Research of time series autoregressive modeling based on VMD filtering reconstruction
DOI:
Author:
Affiliation:

Clc Number:

TB381;TN06

Fund Project:

  • Article
  • |
  • Figures
  • |
  • Metrics
  • |
  • Reference
  • |
  • Related
  • |
  • Cited by
  • |
  • Materials
  • |
  • Comments
    Abstract:

    In order to obtain the analysis signals reflecting the characteristics of the system, find the signal reconstruction method and autoregressive model that suitable for time series of the system. VMD filtering reconstruction method using harmonic coefficients to search the optimal penalty factor and decompose modulus is proposed to filter and reconstruct analysis signals of MR damper system, then ARMA and AR models of the analysis signals of the same order as the dynamic model of the system are established, compared with the reconstruction algorithm based on FFT and EMD signal filtering, the simulation accuracy of these models are analyzed. The results show that, among the three filtering reconstruction methods, the fitting accuracy of the simplified loworder model is lower than that of the nonsimplified highorder model, the simulation accuracy of the sameorder ARMA model is higher than that of the AR model, VMD filtering reconstruction method using harmonic coefficients to search the optimal penalty factor and decompose modulus has the highest simulation accuracy of the autoregressive model. Among them, ARMA (4,1) model based on VMD reconstructed signal has the highest modeling accuracy and is most suitable for system modeling and analysis.

    Reference
    Related
    Cited by
Get Citation
Share
Article Metrics
  • Abstract:
  • PDF:
  • HTML:
  • Cited by:
History
  • Received:
  • Revised:
  • Adopted:
  • Online: June 15,2023
  • Published: