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Quant版 - 急问一道题目,谢谢大家了,是一个搞能源金融的公司出的题目,
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y*********m
发帖数: 33
1
大家给些思路吧,我能想出来的就只有用filter,但我不是统计背景的,所以真的不知道怎么用filter,大家谁能告诉一些用filter的细节,我将感激不尽,真的急啊。谢谢了
A data file contains time series energy consumption data for a home over a
one month duration sampled at 1 second granularity
Format - Each line contains a tuple , like
below:
1312182000,1322
1312182001,1322
1312182002,1328
...
The timezone is PDT and the energy readings are in Watts.
The Data:
This is aggregate energy consumption data for one home that contains the
following main appliances,
* Central AC 1 - The most common repeating pulse. (At about 2.5 KW
amplitude and a width of about 10 minutes)
* Central AC 2 - Another repeating pulse but less frequent (At about 4
KW amplitude and > 30 minute width)
* Pool Pump - Runs for a duration of about 3 hours at 1.5 KW amplitude.
Starts at the same time everyday.
* Refrigerator - This is the smallest amplitude repeating pulse at < 200
W
If you are plotting the time series you should be able to spot all of the
above 4 quite easily.
The Challenge:
Process the above data to extract the energy consumption time series for
individual appliances listed above.
Provide a summary detailing,
* Techniques used (Brief note desribing why)
* Insights acquired while working on this data
* Interesting visualizations / observations
* Computational complexity of your technique(s)
* How would you solve this if you weren't provided the appliance
descriptions for the home?
G******e
发帖数: 229
2
You may try Fourier analysis to decompose the time series as the sum of 4
periodical functions.The time complexity is O(N*logN), where N is the size
of the time series.
y*********m
发帖数: 33
3
首先谢谢你!
1.不过Pool Pump不是periodic的,而是一个square impluse,这个用FFT如何处理呢?
2. Refrigerator的周期也是不知道的,这个怎么用FFT呢?
能不能解释一下???谢谢了

【在 G******e 的大作中提到】
: You may try Fourier analysis to decompose the time series as the sum of 4
: periodical functions.The time complexity is O(N*logN), where N is the size
: of the time series.

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