Uncertain hypothesis test for uncertain differential equations

被引：0
作者：
Tingqing Ye
Baoding Liu
机构：
[1] Beihang University,School of Reliability and Systems Engineering
[2] Tsinghua University,Department of Mathematical Sciences
来源：
Fuzzy Optimization and Decision Making | 2023年 / 22卷
关键词：
Uncertainty theory; Uncertain statistics; Uncertain hypothesis test; Uncertain differential equation; Uncertain currency model;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Uncertain hypothesis test is a statistical tool that uses uncertainty theory to determine whether some hypotheses are correct or not based on observed data. As an application of uncertain hypothesis test, this paper proposes a method to test whether an uncertain differential equation fits the observed data or not. In order to demonstrate the test method, some numerical examples are provided. Finally, both uncertain currency model and stochastic currency model are used to model US Dollar to Chinese Yuan (USD–CNY) exchange rates. As a result, it is shown that the uncertain currency model fits the exchange rates well, but the stochastic currency model does not.
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页码：195 / 211
页数：16
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