Intelligent Prediction for Foreign Exchange Reserves Based on Uncertain Time Series
ZHU Jiaxuan
LIU Liying
Abstract：This article constructs an uncertain time series model about foreign exchange reserves.The pa-rameters of the uncertain time series model are estimated by using the principle of least squares and residu-al analysis and confidence prediction of the obtained uncertain time series model are performed immediate-ly.Finally,this article conducts a parameter estimation and a residual analysis of an uncertain time series model for actual data.Randomness tests are used to prove that the disturbance variables of the time series model are unstable.Thus the disturbance variables are actually uncertain variables.In addition,the result of the uncertain hypothesis test indicates that the uncertain time series model can well fit the foreign ex-change reserve data.
Keywords：uncertain time seriesuncertain statisticsintelligent predictionforeign exchange reserves
Publication Date：2024-10-28
Online Publishing Date：2026-08-28(First online date of this platform, not the publication date of the document)
Pages：7( 41-47 )