时间序列异常值探测的Bayes方法及其在GNSS动态数据处理中的应用

项目名称： 时间序列异常值探测的Bayes方法及其在GNSS动态数据处理中的应用

项目编号： No.41474009

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 天文学、地球科学

项目作者： 归庆明

作者单位： 中国人民解放军战略支援部队信息工程大学

项目金额： 76万元

中文摘要： 异常值处理是GNSS动态测量数据处理与质量控制体系中的核心内容之一，也是获得高精度、稳健、可靠的导航定位结果的重要前提。 本项目运用现代Bayes统计理论和技术，研究、提出时间序列异常值探测的Bayes方法。首先，从Bayes假设检验的角度，基于不同类型的识别变量后验概率，提出一套对时间序列异常值进行定位、类型区分和定值修复的Bayes方法；其次，从分析成片异常值探测中隐差现象产生的原因和表现形式入手，设计一种自适应Gibbs抽样算法，用于正确计算识别变量后验概率值，以有效防止隐差现象的发生；最后，从Bayes点估计的角度,基于均值漂移模型的思想，提出异常扰动参数的Bayes估计方法和计算方法。 时间序列异常值探测的Bayes方法的研究，将为卫星钟差异常值的处理、周跳的探测和修复等问题的更好解决，提供严密的科学理论和行之有效的技术手段，促进现代测量误差理论与动态数据处理方法的发展。

中文关键词： 测量数据处理；异常值；识别变量；Bayes方法；GNSS

英文摘要： Processing outliers is one of the core contents of GNSS dynamic data processing and quality control system and is also an important premise for obtaining high precision, robustness and reliable results of navigation and position. This project proposes a thorough new approach, Bayesian method, for detecting outliers in time series based on modern statistical theory and technology. Firstly, from the point of Bayesian hypothesis testing theory, a set of Bayesian methods for time series outlier detection, type distinction and abnormal magnitude estimation and correction are proposed based on the posterior probabilities of different types of classification variables. Secondly, starting from analyzing masking causes and manifestations of outlier patches detection, an adaptive Gibbs sampling algorithm is designed to correctly calculate the posterior probabilities of classification variables, so as to prevent the occurrence of masking phenomena effectively. Finally, a Bayesian method for abnormal magnitude estimation and calculation is proposed in the respective of Bayesian point estimation based on the idea of mean shift model. The research of Bayesian methods for time series outlier detection will proposes rigorous scientific theories and effective technical means for resolving the problems in GNSS dynamic processing data and quality control system better, such as the problems of outlier detection in satellite clock errors, cycle slips detection and so on. Furthermore, the research will promote the development of the modern theories about survey error and dynamic data processing.

英文关键词： data processing;outlier;classification variable;Bayes method;GNSS