WO2016155241A1 - 基于Kalman滤波器的容量预测方法、系统和计算机设备 - Google Patents
基于Kalman滤波器的容量预测方法、系统和计算机设备 Download PDFInfo
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Definitions
- the present invention relates to the field of communications technologies, and in particular, to a capacity prediction method, system, and computer device based on a Kalman filter.
- the method of predicting the future trend of capacity through the historical data of the capacity time series has the following disadvantages: (1) Human observation method, although experienced professionals can make more accurate predictions on the trend of the capacity time series data. Judgment, but its prediction error is still large; (2) Threshold alarm method, this method can prompt the relevant operation and maintenance personnel to make purchases in time, but can not give reasonable advice on the purchase amount, which will easily lead to excessive expansion and waste.
- Embodiments of the present invention provide a Kalman filter-based capacity prediction method, system, and computer device to accurately predict capacity growth, thereby facilitating operation and maintenance personnel to formulate a reasonable expansion plan.
- embodiments of the present invention provide a Kalman-based filter. Capacity prediction method, the method includes:
- the capacity of the future time is predicted based on the at least one segmentation point determined in the capacity time series.
- Embodiments of the present invention also provide a capacity prediction system based on a Kalman filter, the system comprising:
- An obtaining module configured to acquire a time series of capacity of the object to be predicted
- Establishing an extraction module configured to establish a dynamic model for the capacity time series, and extract state transition parameters and process noise parameters of the dynamic model
- An estimation generating module configured to perform Kalman filter estimation on the capacity time series by using the state transition parameter and the process noise parameter to generate at least one state feature signal
- a segmentation module configured to segment the capacity time series according to the at least one state feature signal, and determine a corresponding at least one segmentation point
- a prediction module configured to predict a capacity of a future time according to the at least one segment point determined in the capacity time series.
- Embodiments of the present invention provide a computer device comprising: one or more processors; a memory; one or more programs, the one or more programs being stored in the memory, and configured to be Executing, by the one or more processors, instructions for performing a Kalman filter-based capacity prediction method by the one or more processors: acquiring a capacity time series of the object to be predicted; establishing a dynamics model for the capacity time series, And extracting a state transition parameter and a process noise parameter of the dynamic model; performing a Kalman filter estimation on the capacity time series by using the state transition parameter and the process noise parameter to generate at least one state feature signal; according to the at least one a state feature signal segments the capacity time series and determines a corresponding at least one segment point; according to the time sequence of the capacity The at least one segmentation point determined in the column predicts the capacity of the future time.
- the Kalman filter-based capacity prediction method, system and computer device provided by the embodiments of the present invention construct a dynamic model by acquiring the time series of the capacity, and then use the Kalman filter to filter and estimate the capacity time series under the dynamic model. At least one state feature signal; segmenting the generated state feature signal, and predicting the capacity of the future time according to the segmentation point, thereby improving the accuracy of the prediction.
- FIG. 1 is a flowchart of a method for an embodiment of a Kalman filter-based capacity prediction method according to the present invention
- FIG. 2 is a schematic diagram of an example of a capacity time series provided by the present invention.
- FIG. 3 is a schematic diagram of state characteristic signals of a capacity time series filtered by a Kalman filter according to the present invention
- FIG. 4 is a flowchart of a method for another embodiment of a Kalman filter-based capacity prediction method according to the present invention.
- FIG. 5 is a schematic diagram of signals obtained by performing median filtering and moving average filtering on a capacity time series according to the present invention
- FIG. 6 is a flowchart of a method for determining a segmentation point according to a state feature signal according to the present invention
- FIG. 7 is a diagram showing a sample of a segmentation suspect point determined by an analysis of variance of a speed time series of speeds provided by the present invention
- FIG. 8 is a diagram showing a sample of a segmentation suspect point determined by performing an analysis of variance on the acceleration of a capacity time series according to the present invention
- FIG. 9 is a diagram showing a sample of a segmentation suspect point determined by performing an analysis of variance on an acceleration derivative of a capacity time series according to the present invention.
- FIG. 10 is a sample diagram of four stages of a time series in a capacity time series obtained by performing an analysis of variance on the acceleration signal of FIG. 8;
- FIG. 11 is a schematic structural diagram of an embodiment of a Kalman filter-based capacity prediction system according to the present invention.
- FIG. 12 is a schematic structural diagram of another embodiment of a Kalman filter-based capacity prediction system according to the present invention.
- Figure 13 is a schematic structural view of the segmentation module of Figure 12;
- FIG. 14 is a schematic structural diagram of a prediction module in FIG. 12;
- FIG. 15 is a schematic structural diagram of still another embodiment of a Kalman filter-based capacity prediction system according to the present invention.
- FIG. 16 is a schematic structural diagram of an embodiment of a computer device according to the present invention.
- the technical solution provided by the invention is to filter the capacity time series based on the Kalman filter to generate a state feature signal; segment the state feature signal, determine the segmentation point and the growth trend of the signals in each segment, and then use the determined The segmentation point predicts the capacity of the future time.
- the technical solution of the embodiment of the present invention can be applied to various capacity prediction systems based on Kalman filters.
- FIG. 1 is a flowchart of a method for an embodiment of a Kalman filter-based capacity prediction method according to the present invention.
- step S110 a capacity time series of an object to be predicted is acquired.
- the object to be predicted may be the growing information data in the information industry or the Internet.
- a sequence formed by changing the capacity size of information over time is referred to as a capacity time series.
- each time point corresponds to a capacity value of an information capacity.
- the above capacity time series can be formed by acquiring historical capacity data of the object to be predicted online or offline.
- step S120 a dynamic model is established for the capacity time series, and the state transition parameters and process noise parameters of the dynamic model are extracted.
- the dynamic model of maneuvering targets has a long history and good results.
- the kinetic models that have achieved good results and are widely used include Constant Velocity (CV) model, Constant acceleration (CA) model, Singer model, "current” statistical model, and Jerk model.
- Various different forms of maneuvering target dynamics models are formed by assuming that the target velocity and acceleration high-order state characteristic signals satisfy different statistical characteristics, which is a mathematical relationship.
- the selected dynamic model is consistent with the state characteristics of the actual target motion, it indicates the tracking performance of the target state estimation using this dynamic model. The better you can (the smaller the global variance can be considered).
- the research on the existing dynamic model is applied to the analysis of the growth trend of the above capacity time series, thereby establishing a dynamic model for the capacity time series.
- X(k) is the system state quantity corresponding to the kth state of the system
- U(k) is the control quantity of the kth state
- A is the state transition matrix corresponding to the system state equation, that is, corresponding to the above state Transfer parameters.
- W(k) is the process noise term corresponding to the state equation of the system
- Q can be the process noise parameter under the Jerk model, and Q is expressed as follows:
- T 0 is the sampling time interval
- ⁇ is the maneuvering frequency
- Kalman filter estimation is performed on the capacity time series using state transition parameters and process noise parameters to generate at least one state feature signal.
- Kalman filter is an optimized autoregressive data processing algorithm, which can estimate the state of dynamic system from a series of measurement data that does not completely contain noise.
- Modeling try to build a dynamic model that is consistent with the changing laws of the system process. Then, for the constructed dynamic model, two parameters in the corresponding system state equation are extracted, which respectively correspond to the above state transition parameters and process noise parameters. Using these two parameters and the original system process data, the Kalman filter can more accurately estimate the trend of the original system process data over time.
- the Kalman filter is used to estimate the capacity time series in the dynamic model, and at least one state feature signal including the position, velocity, acceleration, and acceleration derivative corresponding to each time point in the time series can be obtained online.
- the estimated values are then used to analyze the variation of the time series of the acquired capacity.
- step S140 the capacity time series is segmented according to the at least one state feature signal, and the corresponding at least one segment point is determined.
- Z t represents the observed time series of capacity
- ⁇ t is the basic trend
- N t is an independent noise process.
- the Z t has the following characteristics: there is noise, there is a “mutation point”, and the basic trend of the data Z t undergoes a phase change, forming a small stage of a plurality of linear changes.
- the Kalman filter estimation can obtain the optimal estimation result in the linear mode with relatively stable changes.
- the capacity time series does not conform to the characteristics of Gaussian white noise, and the model estimation value is inconsistent with the actual data, which results in the difference between the predicted value and the correction value of the Kalman filter.
- the Kalman filter automatically adjusts the derivative of velocity, acceleration, and acceleration to slowly perform tracking estimation learning, resulting in "fluctuations" in this interval.
- the state characteristic signal pattern of the derivative of the velocity, acceleration, and acceleration of the capacity time series is obtained by filtering the capacity time series by the Kalman filter.
- the time sequence of the capacity to be studied can be determined by the position and number of occurrences of the "fluctuation" signal segment of at least one of the derivatives of velocity, acceleration, and acceleration in FIG.
- the column is segmented (the number of segments that can be patterned in this embodiment), and the corresponding at least one segmentation point is determined, and each segmentation point can be located on a "fluctuation" signal segment.
- the capacity of the future time is predicted based on at least one segmentation point determined in the capacity time series.
- the variation rule of the capacity time series in the adjacent segmentation points can be grasped, and then the variation law of the entire capacity time series can be grasped, and the capacity of the future time is performed. prediction. Segmentation prediction can accurately grasp the trend of capacity time series growth change more than single non-segment prediction, making the prediction result more accurate.
- the pattern of all patterns or partial pattern content time series can be selected according to actual needs for capacity prediction.
- the Kalman filter-based capacity prediction method constructs a dynamic model by using the acquired capacity time series, and then uses a Kalman filter to filter and estimate the capacity time series under the dynamic model to generate at least one state feature signal.
- the segmentation of the generated state feature signal is performed, and the capacity of the future time is predicted according to the segmentation point, thereby improving the accuracy of the prediction.
- FIG. 4 is a flowchart of a method for another method for predicting a capacity of a Kalman filter based on the present invention, which may be regarded as a specific implementation manner of the embodiment shown in FIG. 1.
- the Jerk model is used as the dynamic model established for the capacity time series, and the state transition matrix A and the process noise variance matrix Q under the Jerk model are respectively used as the state transition parameters and process noise parameters for capacity time.
- step S410 a capacity time series of an object to be predicted is acquired.
- the process of step S410 is the same as the process of the aforementioned step S110.
- step S430 a dynamics model is established for the capacity time series, and the state transition parameters and process noise parameters of the dynamic model are extracted.
- the processing of step S430 is similar to the processing of the foregoing step S120.
- the present embodiment uses a system state equation based on the dynamics of the Jerk model as a dynamic model established for the time series of the studied capacity, and extracts a state transition matrix A and a process noise variance matrix Q corresponding to the system state equation, respectively. State transfer parameter And the process noise parameters, the Kalman filter estimation of the capacity time series.
- the specific acquisition formulas of A and Q are shown in step S120, and are not described herein.
- the capacity time series data of the acquired object to be tested generally has the following characteristics: a noise point, a set of abrupt points that deviate far from the basic trend, and a basic trend in a phase change. In order to achieve accurate prediction, these noise and mutation points need to be removed. Therefore, the embodiment may further perform step S420 to perform data cleaning on the capacity time series before step S430.
- step S420 the capacity time series is filtered by median filtering and/or moving average filtering to generate a filtered capacity time series.
- the median filtering can effectively remove the abrupt points in the data sequence, and the moving average filtering can effectively remove the noise in the data sequence.
- the median filtering may not be performed, and only the moving average filtering method is used for filtering processing, and the processing is simple.
- median filtering and moving average filtering are used to sequentially filter the capacity time series to obtain a basic trend of the capacity time series.
- FIG. 5 it is a schematic diagram of signals after performing median filtering and moving average filtering on the capacity time series.
- step S440 Kalman filter estimation is performed on the capacity time series using the state transition parameter and the process noise parameter to generate at least one state feature signal; the process of step S440 is similar to the process of step S130 described above.
- the system state equation under the Jerk model is used as the dynamic model established by the predicted capacity time series. Therefore, the state transition matrix A corresponding to the system state equation and the process noise variance matrix Q can be directly used as The state transition parameters and the process noise parameters are Kalman filter estimates for the capacity time series to generate at least one of the following state characteristic signals: velocity, acceleration, and acceleration derivative.
- the filtering process of the Kalman filter by taking the system state equation of the capacity time series in the Jerk model as an example.
- the filtering process of the Kalman filter mainly includes two steps of state prediction and correction.
- the next state of the capacity particle is predicted using the state transition matrix A corresponding to the capacity time series in the Jerk model.
- the current system state is k, according to the state transition matrix A, Predict the current state based on the previous state of the system.
- k-1) is the result of prediction using the previous state
- k-1) is the optimal result of the previous state
- U(k) is the current state.
- a T Represents the transposed matrix of A, where Q is the system's process noise variance matrix.
- H the measurement matrix
- Kg Kalman Gain
- Kg P(k
- the entire Kalman filter estimation can be completed, and state characteristic signals such as the position, velocity, acceleration, and derivative of the acceleration time series are extracted.
- state characteristic signals are relatively stable signals and are more able to reflect the main features of the trend of the time series of capacity.
- step S450 the capacity time series is segmented according to the at least one state feature signal, and the corresponding at least one segment point is determined.
- the processing of step S450 is similar to the processing of the foregoing step S140.
- the system state equation under the Jerk model is used as the dynamic model established by the predicted capacity time series. Therefore, the state signal of the generated capacity state signal can be estimated by the Kalman filter under the capacity time series of the Jerk model: A signal including a velocity, an acceleration, and an acceleration derivative, segmenting the time series of capacity, and determining a corresponding at least one segmentation point.
- the present embodiment provides a specific segmentation method, including the method steps shown in FIG. 6.
- FIG. 6 is a flowchart of a method for determining a segmentation point according to a state feature signal according to the present invention
- At step S610 at least one phase change signal region in which the presence of the velocity, acceleration, and acceleration derivative signals obtained by the Kalman filter is estimated is determined.
- the estimated value of the Kalman filter does not match the capacity time series data due to the transition phase between adjacent two patterns in the capacity time series, ie near the segmentation point.
- the Kalman filter realizes the matching estimation by adjusting its own state parameters, which causes the vicinity of the segmentation point to be significantly different from the state characteristic signal of the system state in the adjacent pattern.
- the state characteristic signals have distinct signal numbers.
- a phase change point or a segmentation suspect point an area composed of these phase change points or segmentation suspect points is called a phase change signal area.
- the signal in the phase change signal region has distinct characteristics (such as "fluctuation” characteristics) from the signals in the adjacent pattern, the signal can be mathematically analyzed to determine at least one phase change signal region.
- This embodiment provides a statistical analysis method for performing a significant analysis of high-order state characteristic signals such as velocity, acceleration, and acceleration derivative of a system state extracted by a Kalman filter, and detecting a segmentation suspect point from a probabilistic angle. And then using the obtained segmentation suspect points to determine the phase change signal region.
- high-order state characteristic signals such as velocity, acceleration, and acceleration derivative of a system state extracted by a Kalman filter
- the method of statistical analysis includes the following steps:
- Step 1 for at least one of the signals of the speed, acceleration, and acceleration derivatives obtained by the Kalman filter after the capacity time series is calculated, using two consecutive sliding windows of the same length to calculate each sliding window in time point order.
- the variance or mean of the internal signal is
- the width of the two sliding windows to be 24, then the first pair of slidings calculated in chronological order
- the windows are 1 to 24 and 25 to 48, respectively, and the variance or mean of all the capacities in the corresponding time series of the two windows are calculated.
- the two sliding windows are moved backward in the order of time, that is, the second pair of sliding windows are respectively 2 to 25, 26 to 49, ..., and sequentially move to the last time point, and each of the two sliding windows is calculated.
- the variance or mean of the internal signal is calculated.
- Step 2 If the probability that the variance or the mean value of the signals in the two sliding windows are different is greater than the preset corresponding probability threshold, mark the middle point of the two consecutive sliding windows as a segmentation suspect point.
- the principle of determining a segmentation suspect point is determined according to the degree of difference between two variances or mean values in each pair of windows obtained.
- the test for different variances often uses the F test for the mean value.
- Different tests often use T test or displacement test. The following tests are performed separately for the two parameters.
- the probability of Y 1 and Y 2 vector variance can be obtained by mathematical analysis such as vartest2 function in Matlab. Find the probability that the variances of the two samples of Y 1 and Y 2 are different. When the probability of the two variances is greater than the preset corresponding probability threshold, such as 0.99, the variance of the data in the two sliding windows is considered to be different.
- the middle point of two consecutive sliding windows is a segmentation suspect point.
- the intermediate point of the first pair of sliding windows for a sliding window length of 24 may be any of 24, 25.
- the probability that the mean values of Y 1 and Y 2 vectors are the same is obtained, and the probability that the mean values of the two samples of Y 1 and Y 2 are different can be obtained.
- the corresponding probability threshold such as 0.99, considers the mean values of the data in the two sliding windows to be different, and determines that the intermediate point of the two consecutive sliding windows is a segmentation suspected point.
- the intermediate point of the first pair of sliding windows for a sliding window length of 24 may be any of 24, 25.
- At least one segmentation suspect point in the capacity time series can be determined by the above-described different test of the difference and the test with different mean values. As shown in Fig. 7, Fig. 8, and Fig. 9, the variance analysis of the velocity, acceleration, and acceleration derivatives of the capacity time series is shown. The identified segmentation suspect points, as can be seen from the figure, the segmentation suspect points are unevenly distributed throughout the capacity time series, but concentrated in the "fluctuation" signal region of the transition segment.
- step 3 a signal region composed of a plurality of consecutive segmentation suspect points is determined as a phase change signal region of the capacity time series.
- the signal in which the phase change actually occurs may be spread throughout the time series of the capacity, especially during the transition phase between the two adjacent patterns. Therefore, it is more reasonable to select a plurality of consecutive segmentation suspect points obtained by the detection, and the signal regions composed of the segmentation suspect points are used as a phase change signal region of the capacity time series. Specifically, the determined position of the phase change signal region can also be locked by setting the number of consecutive segmentation suspect points required to determine a phase change signal region and the spacing condition between the two consecutive segments of the suspect segment.
- the capacity time series is segmented according to the determined at least one phase change signal region, and the corresponding at least one segment point is determined.
- any point in the region can be selected as the segmentation point.
- the segmentation suspect point corresponding to the maximum value or the maximum value of the difference between the variances of the variances of the signals in the corresponding two sliding windows in each phase change signal region may be determined as one point.
- the change of the signal may be "fluctuated" by default; or the intermediate point in each phase change signal region is determined as a segmentation point.
- the rules determined by the segmentation points are not limited.
- the determination of the segmentation point in the capacity time series is completed.
- the object characterized by the segmentation point is the state characteristic signal of the capacity time series, including: velocity, acceleration and acceleration derivative signals, then which signal is determined Is the segmentation point more accurate?
- the present embodiment introduces the concept of precision and recall. Take the phase transition point (segmented suspect point) obtained by analysis of variance as an example, which is defined as follows:
- the total number of true phase transition points detected by the variance analysis is the total number of segmentation points of the final determined capacity time series; the total number of points detected by the variance analysis is the total number of segmentation suspect points; It is expected that the total number of phase change points detected is artificially specified by observing the basic trend of the sample and is constant. The higher the precision, the more the actual phase change points detected, the greater the recall rate, indicating that the number of phase change points that can be detected by variance analysis is more.
- the acceleration derivative signal can be used for the variance analysis when the segmentation point determination of the capacity time series is actually performed.
- the results are segmented to ensure that the capacity prediction model generated later is more accurate.
- the derivative signals for velocity, acceleration and acceleration can be detected by analysis of variance, the detection results of different signals have advantages and disadvantages. After testing a large number of data samples, it is found that the acceleration is generally When the derivative signal of acceleration is analyzed by variance, the detection result is better. Therefore, in the present embodiment, it is preferable to perform capacity prediction on the basis of segmentation of the derivative signal of acceleration or acceleration.
- step S480 the capacity of the future time is predicted based on at least one segment point determined in the capacity time series.
- the processing of step S480 is similar to the processing of the aforementioned step S150.
- the embodiment shows a specific implementation manner for predicting the capacity of the future time, that is, including steps S481 to S482:
- Step S481 using the last segment point in the capacity time series as a starting point, linearly or nonlinearly fitting the data of the subsequent capacity time series to generate a capacity prediction model; step S482: predicting the future time according to the capacity prediction model Capacity is predicted.
- the capacity time series of the corresponding position after filtering by the Kalman filter may also be fitted to generate a capacity prediction model.
- steps S491 to S492 may be further performed to determine the reasonableness and accuracy of the generated capacity prediction model.
- step S491 a goodness of fit evaluation is performed on the generated capacity prediction model.
- the goodness of fit is often used for evaluation.
- the variance analysis of the acceleration signal in Fig. 8 is performed by linear regression method using R 2 as the evaluation standard.
- the four stages of the time series obtained by the segmentation are fitted, and the goodness of fit and the serial number of the corresponding stage are shown in Table 2.
- step S492 if the evaluation value obtained by the goodness of fit evaluation is greater than the preset goodness-of-fit threshold, the processing operation of predicting the capacity of the future time according to the capacity prediction model is triggered.
- the preset goodness of fit threshold may be 0.99.
- the last stage (stage 4) capacity time series generation capacity prediction model is described in the present embodiment.
- the default is that in the near future period, the capacity changes with a greater probability of increasing the phase of the last stable change. Therefore, the last segmentation point in the capacity time series is selected as the starting point, and the curve or straight line fitting of the subsequent data can make more reasonable and accurate prediction of the capacity data in the future.
- Table 3 shows the statistical results of the predicted value obtained by predicting the data in the last stage from the capacity prediction model generated by the last stage data in the capacity time series shown in Fig. 10 and the true value of the stage.
- Prediction point actual value Predictive value error Relative error(%) 1501 19405616 19626584 220967.71 1.14 1502 19402632 19646480 243847.92 1.26 1503 19401049 19666376 265327.13 1.37 1504 19399736 19686272 286536.34 1.48 1505 19396443 19706169 309725.55 1.60 1506 19394328 19726065 331736.76 1.71
- x is the position of the predicted point (corresponding to the time node)
- y is the capacity value.
- the error is the difference between the predicted value and the true value
- the relative error error / true value.
- the Kalman filter-based capacity prediction method extracts the corresponding state transition matrix A and the process noise variance matrix by taking the system state equation under the Jerk model as an example on the basis of the method embodiment shown in FIG. Q to realize the Kalman filter estimation of the capacity time series; the high-order state characteristic signals estimated by the Kalman filter, such as the derivative of velocity, acceleration and acceleration, segment the capacity time series; finally, the last segment The point is the starting point, and the subsequent capacity time series is fitted to generate a capacity prediction model to predict the capacity in the future time period. Improve the accuracy of the forecast.
- FIG. 11 is a schematic structural diagram of an embodiment of a Kalman filter-based capacity prediction system according to the present invention, which can be used to perform the method steps of the embodiment shown in FIG. 1.
- the Kalman filter-based capacity prediction system specifically includes an acquisition module 111, an establishment extraction module 112, an estimation generation module 113, a segmentation module 114, and a prediction module.
- Block 115 wherein:
- An obtaining module 111 configured to acquire a capacity time series of the object to be predicted
- An extraction module 112 is configured to establish a dynamic model for the capacity time series, and extract state transition parameters and process noise parameters of the dynamic model;
- the estimation generating module 113 is configured to perform Kalman filter estimation on the capacity time series by using the state transition parameter and the process noise parameter to generate at least one state feature signal;
- the segmentation module 114 is configured to segment the capacity time series according to the at least one state feature signal, and determine a corresponding at least one segment point;
- the prediction module 115 is configured to predict the capacity of the future time according to the at least one segment point determined in the capacity time series.
- the Kalman filter-based capacity prediction system constructs a dynamic model by acquiring the time series of the capacity, and then uses a Kalman filter to filter and estimate the capacity time series under the dynamic model to generate at least one state feature signal.
- the segmentation of the generated state feature signal is performed, and the capacity of the future time is predicted according to the segmentation point, thereby improving the accuracy of the prediction.
- FIG. 12 is a schematic structural diagram of another embodiment of a Kalman filter-based capacity prediction system according to the present invention, which may be regarded as a specific implementation structure of the embodiment shown in FIG. Method steps.
- the Kalman filter-based capacity prediction system includes an acquisition module 111, an establishment extraction module 112, an estimation generation module 113, a segmentation module 114, and a prediction module 115, and is the same as the corresponding module in FIG.
- the Kalman filter-based capacity prediction system shown in FIG. 12 may further include a pre-processing module 116 for filtering the capacity time series by using median filtering and/or moving average filtering to generate a filtered Capacity time series.
- the above dynamic model may include at least one of a constant velocity (CV) model, a constant acceleration (CA) model, a Singer model, a “current” statistical model, and a Jerk model.
- CV constant velocity
- CA constant acceleration
- Singer model a Singer model
- current statistical model a “current” statistical model
- Jerk model a Jerk model
- the foregoing establishment extraction module 112 can also be used to:
- the foregoing estimation generating module 113 is further configured to:
- the state transition matrix A and the process noise variance matrix Q are used to perform Kalman filter estimation on the capacity time series, and generate at least one state feature signal as follows: velocity, acceleration, and acceleration derivative.
- segmentation module 114 is further configured to:
- At least one of the velocity, acceleration, and acceleration derivatives obtained by estimating the Kalman filter according to the capacity time sequence segments the capacity time series and determines a corresponding at least one segmentation point.
- the segmentation module 114 may include:
- a determining unit 1141 configured to determine at least one phase change signal region of the presence of the speed, acceleration, and acceleration derivative signals obtained by the Kalman filter after the capacity time series is determined;
- the segmentation unit 1142 is configured to segment the capacity time series according to the determined at least one phase change signal region, and determine a corresponding at least one segmentation point.
- determining unit 1141 is further configured to:
- a signal region composed of a plurality of consecutive segmentation suspect points is determined as a phase change signal region of the capacity time series.
- segmentation unit 1142 is further configured to:
- segmentation suspect points corresponding to the maximum value or the maximum value of the differences among the variances of the variances of the signals in the corresponding two sliding windows in each phase change signal region are determined as one segmentation point.
- segmentation unit 1142 is further configured to:
- the intermediate point in each phase change signal region is determined as a segmentation point.
- the prediction module 115 may further include:
- the prediction model generating unit 1151 is configured to perform linear or nonlinear fitting on the data of the subsequent capacity time series by using the last segmentation point in the capacity time series as a starting point to generate a capacity prediction model;
- the prediction unit 1152 is configured to predict the capacity of the future time according to the capacity prediction model.
- the method further includes:
- a goodness-of-fit evaluation module 117 is configured to perform a goodness-of-fit evaluation on the generated capacity prediction model
- the triggering module 118 is configured to: if the evaluation value obtained by the goodness of fit evaluation is greater than a preset goodness-of-fit threshold, trigger the prediction unit to perform a processing operation of predicting the capacity of the future time according to the capacity prediction model.
- FIG. 4, FIG. 5 and FIG. 6 can be performed by the corresponding functional modules in FIG. 11 to FIG. 15, and the principle of the steps is not described herein.
- the Kalman filter-based capacity prediction system extracts the corresponding state transition matrix A and the process noise variance matrix by taking the system state equation under the Jerk model as an example on the basis of the system embodiment shown in FIG. Q to realize the Kalman filter estimation of the capacity time series; the high-order state characteristic signals estimated by the Kalman filter, such as the derivative of velocity, acceleration and acceleration, segment the capacity time series; finally, the last segment The point is the starting point, and the subsequent capacity time series is fitted to generate a capacity prediction model to predict the capacity in the future time period. Improve the accuracy of the forecast.
- FIG. 16 is a schematic structural diagram of an embodiment of a computer device according to the present invention.
- a computer device can be used to implement the Kalman filter-based capacity prediction method provided in the above embodiments. Specifically:
- Computer devices may vary considerably depending on configuration or performance, and may include one or more processors (such as Central Processing Units, CPU) 710 and memory 720.
- the memory 720 can be short-term storage or persistent storage.
- One or more programs may be stored in the memory 720, and each program may include a pair of computer devices Column instruction operation.
- the processor 710 can communicate with the memory 720 to perform a series of instruction operations in the memory 720 on the computer device.
- the memory 720 also stores data of one or more operating systems, such as Windows ServerTM, Mac OS XTM, UnixTM, LinuxTM, FreeBSDTM, and the like.
- the computer device may also include one or more power sources 730, one or more wired or wireless network interfaces 740, one or more input and output interfaces 750, and the like.
- the computer device includes one or more processors 710, memory 720, and one or more programs, one or more programs stored in memory 720, and configured to be executed by one or more processors. 710 executing instructions included in one or more programs for performing a Kalman filter-based capacity prediction method: acquiring a capacity time series of the object to be predicted; establishing a dynamic model for the capacity time series, and extracting the dynamic model a state transition parameter and a process noise parameter; performing a Kalman filter estimation on the capacity time series using the state transition parameter and the process noise parameter to generate at least one state feature signal; and the capacity according to the at least one state feature signal.
- the time series is segmented and the corresponding at least one segmentation point is determined; the capacity of the future time is predicted based on the at least one segmentation point determined in the capacity time series.
- the memory 720 further includes an instruction to perform filtering processing on the capacity time series by median filtering and/or moving average filtering to generate the filtered capacity time series.
- the dynamic model includes at least one of a constant velocity (CV) model, a constant acceleration (CA) model, a Singer model, a “current” statistical model, and a Jerk model.
- CV constant velocity
- CA constant acceleration
- Singer model a Singer model
- current statistical model a “current” statistical model
- Jerk model a Jerk model
- the memory 720 further includes an instruction to: construct a system state equation of the capacity time series under the Jerk model, and extract a state transition matrix A and a process noise variance matrix Q corresponding to the system state equation.
- the memory 720 further includes an instruction to perform Kalman filter estimation on the capacity time series by using the state transition matrix A and the process noise variance matrix Q, and generate at least one state feature signal as follows : Speed, acceleration and acceleration derivatives.
- the memory 720 further includes an instruction to: process the speed, acceleration, and addition obtained by the Kalman filter according to the capacity time series. At least one of the velocity characteristics signals segments the capacity time series and determines a corresponding at least one segmentation point.
- the memory 720 further includes an instruction to: determine at least one of the signals of the speed, acceleration, and acceleration derivatives obtained by the Kalman filter after the capacity time series is determined to be at least one of its existence a phase change signal region; segmenting the capacity time series according to the determined at least one phase change signal region, and determining a corresponding at least one segment point.
- the memory 720 further includes an instruction to: use at least one of the signals of the speed, acceleration, and acceleration derivatives obtained by the Kalman filter after the capacity time series, using two consecutive and The sliding windows of the same length calculate the variance or mean of the signals in each of the two sliding windows in time-point order; if the probability of the variance or the mean of the signals in the two sliding windows is different than the preset corresponding probability threshold, Then marking an intermediate point of the two consecutive sliding windows as a segmentation suspect point; determining a signal region composed of a plurality of consecutive segmentation suspect points as one phase change signal region of the capacity time series.
- the memory 720 further includes an instruction to: perform, in each of the phase change signal regions, a difference between a maximum value or a mean value of a difference between variances of signals in the corresponding two sliding windows The segmentation suspect point corresponding to the maximum value is determined as a segmentation point.
- the memory 720 further includes an instruction to: determine an intermediate point in each of the phase change signal regions as a segmentation point.
- the memory 720 further includes an instruction to: perform a linear or nonlinear fitting on the data of the subsequent capacity time series by using the last segmentation point in the capacity time series as a starting point a capacity prediction model; predicting the capacity of the future time based on the capacity prediction model.
- the memory 720 further includes an instruction to: perform a goodness-of-fit evaluation on the generated capacity prediction model; if the evaluation value obtained by the goodness of fit evaluation is greater than a preset goodness-of-fit threshold And triggering the processing operation of predicting the capacity of the future time according to the capacity prediction model.
- the computer device constructs dynamics by acquiring the time series of capacity
- the model uses the Kalman filter to filter the capacity time series under the dynamic model to generate at least one state feature signal; segment the generated state feature signal, and predict the capacity of the future time according to the segmentation point, and improve The accuracy of the prediction.
- the present invention extracts the corresponding state transition matrix A and the process noise variance matrix Q by using the system state equation in the Jerk model as an example to realize Kalman filter estimation for the capacity time series; the high order estimated by the Kalman filter is obtained.
- State characteristic signals such as velocity, acceleration, and acceleration derivatives, segment the time series of capacity; finally, starting with the last segmentation point, fitting the subsequent capacity time series to generate a capacity prediction model for the future The capacity within the time period is predicted. Improve the accuracy of the forecast.
- the above method and apparatus according to the present invention may be implemented in hardware, firmware, or as software or computer code that may be stored in a recording medium such as a CD ROM, RAM, floppy disk, hard disk, or magneto-optical disk, or implemented.
- the network downloads computer code originally stored in a remote recording medium or non-transitory machine readable medium and stored in a local recording medium so that the methods described herein can be stored using a general purpose computer, a dedicated processor or programmable
- Such software processing on a recording medium of dedicated hardware such as an ASIC or an FPGA.
- a computer, processor, microprocessor controller or programmable hardware includes storage components (eg, RAM, ROM, flash memory, etc.) that can store or receive software or computer code, when the software or computer code is The processing methods described herein are implemented when the processor or hardware is accessed and executed. Moreover, when a general purpose computer accesses code for implementing the processing shown herein, the execution of the code converts the general purpose computer into a special purpose computer for performing the processing shown herein.
Abstract
Description
信号 | 查准率 | 查全率 |
速度 | 71.4 | 100 |
加速度 | 71.4 | 100 |
加速度的导数 | 100 | 100 |
阶段序号 | 拟合优度 |
1 | R2=0.999293 |
2 | R2=0.997479 |
3 | R2=0.991105 |
4 | R2=0.997525 |
预测点 | 真实值 | 预测值 | 误差 | 相对误差(%) |
1501 | 19405616 | 19626584 | 220967.71 | 1.14 |
1502 | 19402632 | 19646480 | 243847.92 | 1.26 |
1503 | 19401049 | 19666376 | 265327.13 | 1.37 |
1504 | 19399736 | 19686272 | 286536.34 | 1.48 |
1505 | 19396443 | 19706169 | 309725.55 | 1.60 |
1506 | 19394328 | 19726065 | 331736.76 | 1.71 |
Claims (25)
- 一种基于Kalman滤波器的容量预测方法,其特征在于,包括:获取待预测对象的容量时间序列;为所述容量时间序列建立动力学模型,并提取所述动力学模型的状态转移参量和过程噪声参量;利用所述状态转移参量和过程噪声参量对所述容量时间序列进行Kalman滤波器估计,生成至少一个状态特征信号;根据所述至少一个状态特征信号对所述容量时间序列进行分段,并确定相应的至少一个分段点;根据在所述容量时间序列中确定的所述至少一个分段点对未来时间的容量进行预测。
- 根据权利要求1所述的方法,其特征在于,所述方法还包括:采用中值滤波和/或移动平均滤波对所述容量时间序列进行滤波处理,生成滤波后的所述容量时间序列。
- 根据权利要求1所述的方法,其特征在于,所述动力学模型包括:常速度(CV)模型、常加速度(CA)模型、Singer模型、“当前”统计模型、Jerk模型中的至少一种。
- 根据权利要求3所述的方法,其特征在于,所述为所述容量时间序列建立动力学模型,并提取所述动力学模型的状态转移参量和过程噪声参量的处理包括:构建所述容量时间序列在Jerk模型下的系统状态方程,并提取所述系统状态方程对应的状态转移矩阵A和过程噪声方差矩阵Q。
- 根据权利要求4所述的方法,其特征在于,所述利用所述状态转移参量和过程噪声参量对所述容量时间序列进行Kalman滤波器估计,生成至少一个状态特征信号的处理包括:利用所述状态转移矩阵A和所述过程噪声方差矩阵Q对所述容量时间序列进行Kalman滤波器估计,并生成至少一个如下的状态特征信号:速度、加速度和加速度导数。
- 根据权利要求5所述的方法,其特征在于,所述根据所述至少一个状态特征信号对所述容量时间序列进行分段,并确定相应的至少一 个分段点的处理包括:根据所述容量时间序列经所述Kalman滤波器估计后得到的所述速度、加速度和加速度导数中的至少一个状态特征信号对所述容量时间序列进行分段,并确定相应的至少一个分段点。
- 根据权利要求6所述的方法,其特征在于,所述根据所述容量时间序列经所述Kalman滤波器估计后得到的所述速度、加速度和加速度导数中的至少一个状态特征信号对所述容量时间序列进行分段,并确定相应的至少一个分段点的处理包括:针对所述容量时间序列经所述Kalman滤波器估计后得到的速度、加速度、加速度导数的信号中的至少一种信号,确定其存在的至少一个相变信号区域;根据确定的所述至少一个相变信号区域对所述容量时间序列进行分段,确定相应的至少一个分段点。
- 根据权利要求7所述的方法,其特征在于,所述针对所述容量时间序列经所述Kalman滤波器估计后得到的速度、加速度、加速度导数的信号中的至少一种信号,确定其存在的至少一个相变信号区域的处理包括:针对所述容量时间序列经所述Kalman滤波器估计后得到的速度、加速度、加速度导数的信号中的至少一种信号,采用两个连续且长度相同的滑动窗口按时间点顺序计算每所述两个滑动窗口内信号的方差或均值;若所述两个滑动窗口内信号的方差或均值不相同的概率大于预置的相应的概率阈值,则标记所述两个连续滑动窗口的中间点为一个分段疑似点;将由多个连续的所述分段疑似点构成的信号区域确定为所述容量时间序列的一个所述相变信号区域。
- 根据权利要求8所述的方法,其特征在于,所述根据确定的所述至少一个相变信号区域对所述容量时间序列进行分段,确定相应的至少一个分段点的处理包括:将各所述相变信号区域中,对应的所述两个滑动窗口内信号的方差 的差值中的最大值或均值的差值中的最大值所对应的所述分段疑似点确定为一个分段点。
- 根据权利要求8所述的方法,其特征在于,所述根据确定的所述至少一个相变信号区域对所述容量时间序列进行分段,确定相应的至少一个分段点的处理包括:将各所述相变信号区域中的中间点确定为一个分段点。
- 根据权利要求9或10所述的方法,其特征在于,所述根据在所述容量时间序列中确定的所述至少一个分段点对未来时间的容量进行预测的处理包括:以所述容量时间序列中最后一个所述分段点作为起始点,对其后的容量时间序列的数据进行线性或非线性拟合,生成容量预测模型;根据所述容量预测模型对未来时间的容量进行预测。
- 根据权利要求11所述的方法,其特征在于,所述方法还包括:对生成的所述容量预测模型进行拟合优度评估;若经过所述拟合优度评估得到的评估值大于预置的拟合优度阈值,则触发所述根据所述容量预测模型对未来时间的容量进行预测的处理操作。
- 一种基于Kalman滤波器的容量预测系统,其特征在于,所述系统包括:获取模块,用于获取待预测对象的容量时间序列;建立提取模块,用于为所述容量时间序列建立动力学模型,并提取所述动力学模型的状态转移参量和过程噪声参量;估计生成模块,用于利用所述状态转移参量和过程噪声参量对所述容量时间序列进行Kalman滤波器估计,生成至少一个状态特征信号;分段模块,用于根据所述至少一个状态特征信号对所述容量时间序列进行分段,并确定相应的至少一个分段点;预测模块,用于根据在所述容量时间序列中确定的所述至少一个分段点对未来时间的容量进行预测。
- 根据权利要求13所述的系统,其特征在于,所述系统还包括:预处理模块,用于采用中值滤波和/或移动平均滤波对所述容量时间 序列进行滤波处理,生成滤波后的所述容量时间序列。
- 根据权利要求13所述的系统,其特征在于,所述动力学模型包括:常速度(CV)模型、常加速度(CA)模型、Singer模型、“当前”统计模型、Jerk模型中的至少一种。
- 根据权利要求15所述的系统,其特征在于,所述建立提取模块用于:构建所述容量时间序列在Jerk模型下的系统状态方程,并提取所述系统状态方程对应的状态转移矩阵A和过程噪声方差矩阵Q。
- 根据权利要求16所述的系统,其特征在于,所述估计生成模块用于:利用所述状态转移矩阵A和所述过程噪声方差矩阵Q对所述容量时间序列进行Kalman滤波器估计,并生成至少一个如下的状态特征信号:速度、加速度和加速度导数。
- 根据权利要求17所述的系统,其特征在于,所述分段模块用于:根据所述容量时间序列经所述Kalman滤波器估计后得到的所述速度、加速度和加速度导数中的至少一个状态特征信号对所述容量时间序列进行分段,并确定相应的至少一个分段点。
- 根据权利要求18所述的系统,其特征在于,所述分段模块包括:确定单元,用于针对所述容量时间序列经所述Kalman滤波器估计后得到的速度、加速度、加速度导数的信号中的至少一种信号,确定其存在的至少一个相变信号区域;分段单元,用于根据确定的所述至少一个相变信号区域对所述容量时间序列进行分段,确定相应的至少一个分段点。
- 根据权利要求19所述的系统,其特征在于,所述确定单元还用于:针对所述容量时间序列经所述Kalman滤波器估计后得到的速度、加速度、加速度导数的信号中的至少一种信号,采用两个连续且长度相同的滑动窗口按时间点顺序计算每所述两个滑动窗口内信号的方差或 均值;若所述两个滑动窗口内信号的方差或均值不相同的概率大于预置的相应的概率阈值,则标记所述两个连续滑动窗口的中间点为一个分段疑似点;将由多个连续的所述分段疑似点构成的信号区域确定为所述容量时间序列的一个所述相变信号区域。
- 根据权利要求20所述的系统,其特征在于,所述分段单元还用于:将各所述相变信号区域中,对应的所述两个滑动窗口内信号的方差的差值中的最大值或均值的差值中的最大值所对应的所述分段疑似点确定为一个分段点。
- 根据权利要求20所述的系统,其特征在于,所述分段单元还用于:将各所述相变信号区域中的中间点确定为一个分段点。
- 根据权利要求21或22所述的系统,其特征在于,所述预测模块包括:预测模型生成单元,用于以所述容量时间序列中最后一个所述分段点作为起始点,对其后的容量时间序列的数据进行线性或非线性拟合,生成容量预测模型;预测单元,用于根据所述容量预测模型对未来时间的容量进行预测。
- 根据权利要求23所述的系统,其特征在于,所述系统还包括:拟合优度评估模块,用于对生成的所述容量预测模型进行拟合优度评估;触发模块,用于若经过所述拟合优度评估得到的评估值大于预置的拟合优度阈值,则触发所述预测单元执行根据所述容量预测模型对未来时间的容量进行预测的处理操作。
- 一种计算机设备,其特征在于,包括:一个或多个处理器;存储器;一个或多个程序,所述一个或多个程序存储在所述存储器中,且经配置以由所述一个或者多个处理器执行所述一个或者多个程序包含的用于执行基于Kalman滤波器的容量预测方法的指令:获取待预测对象的容量时间序列;为所述容量时间序列建立动力学模型,并提取所述动力学模型的状态转移参量和过程噪声参量;利用所述状态转移参量和过程噪声参量对所述容量时间序列进行Kalman滤波器估计,生成至少一个状态特征信号;根据所述至少一个状态特征信号对所述容量时间序列进行分段,并确定相应的至少一个分段点;根据在所述容量时间序列中确定的所述至少一个分段点对未来时间的容量进行预测。
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EP15849818.8A EP3279819B1 (en) | 2015-04-03 | 2015-09-07 | Method, system and computer device for capacity prediction based on kalman filter |
JP2016526273A JP6343001B2 (ja) | 2015-04-03 | 2015-09-07 | カルマンフィルタに基づく容量予測方法、システム及びコンピュータ機器 |
KR1020167011244A KR101829560B1 (ko) | 2015-04-03 | 2015-09-07 | 칼만 필터를 기반으로 하는 용량 예측 방법, 시스템 및 컴퓨터 장치 |
US15/033,604 US10437942B2 (en) | 2015-04-03 | 2015-09-07 | Kalman filter based capacity forecasting method, system and computer equipment |
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