RESUMO
The global navigation satellite system (GNSS) daily position time series are often described as the sum of stochastic processes and geophysical signals which allow to study global and local geodynamical effects such as plate tectonics, earthquakes, or ground water variations. In this work, we propose to extend the Generalized Method of Wavelet Moments (GMWM) to estimate the parameters of linear models with correlated residuals. This statistical inferential framework is applied to GNSS daily position time-series data to jointly estimate functional (geophysical) as well as stochastic noise models. Our method is called GMWMX, with X standing for eXogenous variables: it is semi-parametric, computationally efficient and scalable. Unlike standard methods such as the widely used maximum likelihood estimator (MLE), our methodology offers statistical guarantees, such as consistency and asymptotic normality, without relying on strong parametric assumptions. At the Gaussian model, our results (theoretical and obtained in simulations) show that the estimated parameters are similar to the ones obtained with the MLE. The computational performances of our approach have important practical implications. Indeed, the estimation of the parameters of large networks of thousands of GNSS stations (some of them being recorded over several decades) quickly becomes computationally prohibitive. Compared to standard likelihood-based methods, the GMWMX has a considerably reduced algorithmic complexity of order O { log ( n ) n } for a time series of length n. Thus, the GMWMX appears to provide a reduction in processing time of a factor of 10-1000 compared to likelihood-based methods depending on the considered stochastic model, the length of the time series and the amount of missing data. As a consequence, the proposed method allows the estimation of large-scale problems within minutes on a standard computer. We validate the performances of our method via Monte Carlo simulations by generating GNSS daily position time series with missing observations and we consider composite stochastic noise models including processes presenting long-range dependence such as power law or Matérn processes. The advantages of our method are also illustrated using real time series from GNSS stations located in the Eastern part of the USA.
RESUMO
To improve the reliability of Global Positioning System (GPS) signal extraction, the traditional variational mode decomposition (VMD) method cannot determine the number of intrinsic modal functions or the value of the penalty factor in the process of noise reduction, which leads to inadequate or over-decomposition in time series analysis and will cause problems. Therefore, in this paper, a new approach using improved variational mode decomposition and wavelet packet transform (IVMD-WPT) was proposed, which takes the energy entropy mutual information as the objective function and uses the grasshopper optimisation algorithm to optimise the objective function to adaptively determine the number of modal decompositions and the value of the penalty factor to verify the validity of the IVMD-WPT algorithm. We performed a test experiment with two groups of simulation time series and three indicators: root mean square error (RMSE), correlation coefficient (CC) and signal-to-noise ratio (SNR). These indicators were used to evaluate the noise reduction effect. The simulation results showed that IVMD-WPT was better than the traditional empirical mode decomposition and improved variational mode decomposition (IVMD) methods and that the RMSE decreased by 0.084 and 0.0715 mm; CC and SNR increased by 0.0005 and 0.0004 dB, and 862.28 and 6.17 dB, respectively. The simulation experiments verify the effectiveness of the proposed algorithm. Finally, we performed an analysis with 100 real GPS height time series from the Crustal Movement Observation Network of China (CMONOC). The results showed that the RMSE decreased by 11.4648 and 6.7322 mm, and CC and SNR increased by 0.1458 and 0.0588 dB, and 32.6773 and 26.3918 dB, respectively. In summary, the IVMD-WPT algorithm can adaptively determine the number of decomposition modal functions of VMD and the optimal combination of penalty factors; it helps to further extract effective information for noise and can perfectly retain useful information in the original time series.
