法进行曲线拟合。与常规最小二乘法相比,总体最小二乘法具有更高的直线拟合精度。此外,针对SW算法的滑动窗口最大长度没有限制,当检测点阈值比较大时,窗口的长度可能很长;而OSD算法限定了最小滑动窗口长度,使得在最小滑动窗口内的突变点无法检测。针对SW算法和OSD算法的缺陷,提出了一种新的数据流趋势分析方法,该方法采用总体最小二乘法对数据流进行分段拟合,提高了趋势分析精度;还提出了可变滑动窗口算法解决SW算法和OSD算法的固定窗口问题,以实现对数据流的合理分割。实验结果表明,有效性较为明显。
Abstract:Efficient trend extraction methods can provide early warnings, severity assessments of monitored subjects and information for decision support. The traditional algorithms for trend analysis of curves include Sliding Window algorithm (SW) and Extrapolation for On-line Segmentation of Data algorithm (OSD), which use total least squares for curve fitting. Compared with conventional least squares, the total least squares has a higher accuracy of fitting a straight line. In addition, since there is no restriction on the maximum length of the sliding window for SW algorithm, the length of window can be very long when threshold for Detection of point becomes larger. As OSD algorithm restricts the minimum length of sliding window, mutations within minimum sliding window cannot be detected for defects of the SW algorithm and the OSD algorithm. This paper presents a new method for trend analysis of data streams. The method uses total least squares to improve the accuracy of trend analysis. It also presents variable sliding window algorithm to solve the fixed window problem with the SW algorithm and OSD algorithm to achieve a reasonable segmentation for data streams. The experimental results show that the method is effective.
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基金项目:重庆市自然科学基金(CSTC)(2007BB6118);中国博士后科学基金(20080430750)
引用文本:
汪成亮,陆志坚,庞栩.一种数据流趋势分析方法的研究与应用.计算机系统应用,2010,19(1):152-156
WANG Cheng-Liang,LU Zhi-Jian,PANG Xu.Research and Application of an Algorithm for Trend Analysis of Data Streams.COMPUTER SYSTEMS APPLICATIONS,2010,19(1):152-156