【摘要】 论文结合相空间重构理论与一类分类方法提出一种时间序列中的异常值检测方法。该方法首先将时间序列映射到相空间,然后对相空间中的点实行一类分类,最后,根据KKT条件进行异常值检测。仿真实验结果表明了所给方法的可行性和有效性。更多还原

【Abstract】 A new method of outlier detection in time series is proposed in this paper,which is based on phase space reconstruction theory and one-class classification method.The method first maps time series to phase space, and then obtains a distinguish function by one-class classification in phase space, finally, outliers detection is proceed based on KKT conditions.The results of simulation experiments show the feasibility and effectiveness of the method.更多还原