ОБРАБОТКА ВРЕМЕННЫХ РЯДОВ С ПРИМЕНЕНИЕМ ВЕЙВЛЕТ-ПРЕОБРАЗОВАНИЙ ДЛЯ ПОВЫШЕНИЯ ТОЧНОСТИ ПРЕДСТАВЛЕНИЯ ИНФОРМАЦИИ

Abstract

The purpose of this work is development of the
 method for error decrease in information presentation
 in telecommunication systems of monitoring by means
 of filtering noise and fluctuations of levels in time series
 counts. To solve this problem there is used a method
 of wavelet processing. In particular, the decrease
 of time series fluctuation impact is carried out by
 means of the computation of approximating coefficients
 of the n-th level which corresponds to the fulfillment
 of multi-level statistical processing the values
 of time series counts and equivalent to a signal passage
 through a filter of low frequencies.
 There was developed and investigated a simulator
 and its statistical parameters of processing with a
 wavelet transformation of time series counts. It is
 shown that time series wavelet processing and the application
 of approximation coefficients of waveletdecomposition
 increase the accuracy of data presentation.
 It is also ensured at the expense of noise component
 suppression through a method of thresholding
 upon detailing coefficients of decomposition.
 In the paper there are shown investigations of
 the dependence of approximation coefficient correlation
 time upon a wavelet decomposition level. There
 was also investigated a depression dependence of noise
 components of time series count fluctuations of emission
 at the processing with the wavelet decomposition
 with obtaining approximation coefficients of different
 levels.
 The fulfilled analysis of the results of different
 criteria application and approaches to smoothing on the
 basis of threshold processing the detail coefficients of
 wavelet decomposition has shown that at smoothing
 time series there will be an optimum choice of an adaptive
 penalty threshold level. The presented results of
 smoothing with an adaptive penalty threshold have
 shown that the signal-noise ratio increased for more
 than 2.53dB in comparison with the initial one.