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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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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author Jing Ning
Zhi Li
Liping Xu
author_facet Jing Ning
Zhi Li
Liping Xu
author_sort Jing Ning
collection DOAJ
description 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.
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spelling doaj-art-b72ac397684d486fbd2d6d0986f11f522025-08-20T02:42:32ZengMDPI AGFractal and Fractional2504-31102025-02-019313810.3390/fractalfract9030138Parameter Estimation of Fractional Uncertain Differential EquationsJing Ning0Zhi Li1Liping Xu2School of Information and Mathematics, Yangtze University, Jingzhou 434023, ChinaSchool of Information and Mathematics, Yangtze University, Jingzhou 434023, ChinaSchool of Information and Mathematics, Yangtze University, Jingzhou 434023, ChinaIn 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.https://www.mdpi.com/2504-3110/9/3/138fractional uncertain differential equationsparameter estimationtrapezoidal methodnumerical solutionsstock prediction
spellingShingle Jing Ning
Zhi Li
Liping Xu
Parameter Estimation of Fractional Uncertain Differential Equations
Fractal and Fractional
fractional uncertain differential equations
parameter estimation
trapezoidal method
numerical solutions
stock prediction
title Parameter Estimation of Fractional Uncertain Differential Equations
title_full Parameter Estimation of Fractional Uncertain Differential Equations
title_fullStr Parameter Estimation of Fractional Uncertain Differential Equations
title_full_unstemmed Parameter Estimation of Fractional Uncertain Differential Equations
title_short Parameter Estimation of Fractional Uncertain Differential Equations
title_sort parameter estimation of fractional uncertain differential equations
topic fractional uncertain differential equations
parameter estimation
trapezoidal method
numerical solutions
stock prediction
url https://www.mdpi.com/2504-3110/9/3/138
work_keys_str_mv AT jingning parameterestimationoffractionaluncertaindifferentialequations
AT zhili parameterestimationoffractionaluncertaindifferentialequations
AT lipingxu parameterestimationoffractionaluncertaindifferentialequations