School of Computer Engineering /Huaihai Institute of Technology, Lianyungang,China

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Abstract—In order to improve the correlation accuracy of correlation algorithm, the fractional order 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 correlation algorithm has increased by two orders of magnitude as compared with relative and C-type correlation, and increased by one orders of magnitude as compared with slope and T-type correlation.

Index Terms—Fractional order, uncertainty, time series, association.

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Cite: Yuran Liu, Mingliang Hou, "Fractional Order Correlation Algorithm's Accuracy Analysis," Journal of Software vol. 8, no. 2, pp. 310-315, 2013.