{"title":"Fractional Order Correlation Algorithm of Uncertain Time Sequence","authors":"Yuran Liu, Mao-kang Luo, Hong Ma, Mingliang Hou","doi":"10.30016/JGS.201106.0002","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":50187,"journal":{"name":"Journal of Grey System","volume":"14 1","pages":"55-61"},"PeriodicalIF":1.0000,"publicationDate":"2011-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"9","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Grey System","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.30016/JGS.201106.0002","RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 9
Abstract
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.
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.
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