Abstract
The existing parameter estimation methods of the uncertain moving average model are the least square method and ridge estimation. However, for some data with outliers, the least square method cannot eliminate the influence of outliers very well. In order to solve this problem, this paper discusses how to use the parameter estimation method of least absolute deviation to solve the uncertain moving average model, and calculate the mean and variance of the residuals, so as to find the confidence interval of the predicted value. Finally, two examples are given to demonstrate that the uncertain moving average model estimated by the least absolute deviation can predict closer values to the actual values than other estimation methods.
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