不确定时间序列的分数阶相关算法

IF 1 4区工程技术 Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Journal of Grey System Pub Date : 2011-06-01 DOI:10.30016/JGS.201106.0002

Yuran Liu, Mao-kang Luo, Hong Ma, Mingliang Hou

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引用次数: 9

摘要

为了提高邓氏相关算法的相关精度，本文提出了多不确定时间序列的分数阶相关算法。该算法利用分数阶的记忆特性，在相关算法中引入了对时间序列局部趋势的分数阶微分测量，分析了微分阶数和噪声对相关精度的影响，给出了噪声级和阶数的选择关系。实例证明，分数阶相关算法的相关精度比邓氏相关算法提高了两个数量级。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Fractional Order Correlation Algorithm of Uncertain Time Sequence

In order to improve the correlation accuracy of DengShi correlation algorithm, the fractional order correlation algorithm of multiple uncertain time sequences is proposed in this paper. By taking advantage of the memory property of fractional order, the algorithm introduces the measurement of fractional order differential for the local trend of time sequence into the correlation algorithm and also analyzes the influences of differential order and noise upon correlation accuracy, provides selection relations between noise level and order. It has been proven with examples that the correlation accuracy of fractional order correlation algorithm has increased by two orders of magnitude as compared with DengShi correlation algorithm.

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来源期刊

Journal of Grey System 数学-数学跨学科应用

CiteScore

2.40

自引率

43.80%

发文量

审稿时长

1.5 months

期刊介绍： The journal is a forum of the highest professional quality for both scientists and practitioners to exchange ideas and publish new discoveries on a vast array of topics and issues in grey system. It aims to bring forth anything from either innovative to known theories or practical applications in grey system. It provides everyone opportunities to present, criticize, and discuss their findings and ideas with others. A number of areas of particular interest (but not limited) are listed as follows: Grey mathematics- Generator of Grey Sequences- Grey Incidence Analysis Models- Grey Clustering Evaluation Models- Grey Prediction Models- Grey Decision Making Models- Grey Programming Models- Grey Input and Output Models- Grey Control- Grey Game- Practical Applications.