TIME SERIES FORECASTING USING SPECTRAL TECHNIQUE

摘要

A system and method provide spectral forecasting using a time series data set, wherein the time series data set includes one or more seasonality patterns, the system comprising a data collection module, wherein the data collection module is configured to record one or more recordings. Further, the system includes a filter, wherein the filter is configured to clean the one or more recordings made by the data collection module. Furthermore, the system includes a time series historian configured to store the cleaned one or more recordings as a time series data set. In addition, the system includes a determination module, the determination module comprising one or more processors and a non-transitory memory containing instructions that, when executed by said one or more processors, cause said one or more processors to perform a set of steps.

主权项

1. A system for spectral forecasting using a time series data set, wherein the time series data set includes one or more seasonality patterns, the system comprising:
a data collection module, wherein the data collection module is configured to record one or more recordings; a filter, wherein the filter is configured to clean the one or more recordings made by the data collection module; a time series historian configured to store the cleaned one or more recordings as a time series data set; and a determination module, wherein the determination module comprises:
one or more processors; anda non-transitory memory containing instructions that, when executed by said one or more processors, cause said one or more processors to perform a set of steps comprising:subtracting the mean of the time series data set from each element of the time series data set for making the time series data set mean centric;detrending the mean centric time series data set;obtaining a power spectrum of the de-trended mean centric time series data set;selecting a set of frequencies from the power spectrum of the mean centric time series data set, wherein the selecting of the set of frequencies is done based on energy of the frequencies, the energy being the highest in the power spectrum;reconstructing the time series data set from selected set of frequencies; anddetermining the cycle of optimal periodicity from the reconstructed time series.