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Fuzzy Optimization and Decision Making

Erschienen in:

28.11.2018

Uncertain time series analysis with imprecise observations

verfasst von: Xiangfeng Yang, Baoding Liu

Erschienen in: Fuzzy Optimization and Decision Making | Ausgabe 3/2019

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Abstract

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.

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Titel: Uncertain time series analysis with imprecise observations
verfasst von: Xiangfeng Yang
Baoding Liu
Publikationsdatum: 28.11.2018
Verlag: Springer US
Erschienen in: Fuzzy Optimization and Decision Making / Ausgabe 3/2019
Print ISSN: 1568-4539
Elektronische ISSN: 1573-2908
DOI: https://doi.org/10.1007/s10700-018-9298-z

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