چكيده لاتين
Analysis of time series of permanent GNSS stations provides researchers with valuable information about the Earth. Researchers in engineering sciences try to obtain information from measurements in a short time and at low cost using mathematical tools and probability statistics. Thus, computation time is an important component in processing time series, and researchers have conducted many studies on this subject. With the passage of time since the establishment of permanent GNSS stations, long-term time series of components (East, North, and Up) of permanent stations can be obtained, and useful information in the field of understanding the Earth can be obtained by analyzing them. Modeling time series of permanent GNSS stations is one of the goals of many researchers, which leads to a greater understanding of terrestrial phenomena. For this purpose, time series are divided into two parts: functional model and stochastic model, which can be modeled with mathematical tools such as least squares, and the significant components of each part can be identified using univariate and multivariate modes. For this purpose, the least squares harmonic analysis was used in univariate and multivariate modes to identify the components of the functional model. Also, using this method, the common component components in the multivariate mode of this method were identified and modeled. Also, by analyzing the spectrum calculated with this method, it was found that there was colored noise in the time series of permanent stations. The method of estimating variance components with the help of least squares is an efficient tool for modeling a random model. This method has the ability to estimate a random model in univariate and multivariate forms. In addition, by applying the non-negative variance constraint, the noise variance components can be estimated positively. Also, the estimated components can be validated with statistical tests, in which case the results obtained from the perspective of statistics and probabilities will also be valid. One of the disadvantages of the method of estimating variance components using least squares was the complexity of the equations and the time-consuming calculations, which were overcome by diagonalizing the variance-covariance matrices of the noises. By using the singular value decomposition (SVD) operator and applying variable transformation to the variance-covariance matrix of the noises, they are diagonalized and accelerate the calculations. By rewriting the equations, the complexity of the equations of the classical method was reduced and simplified. By applying the proposed innovation, its prominent features and advantages are preserved, and other advantages such as high speed of calculations and simple equations are added to it. The proposed variable transformation does not impose any restrictions in univariate and multivariate modes and accelerates the calculations in both modes. 500 daily time series with lengths of 5, 10, 15 and 20 years were simulated with known-colored noises and their variance components were estimated in the classical and fast modes. The calculation time of variance components in the classical univariate mode was 5950, 41800, 142950 and 357750 seconds, respectively, and in the fast mode was 85.3, 266.4, 566.3 and 963.2 seconds, respectively, for simulated time series with lengths of 5, 10, 15 and 20 years, whose random model has only one colored noise.