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    题名: 模糊時間數列轉折區間的認定
    Application of Fuzzy Time Series Analysis To Change Periods Detection
    作者: 莊閔傑
    贡献者: 吳柏林
    莊閔傑
    关键词: 轉折區間
    模糊轉折區間
    模糊時間數列
    景氣循環
    Structure change
    Fuzzy time series
    Fuzzy change period
    FCM measures of fuzziness
    Business cycle
    日期: 1998
    上传时间: 2009-09-18 19:08:29 (UTC+8)
    摘要: 由於許多經濟指標的定義不明確，或是因為資料蒐集的時間不一，導致代表經濟景氣的數值，實際上即具有相當大的的不確定性。傳統的方法多不考慮這樣的模糊性,而傾向尋找一準確的模式轉折點。本文則以模糊數學的方法,運用模糊分類法以及模糊熵，訂定一個評判的準則。藉以找出一時間數列模式發生變化的轉折區間。最後以台灣經濟景氣指標為例，說明此方法可不需對資料的模式有任何事先的認知，即可得出與傳統方法相近，甚至更為合理的預測結果。
    Unlike conventional change points detecting, which seeks to find a decision boundary between classes for certain structural changed time series, the purpose of this research is to investigate a new approach about fuzzy change period identification. Based on the concept of fuzzy theory, we propose a procedure for the - level of fuzzy change period detecting and prove some useful properties for a fuzzy time series. We use some numerical examples to demonstrate how these procedures can be applied. Finally, experimental results show that the proposed detecting approach for structure change of fuzzy time series is available and practical in identifying the alpha-level of fuzzy change period.
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    Mu-Song Chen and Shinn-Wei Wang (1999), Fuzzy clustering analysis for optimizing fuzzy membership functions. Fuzzy Set and Systems, 103, 239-254
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    描述: 碩士
    國立政治大學
    統計研究所
    84354003
    87
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002001566
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

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