ALGORITHME POUR LA DISCRIMINATION/CLASSIFICATION
DES SÉRIES TEMPORELLES – IMPLICATIONS DANS LA GÉODYNAMIQUE

FLORIN MUNTEANU, CRISTIAN IOANA, EDMOND CRETU, CRISTIAN SUTEANU, DOREL ZUGRAVESCU
Académie Roumaine, Institut de Géodynamique, Bucarest

Recent research in the field of nonlinear hierarchic systems evolving far from equilibrium, led to the reconsidering of the concepts of noise. Evaluated qualitatively and quantitatively by means of a large number of parameters, recently rejected noise becomes an important source of information, especially useful in the theoretical and experimental studies on systems about which our a priori knowledge is sparse.
The present paper proposes an original method for the discrimination and the classification of 'noise' provided by a large class of sensors, in order to extract the possibly precious information comprised in the records on the fluctuation of geodynamic parameters in time. The method relies on the interpretation of the variance-covariance matrix associated to the collection of multivariable data which form a matrix m, x, n, with columns representing the values of the n parameters attached to each of the m signals to be processed. The discrimination capability of the method depends on the n scalars, which must be chosen in order to grasp the general statistical pattern, the degree of irregularity, the stationarity of the signal and the probable complexity of the analysed system.


Mots-clé: algorithme, bruit, classification, fractals, séries temporelles.