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Title:	轉換模式中結構性變化之偵測與處理 Detecting and Treating Structure Changes in Transfer Function Models
Authors:	李品青 Li, Piin-Ching
Contributors:	鄭天澤 Yang, Su-Fen 李品青 Li, Piin-Ching
Keywords:	轉換模型 Level shift Variance changes Transfer function models
Date:	1994
Issue Date:	2016-04-29 09:21:01 (UTC+8)
Abstract:	經由研究一個輸入序列的轉換模式來關注結構性變化之偵測與處理。 Time series data are often subject to uncontrolled or unexpected interventions, from which various types of outlying observations or structure changes are produced. In this article, we focus on detecting and treating structure change events in multiple time series by studying transfer function models with one input series. Monte Carlo simulations will be used to study the performance of the proposed procedures.
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Description:	碩士國立政治大學統計學系 82354010
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002003386
Data Type:	thesis
Appears in Collections:	[Department of Statistics] Theses

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