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政大機構典藏 > 商學院 > 統計學系 > 國科會研究計畫 > Item 140.119/69609

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/69609

Title:	轉移函數模式中序列離群值平均數移位及變異數改變之偵測與處理之研究
Other Titles:	On Detecting and Treating Outliers, Level Shifts and Variance Change in Transfer Function Models.
Authors:	鄭天澤
Contributors:	統計研究所
Keywords:	結構變化;轉移函數模式;離群值 Structure change;Transfer function model;Outlier
Date:	1996
Issue Date:	2014-09-02 17:31:37 (UTC+8)
Abstract:	本計畫旨在探討轉移函數模式中結構性改變之偵測與處理,這些結構性改變包括平均數的移位及變異數的改變。由於輸入序列中的離群值或結構性改變所造成的結果,不一定會傳遞至輸出變數序列。因此,我們將就輸入序列中的離群值或結構性改變是否傳遞至序列中,而使其產生離群值或結構性改變分別提出偵測與處理的方法,並以模擬資料驗證其偵測能力。 This project plans to investigate the detection and treatment of structure changes in transfer function models. These structure changes include level-shift, which is further classified as permanent level change, and variance change. Since outliers or structure changes in the input series may or may not pass to the output series, we will propose iterative procedures for detecting and treating structure changes depending on whether outliers and structure changes in the input series are passed to the output series. Simulation data will also be used to study the performance of the proposed procedures.
Relation:	行政院國家科學委員會計畫編號NSC85-2121-M004-006
Data Type:	report
Appears in Collections:	[統計學系] 國科會研究計畫

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