CN106649579A - Time-series data cleaning method for pipe net modeling - Google Patents

Time-series data cleaning method for pipe net modeling Download PDF

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Publication number
CN106649579A
CN106649579A CN201611011961.8A CN201611011961A CN106649579A CN 106649579 A CN106649579 A CN 106649579A CN 201611011961 A CN201611011961 A CN 201611011961A CN 106649579 A CN106649579 A CN 106649579A
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data
value
cleaning method
pipe net
series data
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卢文宝
王飞
杨冉
虞国平
李志刚
刘佳
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SUZHOU AEROSPACE SYSTEM ENGINEERING Co Ltd
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SUZHOU AEROSPACE SYSTEM ENGINEERING Co Ltd
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F16/00Information retrieval; Database structures therefor; File system structures therefor
    • G06F16/20Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
    • G06F16/21Design, administration or maintenance of databases
    • G06F16/215Improving data quality; Data cleansing, e.g. de-duplication, removing invalid entries or correcting typographical errors

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  • Databases & Information Systems (AREA)
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Abstract

The invention discloses a time-series data cleaning method for pipe net modeling. The time-series data cleaning method for the pipe net modeling comprises the steps of searching and elimination of duplicate values, data dispersion degree analysis, judgment of outliers, denoising noisy points of curve smoothing, interpolation completion of missing data. The time-series data cleaning method for the pipe net modeling introduces variation coefficient to achieve standardization processing of pressure information and flow data of different dimensions, judges the dispersion degree of arrays and screen the dispersion degree of arrays at the same time. The time-series data cleaning method for the pipe net modeling is characterized in that outlier data at first is searched and processed by a utilizing three times standard deviation method and then is fitted by a least square method, which greatly reduces the effects of outliers on fitting results. At the same time, data smoothing of the noisy points is processed by fitting functions, which can further reduce the presence of outlier data. The least square method can satisfy the data processing which does not conform to the normal distribution. Compared with linear interpolation, cubic spline interpolation utilized in the end can make the data inserted more smooth. The time-series data cleaning method for the pipe net modeling has the advantages of preprocessing the data before the data is imported into a model for calculation, achieving the effect of data cleaning, and providing a guarantee for the calculation of the model.

Description

A kind of time series data cleaning method for pipe net modeling
Technical field
The invention belongs to technical field of data processing, clear in particular to a kind of time series data for pipe net modeling Washing method.
Background technology
It is related to a large amount of Monitoring Datas during pipe net modeling to process, what is be for example related to is main with seasonal effect in time series data There are the Monitoring Data of water factory's discharge pressure and water flow, Income gap, water-use model data, for model checking Pressure, data on flows of pipe network monitoring point etc..But, some are correct in these data, and some are then due to mechanical device , can inevitably there are some time point exceptional value, shortage of data, Data duplications etc. and ask in some not specific factors such as error Topic.If do not screened, certain impact will certainly be produced to the model calculation it could even be possible to directly resulting in model meter Not do not restrain, the generation of the phenomenon such as model collapse, therefore we were needed into line number before these data to be imported to model calculating According to pretreatment make up to the effect of cleaning, the calculating for model provides guarantee.
For example, in the sequential Monitoring Data collected, other abnormal numerical value sometimes occurs, intuitively, This data is more small than other data or much larger.When test data is processed, for such indivedual exceptional values, it is No to reject, how polishing after rejecting, if intuitively judged merely, lacks theoretic foundation.For modeling Monitoring Data In above-mentioned exceptional value, shortage of data, Data duplication problem, there is presently no the standardization flow process of complete set.Generally exist For exceptional value is only artificial judgment reasonable interval during modeling, for the process of missing values and exceptional value is to ignore missing values to use Simple linear difference is supplementing exceptional value.
The content of the invention
It is an object of the invention to provide a kind of time series data cleaning method for pipe net modeling, the method is for pipe network Time series data in modeling, the data prediction mode that can take relatively reasonable science provides guarantor for the precision that model is calculated Card.
To realize above-mentioned technical purpose, above-mentioned technique effect is reached, the present invention is achieved through the following technical solutions:
A kind of time series data cleaning method for pipe net modeling, comprises the following steps:
Step 1)Repetition values are sifted out;
Using SQL(SQL)The data of section the time required to choosing, the data of same monitoring site are entered as one group Row repetition values are searched, and delete the repetition values of same time point;
Step 2)Dispersion degree is analyzed;
Batch calculates respectively different group data maximums Xmax, minimum of a value Xmin, average value mu, standard deviation sigma and coefficient of variation CV, its Middle CV=σ/μ, by standard deviation sigma and coefficient of variation CV come the dispersion degree of analyze data, can be by by the process of coefficient of variation CV The same batch processed of flow and pressure data of different dimensions;And to coefficient of variation CV given threshold, when the coefficient of variation is more than institute During the threshold value of setting, then the data of the monitoring site are judged as invalid data, and deleted, be not involved in model calculating;
Step 3)Exceptional value judges;
Upper lower limit value is determined by triple standard difference method, i.e. normal value X is, determine the upper limit It is worth and is, determine that lower limit is, reject for the value for not meeting this scope is exceptional value;
Step 4)Smoothed curve goes noise;
For each group monitoring point for removing exceptional value(Discrete point)Data adopt least square fitting smoothed curve, first really A fixed functionApproach original function;If approximate function is, functional valueWith observationDifference Referred to as residual error, can weigh approximate function with residual errorQuality, concrete grammar is:
According to known data point, first with MATLAB solving equations, undetermined coefficient and fitting function are obtained;Recycle fitting function Value replaces curve noise value, reaches the effect of curve smoothing;Further, can will replace fitting function value after noise value to enter again Row fitting, repeat the above steps are until residual error meets required precision;
Step 5)Interpolation processing is carried out to missing values;
Row interpolation is entered to missing values using cubic spline function, the time series data repetition for processing monitoring is described by above-mentioned steps The larger sequence data of value, missing values, exceptional value and dispersion;
When carrying out data processing in actual modeling process, the function that least square fitting goes out most to approach observation is first passed through, The trend trend of general control data, while screening step 3)In fail by three times standard deviation send out remove exceptional value and pick Remove, reduce the presence of error;
When model data is actually imported, the data of local segmentation are recycled, using spline interpolation method by missing values And the part of abnormality value removing carries out polishing, to prevent the distortion of matched curve data, while remaining former rational observation.
Further, step 1)In, described time period data include the monitoring number of water factory's discharge pressure and water flow According to, Income gap, water-use model data, and pressure, the flow of the different pipe network monitoring point positions for model checking Time series data.
Further, step 2)In, the threshold value of the coefficient of variation may be set to 1, i.e. standard deviation sigma less than average value mu, real In trampling as coefficient of variation < 1, the pressure and flow time series data discrete degree monitored is preferable.
Further, in step 4)In, described functionCurve do not required on the graph it is all of Data point(Error impact can be eliminated), but need to show the trend of data as far as possible, near these data points.
The invention has the beneficial effects as follows:
The invention provides the judgement of exceptional value, the standardization of the pressure data data on flows of different dimensions, using difference Significance analysis are to the quick lookup of exceptional value and the method for replacement, while selecting most reasonably to insert after being compared missing data A whole set of the flow chart of data processing such as value mode.By introducing the coefficient of variation(Standard deviation/average)To realize different dimensions Pressure data and data on flows standardization, can carry out judging the dispersion degree of array and screening simultaneously.The present invention is in side First with triple standard difference method for least square fitting is used again in the process of exceptional value data search in method, exceptional value is significantly reduced Impact to fitting result;Simultaneously with fitting function to the further presence for reducing abnormal data of noise data smoothing process, Least square fitting disclosure satisfy that the data processing for not meeting normal distribution;Finally using cubic spline interpolation compared with linear interpolation The numerical value that insertion can be made more is smoothed.Therefore the method for the present invention can import data to model enter it before calculating Row pretreatment, to reach the effect of data cleansing, the calculating for model provides guarantee.
Described above is only the general introduction of technical solution of the present invention, in order to better understand the technological means of the present invention, And can be practiced according to the content of specification, below with presently preferred embodiments of the present invention and coordinate accompanying drawing describe in detail as after. The specific embodiment of the present invention is shown in detail in by following examples and its accompanying drawing.
Description of the drawings
Accompanying drawing described herein is used for providing a further understanding of the present invention, constitutes the part of the application, this Bright schematic description and description does not constitute inappropriate limitation of the present invention for explaining the present invention.In the accompanying drawings:
Fig. 1 is the flow chart of the time series data cleaning method of the present invention.
Specific embodiment
Below with reference to the accompanying drawings and in conjunction with the embodiments describing the present invention in detail.
With reference to shown in Fig. 1, a kind of time series data cleaning method for pipe net modeling is comprised the following steps:
Step 1)Repetition values are sifted out
Using SQL(SQL)The data of section the time required to choosing, described time period data include water factory's water outlet The Monitoring Data of pressure and water flow, Income gap, water-use model data, and for the difference pipe of model checking The pressure of net monitoring site, flow time series data;The data of same monitoring site carry out repetition values lookup as one group, and delete Except the repetition values of same time point.
Step 2)Dispersion degree is analyzed
Batch calculates respectively different group data maximums Xmax, minimum of a value Xmin, average value mu, standard deviation sigma and coefficient of variation CV.
If this group of numerical value X1, X2, X3... XnIts mean value(Arithmetic mean of instantaneous value)For μ;Then standard deviation sigma is:
The coefficient of variation is:CV=σ/μ.
By standard deviation sigma and coefficient of variation CV come the dispersion degree of analyze data, can be by by the process of coefficient of variation CV The same batch processed of flow and pressure data of different dimensions;And to coefficient of variation CV given threshold, when the coefficient of variation is more than institute During the threshold value of setting, then the data of the monitoring site are judged as invalid data, and deleted, be not involved in model calculating.
The data that certain monitoring site part-time section collects generally are had in actual modeling and is 0, remaining time points According to normal, with actual conditions and do not meet, this group of data are invalid data, the standard deviation and the coefficient of variation of such data compared with Greatly, therefore removal can be analyzed by dispersion.
In practical experience as coefficient of variation < 1, the data discrete degree monitored is preferable, for what is monitored in modeling The threshold value of the coefficient of variation of flow and pressure time series data may be selected to be 1, i.e. standard deviation sigma less than average value mu.
Step 3)Exceptional value judges
Upper lower limit value is determined by triple standard difference method, i.e. normal value X is, determine the upper limit It is worth and is, determine that lower limit is, reject for the value for not meeting this scope is exceptional value.For symbol The value data for closing normal distribution is distributed in(μ -3 σ, μ+3 σ)In probability be 0.9974, therefore data outside the interval It is regarded as exceptional value.
Step 4)Smoothed curve goes noise;
For each group monitoring point for removing exceptional value(Discrete point)Data adopt least square fitting smoothed curve, first really A fixed functionOriginal function is approached, the curve of the function did not require on the graph all of data point(Can be with Eliminating error affects), but the function needs to show the trend of data as far as possible, near these data points.
If approximate function is, functional valueWith observationDifference be referred to as residual error, can be weighed with residual error Amount approximate functionQuality, concrete methods of realizing is as follows:
If known data point, seek m order polynomials Carry out fitting function.Need to obtain the polynomial undetermined coefficient of m+1 items, and following functional value is reached most It is little:
Make above-mentioned function reach minimum of a value, had by higher mathematics knowledge:
I.e.
Then normal equation is obtained:
It is converted into matrix as follows
Using MATLAB solving equations, undetermined coefficient and fitting function are obtained.
Replace curve noise value using fitting function value, reach the effect of curve smoothing.Further noise value can be replaced It is fitted again afterwards, repeat the above steps are until residual error meets required precision.
Step 5)Interpolation processing is carried out to missing values
Row interpolation is entered to missing values using cubic spline function, the time series data repetition for processing monitoring is described by above-mentioned steps The larger sequence data of value, missing values, exceptional value and dispersion;
When carrying out data processing in actual modeling process, the function that least square fitting goes out most to approach observation is first passed through, The trend trend of general control data, while screening step 3)In fail by three times standard deviation send out remove exceptional value and pick Remove, reduce the presence of error;
When model data is actually imported, the data of local segmentation are recycled, using spline interpolation method by missing values And the part of abnormality value removing carries out polishing, concrete methods of realizing is as follows:
In [a, b] superior functionCubic spline functions S (x) meet:
(1)0,1,2 mediation number is continuous on [a, b], i.e.,
(2)
(3)In intervalOnIt is cubic polynomial.
Polishing is carried out to the exceptional value and missing values of rejecting by above-mentioned interpolation processing, to prevent the mistake of matched curve data Very, while remaining former rational observation.
The preferred embodiments of the present invention are the foregoing is only, the present invention is not limited to, for those skilled in the art For member, the present invention can have various modifications and variations.All any modifications within the spirit and principles in the present invention, made, Equivalent, improvement etc., should be included within the scope of the present invention.

Claims (4)

1. a kind of time series data cleaning method for pipe net modeling, it is characterised in that comprise the following steps:
Step 1)Repetition values are sifted out;
The data of section the time required to being chosen using SQL, the data of same monitoring site carry out weight as one group Complex value is searched, and deletes the repetition values of same time point;
Step 2)Dispersion degree is analyzed;
Batch calculates respectively different group data maximums Xmax, minimum of a value Xmin, average value mu, standard deviation sigma and coefficient of variation CV, its Middle CV=σ/μ, by standard deviation sigma and coefficient of variation CV come the dispersion degree of analyze data, can be by by the process of coefficient of variation CV The same batch processed of flow and pressure data of different dimensions;And to coefficient of variation CV given threshold, when the coefficient of variation is more than institute During the threshold value of setting, then the data of the monitoring site are judged as invalid data, and deleted, be not involved in model calculating;
Step 3)Exceptional value judges;
Upper lower limit value is determined by triple standard difference method, i.e. normal value X is, determine higher limit For, determine that lower limit is, reject for the value for not meeting this scope is exceptional value;
Step 4)Smoothed curve goes noise;
For each group data of monitoring point for removing exceptional value adopts least square fitting smoothed curve, it is first determined a letter NumberApproach original function;If approximate function is, functional valueWith observationDifference be referred to as residual error, Approximate function is weighed with residual errorQuality, concrete grammar is:
According to known data point, first with MATLAB solving equations, undetermined coefficient and fitting function are obtained;Recycle fitting function Value replaces curve noise value, reaches the effect of curve smoothing;Further, can will replace fitting function value after noise value to enter again Row fitting, repeat the above steps are until residual error meets required precision;
Step 5)Interpolation processing is carried out to missing values;
Row interpolation is entered to missing values using cubic spline function, the time series data repetition for processing monitoring is described by above-mentioned steps The larger sequence data of value, missing values, exceptional value and dispersion;
When carrying out data processing in actual modeling process, the function that least square fitting goes out most to approach observation is first passed through, The trend trend of general control data, while screening step 3)In fail by three times standard deviation send out remove exceptional value and pick Remove, reduce the presence of error;
When model data is actually imported, the data of local segmentation are recycled, using spline interpolation method by missing values And the part of abnormality value removing carries out polishing, to prevent the distortion of matched curve data, while remaining former rational observation.
2. the time series data cleaning method for pipe net modeling according to claim 1, it is characterised in that:Step 1)In, Described time period data include the Monitoring Data of water factory's discharge pressure and water flow, Income gap, water-use model Data, and pressure, the flow time series data of the different pipe network monitoring point positions for model checking.
3. the time series data cleaning method for pipe net modeling according to claim 1, it is characterised in that:Step 2)In, The threshold value of the coefficient of variation may be set to 1, i.e. standard deviation sigma less than average value mu.
4. the time series data cleaning method for pipe net modeling according to claim 1, it is characterised in that:In step 4) In, described functionCurve do not required all of data point on the graph, but need that data can be shown Trend.
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