We find that the series can be more accurately characterized as a segmented trend stationary process around one structural break as opposed to a stochastic unit root process.
在考虑经济结构变化的基础上,对中国居民消费时序列是具有单位根的非平稳还是分段趋势平稳进行研究,结果发现该时序列是围绕着1个结构断点的分段趋势平稳。
By analyzing the PTT sequence,we obtain the following results:1) using the average heartbeat frequency as resampling rate can both reach the goal of uniform sampling and ensure that the original PTT sequence is not distorted;2) comparing with the methods of smoothness prior approach(SPA)and empirical mode decomposition(EMD),the method of WFC can obtain a better detrending result.
试验结果表明:1)采用平均心动频率作为重采样率,可以保证在信号不失真的情况下达到均匀采样的目的;2)相比于平滑先验(SDA,smoothness prior approach)方法和经验模态分解(EMD,empirical mode decomposition)方法,WFC方法得出了较好的去除非平稳趋势效果,同时在处理大数据量序列时有更高的运行效率。
