Parameter Estimation of Fractional Uncertain Differential Equations

In this paper, we focus on the parameter estimations and some related issues of a class of fractional uncertain differential equations. We obtain the parameter estimations of the considered equations by using rectangular and trapezoidal algorithms for numerical approximation of optimal problems. Sub...

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Bibliographic Details
Main Authors: Jing Ning, Zhi Li, Liping Xu
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/9/3/138
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Summary:In this paper, we focus on the parameter estimations and some related issues of a class of fractional uncertain differential equations. We obtain the parameter estimations of the considered equations by using rectangular and trapezoidal algorithms for numerical approximation of optimal problems. Subsequently, by taking the trapezoidal method as an example, the predicted variable–corrected variable method is used to solve fractional-order uncertain differential equations, and numerical solutions were demonstrated by using different <inline-formula data-eusoft-scrollable-element="1"><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline" data-eusoft-scrollable-element="1"><semantics data-eusoft-scrollable-element="1"><mi data-eusoft-scrollable-element="1">α</mi></semantics></math></inline-formula>-paths. Finally, by using the trapezoidal algorithm, we predicted the closing prices of Tencent Holdings for the entire year of 2023 and compared them with actual historical values, showcasing the applicability and effectiveness of this method in practical applications.
ISSN:2504-3110