物理学报2011，Vol.60Issue(4)：813-821,9.
基于近似熵的突变检测新方法
A new method to detect abrupt change based on approximate entropy
摘要
Abstract
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Key words
approximate entropy/ moving cut data-approximate entropy/ abrupt change detection引用本文复制引用
何文平,何涛,成海英,张文,吴琼..基于近似熵的突变检测新方法[J].物理学报,2011,60(4):813-821,9.基金项目
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. （批准号:40905034,40875040,40930952）
