Multi-source dynamic time series data processing method based on comprehensive weighted fusion
Hua Geng, F. Yuan, B. Suo · IET conference proceedings. · 2023
Aiming at the fusion problem of multi-source heterogeneous dynamic data sources, based on the subjective and objective comprehensive weighting idea, an efficient multi-source dynamic data fusion algorithm is proposed. First, the outlier detection method based on linear regression model is used to preprocess the multi-source dynamic time series data. Then, determine the weight of the dynamic data. The prior weight of the data source is determined by the AHP method, cyclic scoring method, etc., and the posterior weight is determined according to the similarity between the time series data. Based on the Euclidean distance, a similarity measure between different data sources and a similarity measure between different dynamic data samples are constructed respectively. The former is used for the fusion of dynamic data standard deviation expectations, and the latter is used for the fusion of mean expectations. Finally, the comprehensive weight of each dynamic time series of each data source is obtained, and the comprehensive weighted fusion method is used to obtain the expected value and standard deviation of the dynamic response. The analysis of the calculation example shows that the proposed algorithm has higher computational efficiency than the method that treats dynamic data as several discrete static data.