Baoding Liu
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Research Interests
Baoding Liu has a total of 20 co-authors. Here are the top co-authors by number of shared publications:
- Tingqing Ye
School of Science, China University of Geosciences, Beijing, China
3 shared publications - Waichon Lio
School of Reliability and Systems Engineering, Beihang University, Beijing 100191, China
3 shared publications - Yang Liu
School of Science, China University of Geosciences
3 shared publications - Jin Peng
Institute of Uncertain Systems, Huanggang Normal University, Huanggang, China
2 shared publications Waichon Lio
Department of Mathematical Sciences, Tsinghua University, Beijing, China
2 shared publications- Binhao He
Department of Mathematical Sciences, Tsinghua University, Beijing, China
1 shared publication
Latest Publications
- Open Access
- 1 January 2025
- Published by American Institute of Mathematical Sciences (AIMS) in Journal of Industrial and Management Optimization
- Vol. 21 (12) , 7215-7221
Sample-continuous stationary independent increment processes in uncertainty theory
In uncertainty theory, there is a fundamental theorem of uncertain processes that $ X_t $ and $ X_0 + t(X_1 - X_0) $ share the same distribution if $ X_t $ is a stationary independent increment process. However, this conclusion fails in the presence of Hamel functions. To address this issue, a sample-continuity condition is imposed. With this additional condition, the fundamental theorem is reproved, and several significant consequences regarding the inverse uncertainty distribution, expected value, and variance are subsequently derived.- 1 January 2025
- Published by American Institute of Mathematical Sciences (AIMS) in Journal of Industrial and Management Optimization
- Vol. 21 (12) , 7215-7221
Open AccessSample-continuous stationary independent increment processes in uncertainty theory
In uncertainty theory, there is a fundamental theorem of uncertain processes that $ X_t $ and $ X_0 + t(X_1 - X_0) $ share the same distribution if $ X_t $ is a stationary independent increment process. However, this conclusion fails in the presence of Hamel functions. To address this issue, a sample-continuity condition is imposed. With this additional condition, the fundamental theorem is reproved, and several significant consequences regarding the inverse uncertainty distribution, expected value, and variance are subsequently derived. - 8 April 2024
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 23 (2) , 295-318
Higher-order derivative of uncertain process and higher-order uncertain differential equation
- 8 April 2024
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 23 (2) , 295-318
Higher-order derivative of uncertain process and higher-order uncertain differential equation
- Top Cited Papers
- 3 June 2022
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 22 (2) , 195-211
Uncertain hypothesis test for uncertain differential equations
Uncertain hypothesis test is a statistical tool that uses uncertainty theory to determine whether some hypotheses are correct or not based on observed data. As an application of uncertain hypothesis test, this paper proposes a method to test whether an uncertain differential equation fits the observed data or not. In order to demonstrate the test method, some numerical examples are provided. Finally, both uncertain currency model and stochastic currency model are used to model US Dollar to Chinese Yuan (USD–CNY) exchange rates. As a result, it is shown that the uncertain currency model fits the exchange rates well, but the stochastic currency model does not.
- 3 June 2022
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 22 (2) , 195-211
Top Cited PapersUncertain hypothesis test for uncertain differential equations
Uncertain hypothesis test is a statistical tool that uses uncertainty theory to determine whether some hypotheses are correct or not based on observed data. As an application of uncertain hypothesis test, this paper proposes a method to test whether an uncertain differential equation fits the observed data or not. In order to demonstrate the test method, some numerical examples are provided. Finally, both uncertain currency model and stochastic currency model are used to model US Dollar to Chinese Yuan (USD–CNY) exchange rates. As a result, it is shown that the uncertain currency model fits the exchange rates well, but the stochastic currency model does not.
- 25 February 2022
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 52 (20) , 7271-7288
Uncertain significance test for regression coefficients with application to regional economic analysis
This paper presents a statistical tool of uncertain significance test that uses uncertainty theory to test whether certain prespecified regression coefficients can be regarded as zero. A numerical example is given to illustrate how to test the significance of regression coefficients in an uncertain regression model. In order to compare uncertain significance test with stochastic significance test, both of these significance testing approaches are applied in studying the relationship between GDP and four indicators, including urban population scale, volume of foreign trade, fiscal expenditure, and water resource. The results show that uncertain significance test is more appropriate than stochastic significance test.
- 25 February 2022
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 52 (20) , 7271-7288
Uncertain significance test for regression coefficients with application to regional economic analysis
This paper presents a statistical tool of uncertain significance test that uses uncertainty theory to test whether certain prespecified regression coefficients can be regarded as zero. A numerical example is given to illustrate how to test the significance of regression coefficients in an uncertain regression model. In order to compare uncertain significance test with stochastic significance test, both of these significance testing approaches are applied in studying the relationship between GDP and four indicators, including urban population scale, volume of foreign trade, fiscal expenditure, and water resource. The results show that uncertain significance test is more appropriate than stochastic significance test.
- Top Cited Papers
- 30 January 2022
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 21 (4) , 513-530
Residual analysis and parameter estimation of uncertain differential equations
- 30 January 2022
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 21 (4) , 513-530
Top Cited PapersResidual analysis and parameter estimation of uncertain differential equations
- Top Cited Papers
- 25 January 2022
- Published by Springer Nature in Soft Computing
- Vol. 26 (6) , 2773-2780
Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation
- 25 January 2022
- Published by Springer Nature in Soft Computing
- Vol. 26 (6) , 2773-2780
Top Cited PapersEstimating unknown parameters in uncertain differential equation by maximum likelihood estimation
- 15 September 2021
- Published by Taylor & Francis in International Journal of General Systems
- Vol. 50 (8) , 871-890
Waiting time and idle time of uncertain queueing system
Uncertain queueing system is a waiting line in which the interarrival times and service times are both modeled by uncertain variables. This paper investigates four important performance characteristics of uncertain queueing system, including waiting time, idle time, total idle time and total busy time. The analytical formulas of uncertainty distributions of those performance characteristics are also derived separately.
- 15 September 2021
- Published by Taylor & Francis in International Journal of General Systems
- Vol. 50 (8) , 871-890
Waiting time and idle time of uncertain queueing system
Uncertain queueing system is a waiting line in which the interarrival times and service times are both modeled by uncertain variables. This paper investigates four important performance characteristics of uncertain queueing system, including waiting time, idle time, total idle time and total busy time. The analytical formulas of uncertainty distributions of those performance characteristics are also derived separately.
- Top Cited Papers
- 9 July 2021
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 21 (2) , 157-174
Uncertain hypothesis test with application to uncertain regression analysis
- 9 July 2021
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 21 (2) , 157-174
Top Cited PapersUncertain hypothesis test with application to uncertain regression analysis
- Top Cited PapersOpen Access
- 15 September 2020
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 20 (2) , 177-188
Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
Assume an uncertain process follows an uncertain differential equation, and some realizations of this process are observed. Parameter estimation for the uncertain differential equation that fits the observed data as much as possible is a core problem in practice. This paper first presents a problem of initial value estimation for uncertain differential equations and proposes an estimation method. In addition, the method of moments is recast for estimating the time-varying parameters in uncertain differential equations. Using those techniques, a COVID-19 spread model based on uncertain differential equation is derived, and the zero-day of COVID-19 spread in China is inferred.
- 15 September 2020
- Published by Springer Nature in Fuzzy Optimization and Decision Making
- Vol. 20 (2) , 177-188
Top Cited PapersOpen AccessInitial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
Assume an uncertain process follows an uncertain differential equation, and some realizations of this process are observed. Parameter estimation for the uncertain differential equation that fits the observed data as much as possible is a core problem in practice. This paper first presents a problem of initial value estimation for uncertain differential equations and proposes an estimation method. In addition, the method of moments is recast for estimating the time-varying parameters in uncertain differential equations. Using those techniques, a COVID-19 spread model based on uncertain differential equation is derived, and the zero-day of COVID-19 spread in China is inferred.
- 30 April 2020
- Published by Springer Nature in Soft Computing
- Vol. 24 (13) , 9351-9360
Uncertain maximum likelihood estimation with application to uncertain regression analysis
- 30 April 2020
- Published by Springer Nature in Soft Computing
- Vol. 24 (13) , 9351-9360
Uncertain maximum likelihood estimation with application to uncertain regression analysis