Uncertain hypothesis test for uncertain differential equations

Tingqing Ye () and Baoding Liu ()
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Tingqing Ye: Beihang University
Baoding Liu: Tsinghua University

Fuzzy Optimization and Decision Making, 2023, vol. 22, issue 2, No 2, 195-211

Abstract: Abstract 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.

Keywords: Uncertainty theory; Uncertain statistics; Uncertain hypothesis test; Uncertain differential equation; Uncertain currency model (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/s10700-022-09389-w

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