测绘科学技术学报2011，Vol.28Issue(1)：23-27,5.DOI:10.3969/j.issn.1673-6338.2011.01.006
钟差预报AR模型异常值探测的Bayes方法
Bayesian Outlier Detection for Autoregressive Model of Clock Error Prediction
摘要
Abstract
Outliers detection method of autoregressive model was mainly discussed. Giving some special restriction conditions, the time series outliers positioning can be transformed into the problem of outliers positioning in linear regression model. Under Normal-Gamma priori distribution, the posterior probability of outliers event based on level shift model and variance inflation model can be calculated firstly. Then the errors of outliers can be estimated using Bayesian method. At last, an experiment of real clock error data demonstrated the validity of the new method.关键词
卫星钟差/预报/AR模型/异常值/Bayes方法Key words
satellite clock error/ prediction/ autoregressive model/ outliers/ Bayesian method分类
天文与地球科学引用本文复制引用
李涛,魏萌,陈轲,归庆明,衡广辉..钟差预报AR模型异常值探测的Bayes方法[J].测绘科学技术学报,2011,28(1):23-27,5.基金项目
国家自然科学基金资助项目(40974009) （40974009）
河南省基础与前沿技术研究计划资助项目(082300410240) （082300410240）
郑州市科技计划攻关资助项目(0910SGYG21198). （0910SGYG21198）
