Prediction interval on spacecraft telemetry data based on modified block bootstrap method

Authors:
Jiahui Luan;Jian Tang;Chen Lu
Affiliations:
School of Reliability and System Engineering, Beihang University, Beijing, China;School of Reliability and System Engineering, Beihang University, Beijing, China;School of Reliability and System Engineering, Beihang University, Beijing, China
Venue:
AICI'10 Proceedings of the 2010 international conference on Artificial intelligence and computational intelligence: Part II
Year:
2010

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Abstract

In spacecraft telemetry data prediction field, unknown residual distribution and great volatility of predicted value have hampered traditional prediction interval methods to follow forecast trend and give high-precision intervals. Hence, modified Block Bootstrap prediction interval Method is proposed in this paper. Contrast to traditional method, this method can enhance accuracy of non-stationary time series data prediction interval for its data sampling frequency can be adjusted by data character. In the end, an example is given to show the validity and practicality of this method.