THE TREND PREDICTION FOR SPACECRAFT STATE BASED ON
WAVELET ANALYSIS AND TIME SERIES METHOD
HUI YU 1,2 , JUN LIU1,2 , MIN WANG1,2, SHAO-LIN HU2,3 , RONG GUO1,2
1
State Key Laboratory of Astronautic Dynamics, Xi’an 710043, China
2
Xi’an Satellite Control Center, Xi’an 710043, China
3
Key Laboratory of Fault Diagnosis and Maintance of In-Orbit Spacecraft, Xi’an 710043, China
E-MAIL: hyu@iipc.zju.edu.cn, tarawahy@163.com
Abstract:
Based on a large number of downlink telemetry data
during the spacecraft on-orbit operation, the characteristic of
spacecraft state change is obtained. It is of great significance
to realize the safe and reliable spacecraft operation
management. In order to achieve the accurate trend
prediction for a spacecraft, a hybrid prediction algorithm
using wavelet analysis and time series method is presented on
the basis of mechanism analysis and data characteristics
analysis. Firstly, wavelet analysis is introduced to make
decomposition and reconstruction calculations for downlink
telemetry signals, and non-stationary signal can be converted
to multi-layer relatively stable decomposition sequences.
Secondly, a prediction model for each decomposition level
sequence is established by using the method of time series.
Finally, the final prediction results can be obtained by adding
the predicted value of each layer. The simulation results show
that the combined model not only has higher prediction
accuracy, but also have stronger adaptability for different
forecast objects. The method can provide evidence for
improving the validity and correctness of spacecraft data
analysis and fault diagnosis.
Keywords:
Spacecraft; trend prediction; wavelet analysis; time series
method; telemetry parameter
1. Introduction
With the development of spacecraft technologies, there
are more and more complicated systems and running
environments in the spacecraft domain, which will cause
lots of failures in its application [1]. Recently, in order to
improve the safety and reliability of spacecrafts and to find
fault information timely and effectively, space experts have
performed many researches, such as the state evolution, the
process mutation detection, the fault diagnosis and life
prediction and so on with the use of large information on
the spacecraft remote sensing, remote control, orbit and
space.
978-1-4799-7208-1/14/$31.00 ©2014 IEEE
The state of the spacecrafts is usually expressed by the
telemetry parameters from the measurement of different
sensors onboard. There are massive remote sensing data for
spacecrafts during the long-running process, and the trend
prediction for remote sensing parameters is the important
evidence for analyzing spacecraft operation state, as well as
preventing the failures. How to find out the key information
of “early warning” for the reliability of spacecraft system
by using the known telemetry parameters has become a
problem to be solved.
Various of prediction methods have emerged with the
rapid development of science and technology, such as time
series analysis method, gray prediction algorithm, neural
network method, genetic algorithm, kalman filtering
method, wavelet analysis method and so on [2-4]. And
different methods have their own scope of application.
Based on the characteristics of spacecraft telemetry
parameter data, the multi-scale analysis, mechanism
analysis and time series theory are combined together. First
of all, the trend item and random item of telemetry data are
decomposed by using wavelet algorithm. Secondly, the
prediction is performed by using time series prediction
model according to the variation rule for each component.
Finally, the final prediction results are obtained by adding
the prediction of each component. This method is proved to
be practical and feasible through the analysis of engineering
data simulation and result evaluation.
2. Characteristic Analysis of Spacecraft Telemetry
Parameter
The spacecraft state is changing with the time-varying
due to the complexity of the running process, so the
telemetry data (such as the temperature of the momentum
wheel, sun sensors output and shunt current, etc.) usually
show the characteristic of multi-dimensional, time-varying
and non-stationary. The general trend and the partial
88
enlargement of a certain satellite momentum wheel where
temperature are shown in figure 1 and figure 2. z j is the decomposition scale, J is the maximum
900
800
decomposition layers, and the low-pass filter and high-pass
700 filter are respectively H and G .
600
temperature/ȭ

500 z c j 1 and d j 1 are respectively the high frequency

400
300 and low frequency signals that the original signals are under
the resolution 2( j 1) .
200
100

-100
0
The spacecraft original measurement data of equal
2.5 3 3.5
time/s
4 4.5
x 10
5
7 sampling intervals are performed by using the method of
Fig.1 The general trend curve of temperature Lagrange interpolation, which is recorded as Y : ^y1 , y2 ,`.
40 And c0 is defined as Y , then Y is decomposed into
d1 , d 2 ,, d J and cJ through formula (1) eventually.
35

30
temperature/ȭ

25
The original sequence can be reconstructed by using
the decomposed wavelet coefficients, and the
20

15

10 reconstruction formula of the wavelet coefficients are

5 shown as follows.
0
2.5 2.55 2.6 2.65 2.7
time/s
Fig.2 The partial enlargement of temperature
In figure 1 and figure 2, the temperature parameters
are changing with time and the abnormal data exists
partially. As time goes on, the data have obvious periodicity.
Therefore, the spacecraft downlink telemetry data should be
processed by using the method of non-stationary signal
analysis.
3. The Prediction Algorithm of Spacecraft Telemetry
Parameter State
3.1. Wavelet Analysis Method
Wavelet analysis [5] is a harmonic analysis method,
and the wavelet has the characteristic of good space locality,
which can not only extract the main characteristics of
signals as a whole, but also reflect the instantaneous
changes of signals in any partial time or frequency domain,
especially suitable for non-stationary and non-linear signal
processing. The general process of wavelet analysis is
shown as follows. Firstly, the signals are decomposed into
wavelet coefficients. Then the decomposed coefficients are
processed according to the requirement of the problem.
Finally, the signals are restored by using wavelet
reconstruction method. In practical use, the wavelet
transform of quick binary orthogonal discrete is usually
adopted, namely Mallat algorithm [5]. Assuming that c0 is
the discrete signal to be decomposed, then Mallat algorithm
is shown as follows.
­c j 1 Hc j ˄1˅
®  j 0,1, J
¯ d j 1 Gc j
C j H cC j 1  GcD j 1 j J  1, J  2,,1,0
2.75
2.8 2.85 2.9 2.95
7
x 10
3
˄2˅
where H c and G c are respectively the dual operators of
H and G , d1 , d 2 ,, d J and cJ are reconstructed
respectively by using formula (2), then D1 , D2 ,, DJ and
C J are obtained.
Formula (3) is shown as follows.
Y D1  D2    DJ  CJ ˄3˅
where
z D1 : ^d1c,1 , d1c, 2 , d1c,3 ,` , D2 : ^d 2c,1 , d 2c, 2 , d 2c,3 ,` ,  ,
DJ : ^d Jc ,1 , d Jc , 2 , d Jc ,3 ,` are respectively the reconstruction
results of detailed signals for layer 1, layer 2,... , layer J.
z CJ : ^ccJ ,1 , ccJ , 2 , ccJ ,3 ,` is the reconstruction result of the
approximation signal of layer J.
Thus formula (4) is shown as follows:
yi d1c,i  d 2c,i    d Jc ,i  ccJ ,i ˄4˅
where i indicates the calculation point sequence.
3.2. Time Series Modeling Method
Although the sampling interval of different telemetry
data is different, all the data are listed in accordance with
the time sequence. Therefore, time series model can be
adopted to analyze and predict. In Box-Jenkins method,
according to the stationary of time series and the
differences of the contained parts in the regression, the
stochastic time series prediction model can be classified as:
auto regression (AR) model, moving average (MA) model
and auto regression moving average (ARMA) model [3,4].
Due to the influence of long-term trend of onboard
parts, the periodicity, and the seasonal variation, the

89
telemetry data sequence are generally non-stationary time
series [3]. To deal with the problem of non-stationary trend
term, the traditional method is to set up Autoregressive
Integrated Moving Average (ARIMA) model. ARIMA
model [4] is a well-known time series prediction method,
which can firstly perform smooth processing to the
observation sequence, and then establish the prediction
model through the model identification, parameter
estimation and model testing. However, when the
differential treatment of the original time series is
performed, the relatively slow trend term is often lost.
Therefore, the trend term and stationary random sequence
should be separated, and AR model and ARMA model
should be respectively established.
3.3. State trend prediction based on wavelet analysis
and time series model
The trend prediction of spacecraft downlink telemetry
signal is performed based on wavelet analysis and time
series model. First of all, the decomposition and
reconstruction of further forecasting telemetry parameters is
calculated must be completed according to the
characteristics of the original measured signal through
suitable wavelet basis function. Different wavelet base and
shape differences and decomposition levels of the original
signal will lead to the differences of wavelet coefficient,
which directly affect the actual processing results. Secondly,
with the help of such software and tools as Eviews,
MATLAB, and so on, the data characteristic analysis and
model identification are performed, and the proper time
series forecasting model of the signal for each layer is
respectively established. Thirdly, the decomposition level
sequence is calculated and forecasted by using time series
forecasting model each layer. Finally, the prediction results
can be obtained through the weighted calculation of
predictive value for each layer. The flow chart of prediction
model is shown in figure 3.
Assuming the output of spacecraft telemetry
parameters at the period of t i is yi , the spacecraft state at
the period of ti 1 is predicted according to all the data
before the period of t i , that is to calculate yˆ i 1 .
The steps of the concrete prediction algorithm are as
follows:
(1) According to the time and frequency characteristics
of the measured signal Y : ^y1 , y2 ,`, a wavelet is selected
and the multi-scale decomposition of time series is perform,
then the trend components of the signal is analyzed, and the
decomposition scale n of multi-resolution and the
maximum decomposition layer-number J are determined.
(2) The decomposition and reconstruction of the signal
is performed by wavelet analysis, and the high frequency
sequence d nc ,i (n 1,2,3,, J ) and low frequency sequence
ccJ ,i are respectively obtained.
(3) The data stationarity tests to the sequences
d nc ,i (n 1,2,3,, J ) and ccJ ,i are respectively performed
with the use of Eviews software. And armax function in
MATLAB is used to estimate parameters. Then the
minimum models of Akaike's Information Criterion (AIC)
and FPE value are selected. And the predicted values
dˆnc ,i 1 (n 1,2,3,, J ) and cˆcJ ,i 1 of each decomposition level
are calculated by using the method of time series modeling.
(4) The J  1 predicted values dˆnc ,i1 and cˆcJ ,i1 are
performed the weighted calculation, and the final prediction
result is obtained finally. Thus formula (5) is shown as
follows:
yˆ i1 dˆ1c,i1  dˆ2c,i1    dˆ Jc ,i1  cˆcJ ,i1 ˄5˅
Spacecraft telemetry parameter
Data preprocessingǃ ȞNonstationarity
Characteristic analysis ȞTrendency
ȞPeriodicity
Wavelet decomposition
Wavelet reconstruction
High frequency part JcTO I c0 O Low frequency part
ARMA prediction ARMA prediction
Iˆ c0 O  
Jˆ cT O  
Weighted summation
Final prediction result
Fig.3 The flow chart of prediction model
4. Simulation
In this section, the momentum wheel temperature and
the north shunt current measured data of a certain satellite
are adopted to verify this algorithm.
The telemetry parameters have been performed
Augmented Dickey-Fuller verification with the use of
Eviews 7.0 software to judge the stationarity of the original
telemetry parameters. And the results are shown in table 1
and table 2. In table 1, the ADF test of a certain satellite
momentum wheel temperature data is performed. In table 2,
the ADF test of a certain satellite north shunt current data is
performed.
90
 Table 1 ADF test of the temperature data root mean square error (RMSE) of the parameter prediction
above-mentioned are presented in table 3. From the results
t-Statistic Prob.*
we can see, the algorithm given in this paper has higher
Augmented Dickey-Fuller test statistic -0.570820 0.4702 prediction accuracy.
Test critical values: 1% level -2.565733
5% level -1.940929 Table 3 prediction accuracy of the algorithm in this paper
10% level -1.616629 Temperature(ć) Current(A)
Table 2 ADF test of the current data MAE 0.2122 0.0649
RMSE 0.2731 0.0962
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.253277 0. 5951 5. Conclusions
Test critical values: 1% level -2.565541
5% level -1.940903 The prediction algorithm based on wavelet analysis
10% level -1.616646 and time series method is studied in this paper, which
Table 1 and table 2 show that the null hypothesis of introduces the segmentation function of wavelet analysis to
existing unit root cannot be rejected, which indicate that transform non-stationary original remote sensing data into
temperature sequence and current sequence are the multiple stationary series. And the smooth treatment effect
non-stationary time series. of this method is better than the traditional finite difference
The above telemetry sequence are performed the method. The changing rules of each decomposition layer
wavelet decomposition by using Daubechies wavelet. And are analyzed with the tool and software to set up the
the ARIMA (p, 0, q) models of each decomposition level corresponding time-series forecasting model. This
are respectively established and have been predicted. A algorithm is verified to have stronger adaptive capacity for
comparison is done between the predicted value and the different prediction objects by simulation calculation,
actual value. Figure 4 indicates the measured value of which can improve the validity and correctness of
momentum wheel temperature and the predicted curve. spacecraft data analysis and fault diagnosis.
Figure 5 indicates the measured value of north shunt current
and the predicted curve. Acknowledgements
36

34

32
This research was supported by the National Natural
Science Foundation of China (No.61473222, No.41274018,
temperature/Ȼ

30

28
No.61231018).
26

24

22 References
20 measured data
prediction data
18
0 500 1000 1500
series number
2000 2500 3000
[1] Hu Shaolin, Chen Rushan, Huang Liusheng, Research
Fig.4 The prediction and true curve of temperature on FDD and fault-tolerant processing for aerospace
system[J], Systems Engineering and Electronics, Vol
12
28, No. 9, pp. 1360-1364, Sep.2006.
11
[2] Sun Qiang, Yue Jiguang, Review on fault prognostic
10 methods based on uncertainty[J], Control and
current/A

9 Decision, Vol 29, No. 5, pp. 769-778, May.2014.

8 [3] Li weizheng, Meng Qiao, Fault Detection for in-orbit
7
Satellites Using an Adaptive Prediction model[J], Chin.
6
measured data
prediction data J. Space Sci., Vol 34, No. 2, pp. 201-207, Feb.2014.
0 500 1000 1500 2000 2500
series number
3000 3500 4000 4500 5000
[4] Cai Kai, Tan Lunnong, Li Chunlin, et a1, Short-term
Fig.5 The prediction and true curve of current wind speed forecasting combing time series and neural
network method[J], Power System Technology, Vol
From figure 4 and 5 we can see, in a certain error
32, No. 8, pp. 82-85, 2008.
range, the prediction curve and the measured curve are in
[5] GE Zhexue, Sha Wei, Wavelet analysis theory and
good agreement.
realize by MATLAB R2007[M], Beijing: Publising
In order to better evaluate the application effect of the
House of Electronics Industry, 2007.
prediction algorithm, the mean absolute error (MAE) and

91