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Uncertain hypothesis test for uncertain differential equations
Fuzzy Optimization and Decision Making ( IF 4.7 ) Pub Date : 2022-06-03 , DOI: 10.1007/s10700-022-09389-w
Tingqing Ye , Baoding Liu

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.



中文翻译:

不确定微分方程的不确定假设检验

不确定假设检验是一种统计工具,它使用不确定性理论根据观察到的数据来确定某些假设是否正确。作为不确定假设检验的一种应用,本文提出了一种检验不确定微分方程是否适合观测数据的方法。为了演示测试方法,提供了一些数值示例。最后,不确定货币模型和随机货币模型都用于模拟美元对人民币 (USD-CNY) 的汇率。结果表明,不确定货币模型很好地拟合了汇率,而随机货币模型则不然。

更新日期:2022-06-06
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