Application of wavelet transform to extracting the time series feature
Zhetao Zhang · Engineering of Surveying and Mapping · 2014
Mathematical characteristics of time series include random items,periodic items and trend items.How to analyze and forecast time series is very important in surveying and mapping,especially in deformation monitoring areas.A multi-scale analysis based on wavelet transform method is proposed.Firstly,the appropriate wavelet function,decomposition level and other parameters are selected;secondly,the time series are decomposed into two parts,the low frequency and the high frequency;lastly,the decomposition of the time series are projected into different scales,which can extract useful information needed.The results show that the wavelet transform based on multi-scale analysis of time series can effectively extract the random items,periodic items,trend items and other information items.It can be used in engineering practice such as GPS deformation monitoring areas,which has certain application values.