政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/120198

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113648/144635 (79%)
Visitors : 51583135 Online Users : 1019

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 > Item 140.119/120198

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/120198

Title:	Use of fuzzy statistical technique in change periods detection of nonlinear time series.
Authors:	吳柏林 Wu, Berlin Chen, Mei-Hui
Contributors:	應數系
Keywords:	Change periods;Nonlinear time series;Revised centered cumulative sums of squares (RCUSUM);Fuzzy statistics
Date:	1999-03
Issue Date:	2018-09-28 16:35:07 (UTC+8)
Abstract:	Many papers have been presented on the study of change points detection. Nonetheless, we would like to point out that in dealing with the time series with switching regimes, we should also take the characteristics of change periods into account. Because many patterns of change structure in time series exhibit a certain kind of duration, those phenomena should not be treated as a mere sudden turning at a certain time. In this paper, we propose a procedure about change periods detection for nonlinear time series. The detecting statistical method is an application of fuzzy classification and a generalization of Inclan and Tiao`s result [J. Am. Statist. Assoc. 89 (1994) 913]. Simulation results show that the performance of the proposed procedure is efficient and successful. Finally, an empirical application about change periods detecting for Taiwan monthly visitor`s arrival is demonstrated.
Relation:	Applied Mathematics and Computation, Volume 99, Issues 2-3, Pages 241-254 AMS MathSciNet:MR1663961
Data Type:	article
DOI 連結:	https://doi.org/10.1016/S0096-3003(98)00011-3
DOI:	10.1016/S0096-3003(98)00011-3
Appears in Collections:	[應用數學系] 期刊論文

Files in This Item:

File	Description	Size	Format
254.pdf		632Kb	Adobe PDF2	501	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...