基于近似熵的突变检测新方法  

A new method to detect abrupt change based on approximate entropy

作　　者：何文平[1] 何涛[2] 成海英[3] 张文[4] 吴琼[5] 

机构地区：[1]国家气候中心,北京100081 [2]济南市环境保护监测站,济南250014 [3]盐城工学院基础教学部,盐城224002 [4]南京邮电大学通达学院,南京210003 [5]国家卫星气象中心,北京100081

出　　处：《物理学报》2011年第4期813-821,共9页Acta Physica Sinica

基　　金：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~~

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.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.

关 键 词：近似熵 滑动移除近似熵 突变检测 

分 类 号：O415[理学—理论物理]