Accepted: 21 February 2024 / Published online: 23 March 2024 | Jinsheng Xie1 · Waichon Lio2
The paper "Uncertain Nonlinear Time Series Analysis with Applications to Motion Analysis and Epidemic Spreading" by Jinsheng Xie and Waichon Lio explores the application of uncertainty theory in analyzing nonlinear time series data. The authors derive an uncertain nonlinear time series model by assuming that the disturbance term is an uncertain variable, rather than a random variable. They also present methods for estimating unknown parameters in this model, including the method of moments, maximum likelihood estimation, and least squares. The paper highlights that the uncertain nonlinear time series model can provide higher forecast accuracy compared to linear models. Real-world examples, such as motion analysis and epidemic spreading, are used to illustrate the effectiveness of the proposed model. The paper is structured into several sections, covering the introduction of the model, parameter estimation, residual analysis, hypothesis testing, forecast value, confidence interval, and applications in motion analysis and epidemic modeling.The paper "Uncertain Nonlinear Time Series Analysis with Applications to Motion Analysis and Epidemic Spreading" by Jinsheng Xie and Waichon Lio explores the application of uncertainty theory in analyzing nonlinear time series data. The authors derive an uncertain nonlinear time series model by assuming that the disturbance term is an uncertain variable, rather than a random variable. They also present methods for estimating unknown parameters in this model, including the method of moments, maximum likelihood estimation, and least squares. The paper highlights that the uncertain nonlinear time series model can provide higher forecast accuracy compared to linear models. Real-world examples, such as motion analysis and epidemic spreading, are used to illustrate the effectiveness of the proposed model. The paper is structured into several sections, covering the introduction of the model, parameter estimation, residual analysis, hypothesis testing, forecast value, confidence interval, and applications in motion analysis and epidemic modeling.