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Uncertain nonlinear time series analysis with applications to motion analysis and epidemic spreading

Author

Listed:
  • Jinsheng Xie

    (Tsinghua University)

  • Waichon Lio

    (Beihang University)

Abstract

Uncertain nonlinear time series analysis is a set of statistical techniques that use uncertainty theory to predict future values via nonlinear dynamics based on the previous observations. By assuming that the disturbance term is an uncertain variable, an uncertain nonlinear time series model is derived in this paper. In addition, this paper presents a method to estimate unknown parameters in an uncertain nonlinear time series model. Finally, some real examples (motion analysis and epidemic spreading) are provided to illustrate uncertain nonlinear time series analysis. As a result, it is shown that the uncertain nonlinear time series model may provide higher forecast accuracy than linear one.

Suggested Citation

  • Jinsheng Xie & Waichon Lio, 2024. "Uncertain nonlinear time series analysis with applications to motion analysis and epidemic spreading," Fuzzy Optimization and Decision Making, Springer, vol. 23(2), pages 279-294, June.
    • Handle: RePEc:spr:fuzodm:v:23:y:2024:i:2:d:10.1007_s10700-024-09421-1
    DOI: 10.1007/s10700-024-09421-1
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    References listed on IDEAS

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    1. Yang Liu & Baoding Liu, 2022. "Residual analysis and parameter estimation of uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 21(4), pages 513-530, December.
    2. Tingqing Ye & Baoding Liu, 2023. "Uncertain hypothesis test for uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 22(2), pages 195-211, June.
    3. Tingqing Ye & Baoding Liu, 2022. "Uncertain hypothesis test with application to uncertain regression analysis," Fuzzy Optimization and Decision Making, Springer, vol. 21(2), pages 157-174, June.
    4. Xiangfeng Yang & Baoding Liu, 2019. "Uncertain time series analysis with imprecise observations," Fuzzy Optimization and Decision Making, Springer, vol. 18(3), pages 263-278, September.
    5. Xiangfeng Yang & Yaodong Ni, 2021. "Least-squares estimation for uncertain moving average model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(17), pages 4134-4143, August.
    6. Xiangfeng Yang & Hua Ke, 2023. "Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 447-462, September.
    Full references (including those not matched with items on IDEAS)

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