{"id":"https://openalex.org/W4382990327","doi":"https://doi.org/10.1142/s0218488523500186","title":"Least Absolute Deviation Estimation for Uncertain Vector Autoregressive Model with Imprecise Data","display_name":"Least Absolute Deviation Estimation for Uncertain Vector Autoregressive Model with Imprecise Data","publication_year":2023,"publication_date":"2023-06-01","ids":{"openalex":"https://openalex.org/W4382990327","doi":"https://doi.org/10.1142/s0218488523500186"},"language":"en","primary_location":{"id":"doi:10.1142/s0218488523500186","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218488523500186","pdf_url":null,"source":{"id":"https://openalex.org/S69518169","display_name":"International Journal of Uncertainty Fuzziness and Knowledge-Based Systems","issn_l":"0218-4885","issn":["0218-4885","1793-6411"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101663629","display_name":"Guidong Zhang","orcid":null},"institutions":[{"id":"https://openalex.org/I96908189","display_name":"Xinjiang University","ror":"https://ror.org/059gw8r13","country_code":"CN","type":"education","lineage":["https://openalex.org/I96908189"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guidong Zhang","raw_affiliation_strings":["College of Mathematics and System Science, Xinjiang University, Urumqi 830046, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Mathematics and System Science, Xinjiang University, Urumqi 830046, China","institution_ids":["https://openalex.org/I96908189"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5026825712","display_name":"Yuxin Shi","orcid":"https://orcid.org/0000-0001-5809-5741"},"institutions":[{"id":"https://openalex.org/I96908189","display_name":"Xinjiang University","ror":"https://ror.org/059gw8r13","country_code":"CN","type":"education","lineage":["https://openalex.org/I96908189"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yuxin Shi","raw_affiliation_strings":["College of Mathematics and System Science, Xinjiang University, Urumqi 830046, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Mathematics and System Science, Xinjiang University, Urumqi 830046, China","institution_ids":["https://openalex.org/I96908189"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077329757","display_name":"Yuhong Sheng","orcid":"https://orcid.org/0000-0001-7268-8519"},"institutions":[{"id":"https://openalex.org/I96908189","display_name":"Xinjiang University","ror":"https://ror.org/059gw8r13","country_code":"CN","type":"education","lineage":["https://openalex.org/I96908189"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yuhong Sheng","raw_affiliation_strings":["College of Mathematics and System Science, Xinjiang University, Urumqi 830046, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Mathematics and System Science, Xinjiang University, Urumqi 830046, China","institution_ids":["https://openalex.org/I96908189"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5077329757"],"corresponding_institution_ids":["https://openalex.org/I96908189"],"apc_list":null,"apc_paid":null,"fwci":3.6979,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.94491803,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"31","issue":"03","first_page":"353","last_page":"370"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9832000136375427,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.9829000234603882,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8950603008270264},{"id":"https://openalex.org/keywords/least-absolute-deviations","display_name":"Least absolute deviations","score":0.6661369800567627},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6153880953788757},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.6138995289802551},{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.5560919046401978},{"id":"https://openalex.org/keywords/setar","display_name":"SETAR","score":0.5086742043495178},{"id":"https://openalex.org/keywords/least-squares-function-approximation","display_name":"Least-squares function approximation","score":0.48507967591285706},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.47906455397605896},{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.4293721318244934},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.41802090406417847},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.2387336790561676},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.17021968960762024},{"id":"https://openalex.org/keywords/regression","display_name":"Regression","score":0.10632675886154175}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8950603008270264},{"id":"https://openalex.org/C31441030","wikidata":"https://www.wikidata.org/wiki/Q4291882","display_name":"Least absolute deviations","level":3,"score":0.6661369800567627},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6153880953788757},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.6138995289802551},{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.5560919046401978},{"id":"https://openalex.org/C30795276","wikidata":"https://www.wikidata.org/wiki/Q7389877","display_name":"SETAR","level":5,"score":0.5086742043495178},{"id":"https://openalex.org/C9936470","wikidata":"https://www.wikidata.org/wiki/Q6510405","display_name":"Least-squares function approximation","level":3,"score":0.48507967591285706},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.47906455397605896},{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.4293721318244934},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.41802090406417847},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.2387336790561676},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.17021968960762024},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.10632675886154175},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s0218488523500186","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218488523500186","pdf_url":null,"source":{"id":"https://openalex.org/S69518169","display_name":"International Journal of Uncertainty Fuzziness and Knowledge-Based Systems","issn_l":"0218-4885","issn":["0218-4885","1793-6411"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G5043438506","display_name":null,"funder_award_id":"62162059","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6365184250","display_name":"\u4e0d\u786e\u5b9a\u968f\u673a\u7f51\u7edc\u65f6\u7a7a\u4e00\u4f53\u5316\u6a21\u578b\u8282\u70b9\u91cd\u8981\u6027\u6307\u6570\u7814\u7a76","funder_award_id":"12061072","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W2019459021","https://openalex.org/W2902251417","https://openalex.org/W2954054751","https://openalex.org/W3001226505","https://openalex.org/W3015597596","https://openalex.org/W3025163272","https://openalex.org/W3035058975","https://openalex.org/W3085763374","https://openalex.org/W3110276517","https://openalex.org/W3118832633","https://openalex.org/W3143711724","https://openalex.org/W3181887863","https://openalex.org/W3199336060","https://openalex.org/W3209527802","https://openalex.org/W4206830167"],"related_works":["https://openalex.org/W4320078083","https://openalex.org/W2019155478","https://openalex.org/W1988789713","https://openalex.org/W1611117054","https://openalex.org/W4238343629","https://openalex.org/W1547559323","https://openalex.org/W3123153965","https://openalex.org/W304218021","https://openalex.org/W4366145459","https://openalex.org/W2891726513"],"abstract_inverted_index":{"The":[0,95],"uncertain":[1,42,59,99],"vector":[2,43,60,100],"autoregressive":[3,22,44,61,101],"model":[4,8,45,102],"is":[5,15,66,103],"able":[6],"to":[7,19,55,68],"the":[9,20,30,38,41,77,98,107,115,122,128,134],"interrelationships":[10],"between":[11],"different":[12],"variables,":[13],"which":[14],"more":[16],"advantageous":[17],"compared":[18],"traditional":[21],"model,":[23,62],"when":[24],"modeling":[25],"real-life":[26],"objects":[27],"and":[28,63,74,92,117],"where":[29],"observed":[31],"values":[32,73,82],"are":[33,46,83],"imprecise.":[34],"In":[35,79],"this":[36],"paper,":[37],"parameters":[39],"of":[40,71,76,97,110,136],"estimated":[47],"by":[48,85,106],"using":[49,86],"least":[50,123,129],"absolute":[51,124],"deviation":[52,125],"estimation":[53,91,126,131],"(LAD)":[54],"obtain":[56,69],"a":[57],"fitted":[58],"residual":[64],"analysis":[65],"performed":[67],"estimates":[70],"expected":[72],"variances":[75],"residuals.":[78],"addition,":[80],"future":[81],"modeled":[84],"forecasting":[87],"methods,":[88],"i.e.,":[89],"point":[90],"interval":[93],"estimation.":[94],"order":[96],"also":[104,119],"determined":[105],"indicator":[108],"summation":[109],"test":[111],"errors":[112],"(STE)":[113],"in":[114,133],"cross-validation,":[116],"we":[118],"analyze":[120],"that":[121],"outperforms":[127],"squares":[130],"method":[132],"presence":[135],"outliers.":[137]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":7},{"year":2022,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
