Time sequence multi-scale analysis method based on quantum walk

The invention discloses a time sequence multi-scale analysis method based on quantum walk. The time sequence multi-scale analysis method comprises the following steps: 1, generating a multi-scale and multi-feature sequence based on quantum walk; 2, screening feature sequences; 3, modeling and predic...

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Hauptverfasser: ZHANG YUE, PAN BINGHUANG, TENG YUHAO, YU ZHAOYUAN, SUN LINGLING
Format: Patent
Sprache:chi ; eng
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Zusammenfassung:The invention discloses a time sequence multi-scale analysis method based on quantum walk. The time sequence multi-scale analysis method comprises the following steps: 1, generating a multi-scale and multi-feature sequence based on quantum walk; 2, screening feature sequences; 3, modeling and predicting a time sequence based on regression analysis; 4, result evaluation based on a frequency domain and a time domain; and 5, experimental verification. The method has the advantages that the multi-scale features of quantum migration are applied to analysis of the time series, feature extraction methods under two rules are combined, the extracted features are combined, and a model of the original time series is established by using linear, nonlinear and time-based regression methods. The time sequence analysis method does not need pre-assumptions such as stationarity assumption and the like, and is a universal time sequence analysis method. According to the method, the change features of quantum migration in time a