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Nonparametric estimation for uncertain differential equations

In recent years, the researches on parameter estimation of uncertain differential equations have developed significantly. However, when we deal with some nonparametric uncertain differential equations, the parameter estimation may not be used directly. To deal with these uncertain differential equat...

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Detalles Bibliográficos
Autores principales: He, Liu, Zhu, Yuanguo, Gu, Yajing
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10025801/
http://dx.doi.org/10.1007/s10700-023-09408-4
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author He, Liu
Zhu, Yuanguo
Gu, Yajing
author_facet He, Liu
Zhu, Yuanguo
Gu, Yajing
author_sort He, Liu
collection PubMed
description In recent years, the researches on parameter estimation of uncertain differential equations have developed significantly. However, when we deal with some nonparametric uncertain differential equations, the parameter estimation may not be used directly. To deal with these uncertain differential equations, it is important to consider the nonparametric estimation with the help of the observations. As an important branch of uncertain differential equation, autonomous uncertain differential equation may be properly applied to model some uncertain autonomous dynamic systems. In this paper, we propose a Legendre polynomial based method for the nonparametric estimation of autonomous uncertain differential equations. After that, some numerical examples are given and the residuals as well as uncertain hypothesis tests are used to prove the acceptability of these estimations. In application, we consider an atmospheric carbon dioxide model by the proposed method of nonparametric estimation.
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spelling pubmed-100258012023-03-21 Nonparametric estimation for uncertain differential equations He, Liu Zhu, Yuanguo Gu, Yajing Fuzzy Optim Decis Making Article In recent years, the researches on parameter estimation of uncertain differential equations have developed significantly. However, when we deal with some nonparametric uncertain differential equations, the parameter estimation may not be used directly. To deal with these uncertain differential equations, it is important to consider the nonparametric estimation with the help of the observations. As an important branch of uncertain differential equation, autonomous uncertain differential equation may be properly applied to model some uncertain autonomous dynamic systems. In this paper, we propose a Legendre polynomial based method for the nonparametric estimation of autonomous uncertain differential equations. After that, some numerical examples are given and the residuals as well as uncertain hypothesis tests are used to prove the acceptability of these estimations. In application, we consider an atmospheric carbon dioxide model by the proposed method of nonparametric estimation. Springer US 2023-03-20 /pmc/articles/PMC10025801/ http://dx.doi.org/10.1007/s10700-023-09408-4 Text en © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2023, Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Article
He, Liu
Zhu, Yuanguo
Gu, Yajing
Nonparametric estimation for uncertain differential equations
title Nonparametric estimation for uncertain differential equations
title_full Nonparametric estimation for uncertain differential equations
title_fullStr Nonparametric estimation for uncertain differential equations
title_full_unstemmed Nonparametric estimation for uncertain differential equations
title_short Nonparametric estimation for uncertain differential equations
title_sort nonparametric estimation for uncertain differential equations
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10025801/
http://dx.doi.org/10.1007/s10700-023-09408-4
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AT zhuyuanguo nonparametricestimationforuncertaindifferentialequations
AT guyajing nonparametricestimationforuncertaindifferentialequations