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Uncertain time series analysis with imprecise observations
Fuzzy Optimization and Decision Making ( IF 4.8 ) Pub Date : 2018-11-28 , DOI: 10.1007/s10700-018-9298-z
Xiangfeng Yang , Baoding Liu

Time series analysis is a method to predict future values based on previously observed values. Assuming the observed values are imprecise and described by uncertain variables, this paper proposes an approach of uncertain time series. By employing the principle of least squares, a minimization problem is derived to calculate the unknown parameters in the uncertain time series model. In addition, residual and confidence interval are also proposed. Finally, some numerical examples are given.

中文翻译:

不确定的时间序列分析,观察结果不准确

时间序列分析是一种基于先前观察到的值来预测未来值的方法。假设观测值是不精确的并且由不确定变量描述,则本文提出了一种不确定时间序列的方法。利用最小二乘原理,推导了最小化问题,以计算不确定时间序列模型中的未知参数。此外,还提出了残差和置信区间。最后,给出了一些数值例子。
更新日期:2018-11-28
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