matlab 随机脉冲,MATLAB离散脉冲时间序列的随机性检验的方法与实现

摘要：时间序列的随机性一共包含三种：平稳性、周期性和正态性，而对于时间序列随机性的分析与检验则反应出了序列内无序的数据在一定程度上的分布规律。通过检验可以确定一组序列的基本特征从而对未知部分的数据做出相应的预测，进一步可以采取控制与调整，而这些具有重要的现实意义。本文通过采用单位根检验法、自相关函数检验法和K-S检验法来检验所选数据序列的随机性，并通过结果来对所采用的方法的检验准确度以及适用性进行验证。在检验过程中使用到了MATLAB软件进行模拟仿真，以输出图像的形式来直观的体现对数据进行处理后的前后对比变化，使检验过程更加清晰，也能够更加简洁的体现序列所符合的特性。48651

毕业论文关键词：随机性；平稳性；周期性；正态性；

The method and implementation in the randomness test of discrete pulse time series

Abstract: There are three kinds of randomness in time sequence : stationarity,periodicity and normality. To a certain extent, the analysis and inspection of randomness reflect the distribution’s laws between the unordered data. Through the test, we can determine the basic characteristics of a set of sequences and forecast the unknown part of the data. And the realistic significance of this is that we can control and adjust the steps according to the detection results. We test the randomness of sequence through three methods: the Unit Root test、Autocorrelation function test and K-S test. Besides, we also check up the accuracy and applicability according to the test of sequence. In the test, in order to make the process more clear, we use the MATLAB to intuitive simulate and display the treatment of data, then gives a comparison of results before and after treatment. The characteristic of sequence will be embodied more conciser.

Keywords:Randomness; Stability; Periodicity; Normality;

目录

摘要i

Abstracti

目录ii

1 绪论1

1.1 课题介绍及背景1

1.2 国内外研究水平以及现状2

1.3 离散随机信号概述3

1.4 本文主要内容4

2 信号环境研究及建模5

2.1 建模环境5

2.2 数据可视化5

3 离散信号的平稳性检验11

3.1 什么是信号的平稳性11

3.2 平稳性检验的方法11

3.3 单位根检验的理论依据13

3.4 检验的模拟与显示14

4 离散信号的周期性检验20

4.1 周期性信号20

4.2 周期性检验的方法20

4.3 自相关函数法检验周期性21

5 离散信号的正态性检验26

5.1 正态分布26

5.2 正态分布的检验26

5.3 正态性检验的模拟与显示27

6 总结31