Neutrosophic Probability with Dynamic Temporal Uncertainty (NPTU)

This paper introduces Neutrosophic Probability with Dynamic Temporal Uncertainty (NPTU), an extension of classical neutrosophic probability that incorporates the dimension of time. In classical neutrosophic probability, the degrees of truth, indeterminacy, and falsity are considered static. However, real-world uncertainties evolve, and their degrees change as new information becomes available. NPTU models these uncertainties dynamically, allowing for more accurate decision-making in time-varying environments. The paper explores key mathematical properties of NPTU, including entropy, distance measures, similarity measures, and Kullback-Leibler (KL) divergence, to quantify and compare temporal uncertainty states. The proposed framework is demonstrated through a case study on stock price prediction, highlighting its advantages in capturing the evolving nature of uncertainty and making more informed predictions.