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| Title: | 非線型時間序列之動態競爭模型
Dynamic Competing Model of Non-linear Time Series |
| Authors: | 李奇穎
Lee, Chi-Ying |
| Contributors: | 吳柏林
Wu Berlin
李奇穎
Lee, Chi-Ying |
| Keywords: | 非線型時間序列
時變系統
遺傳演算法
預測
Non-linear time series
Time variant system
Genetic Algorithms
Forecasting |
| Date: | 1996 |
| Issue Date: | 2016-04-28 13:30:07 (UTC+8) |
| Abstract: | 時間序列分析發展至今,常常發現動態資料的走勢,隨著時間過程而演變.所以傳統的模式配適常無法得到很好的解釋,因此許多學者提出不同的模型建構方法.但是對於初始模式族的選擇,卻充滿相當的主觀與經驗認定成份.本文針對時變型時間序列分析,考慮利用知識庫,由模式庫來判斷初始模式.再藉由遺傳演算法的觀念,建立模式參數的遺傳關係.我們把這種遺傳演算法,稱之為時變遺傳演算法.針對台灣省國中數學教師人數,分別以時變遺傳演算法,狀態空間,與單變量ARIMA來建構模式,並作比較.比較結果發現,時變遺傳演算法較能掌握資料反轉的趨勢,且預測值增加較為平緩.因此時變遺傳演算法在模式建構上將是個不錯的選擇.
In time series analysis, we find often the trend of dynamic |
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| Description: | 碩士
國立政治大學
應用數學系
83751012 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#B2002002896 |
| Data Type: | thesis |
| Appears in Collections: | [應用數學系] 學位論文
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