Application of X-11-ARIMA model in post-processing of GNSS positioning data
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摘要: 定位数据分析及后处理是卫星导航定位系统在测绘和地灾监测应用中的关键环节. 通常,在卡尔曼滤波处理定位数据后得到的平滑数据,能够剔除噪声干扰得到贴近真值的数据. 但在长时间跨度的情况下,周期性发生的干扰难以在短时间内被识别和滤除,从而反映为一种频率较低的噪声波动. 假设该波动干扰存在周期性,以X-11分解时间序列分析方法进行数据处理,平滑后定位数据的方差从4.733减小至2.683,精度提高了43.3%. 并对拆分数据进行差分自回归移动平均模型(ARIMA)建模预测. 还原数据对比直接预测数据的分析结果表明:拆分后分别预测再整合还原精度高于直接预测5%~10%,可以应对平滑处理实时性差的问题.
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关键词:
- 全球卫星导航系统(GNSS) /
- 后处理 /
- 差分自回归移动平均模型(ARIMA) /
- X-11分解 /
- 时间序列分析 /
- 季节性
Abstract: Positioning data analysis and post-processing is essential part in the application of Global Navigation Satellite System in S/M and geological hazard monitoring and forecast project. Generally, the smooth data obtained after the Kalman filter processes the positioning data can eliminate noise interference and obtain data close to the true value. However, in the case of a long-term span, the periodic interference is difficult to identify and filter out in a short time, which is reflected as a kind of lower frequency noise fluctuation. This paper assumes that the fluctuation interference is periodic, and uses the X-11 decomposition time series analysis method for data processing. After smoothing, the variance of the positioning data is reduced from 4.733 to 2.683, and the accuracy is increased by 43.3%. And perform autoregressive integrated moving average mode (ARIMA) modeling and prediction on the split data. When compare the restored data with the direct prediction data, we can draw the conclusion that the accuracy of the separate prediction and integration restoration is basically higher than that of the direct prediction by 5% to 10%, so as to deal with the problem of poor real-time smoothing. -
表 1 数据样本分类
数据来源 数据总量 日期 串丝斜坡 369 2021-02-17—2021-02-24 遵义边坡 2816 2019-05-22—2019-07-01 贵黄边坡 2600(截取) 2018-01-07—2021-01-07 表 2 预测模型
数据样本 原始数据 趋势项 不规则项 串丝斜坡 (1, 1, 2) (2, 0, 2, 13) (3,1,3) (0,0,2) 遵义边坡 (3, 1, 1) (3, 0, 0, 13) (3,1,1) (0,0,3) 贵黄边坡 (3, 1, 1) (3, 0, 0, 13) (3,1,0) (0,0,2) 表 3 直接预测与拆分后预测效果对比
数据
来源误差
算法直接
拟合拆分
拟合改进
程度/%6步直接
预测6步拆分
预测改进
程度/%12步直接
预测12步拆分
预测改进
程度/%串丝斜坡 MAE 0.814 0.649 −20.30 1.159 0.650 −43.9 1.401 0.803 −42.7 MSE 1.133 0.792 −30.10 1.648 0.493 −70.1 2.295 1.036 −54.9 RMSE 1.064 0.890 −16.40 1.283 0.702 −45.3 1.515 1.018 −23.8 MAPE 2.855 2.263 −20.70 4.514 0.602 −86.7 3.545 1.478 −58.3 遵义边坡 MAE 1.900 1.736 −8.63 0.757 1.242 64.1 1.270 1.737 36.8 MSE 7.421 6.453 −13.04 0.907 1.776 95.8 2.878 4.278 48.6 RMSE 2.724 2.540 −6.75 0.952 1.332 39.9 1.697 2.068 21.9 MAPE 0.029 0.026 −10.34 0.403 0.762 89.1 0.644 0.829 28.7 贵黄边坡 MAE 0.976 0.955 −2.15 0.762 0.708 −29.2 1.286 1.469 14.2 MSE 1.549 1.478 −4.58 1.013 0.791 −21.9 2.922 3.748 28.2 RMSE 1.245 1.216 −2.33 1.006 0.889 −11.6 1.710 1.936 13.2 MAPE 0.633 1.450 129.10 0.404 0.382 −5.4 0.652 0.648 −0.4 -
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