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Fractional Order Relative Correlation Algorithm of Uncertain Time Sequence

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3 Author(s)
Mingliang Hou ; Sch. of Copmputer Eng., Huaihai Inst. of Technol., Lianyungang, China ; Yuran Liu ; Yanglie Fu

In order to improve the correlation accuracy of correlation algorithm, the fractional order relative correlation algorithm of uncertain time sequences is proposed in this paper. By taking advantage of the memory property of fractional order, the algorithm introduces the measurement of fractional order differential for the local trend of time sequence into the correlation algorithm and also analyzes the influences of differential order and noise upon correlation accuracy, provides selection relations between noise level and order. It has been proven with examples that the correlation accuracy of fractional order relative correlation algorithm has increased by two orders of magnitude as compared with relative correlation.

Published in:

Computational and Information Sciences (ICCIS), 2012 Fourth International Conference on

Date of Conference:

17-19 Aug. 2012