期刊
FUZZY OPTIMIZATION AND DECISION MAKING
卷 18, 期 3, 页码 263-278出版社
SPRINGER
DOI: 10.1007/s10700-018-9298-z
关键词
Time series analysis; Uncertainty theory; Principle of least square; Residual analysis; Confidence interval
资金
- National Natural Science Foundation of China [61573210, 61873329]
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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