政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/95490
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113303/144284 (79%)
Visitors : 50816735      Online Users : 761
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/95490


    Title: 模糊中位數及其在財金與經濟分析之應用
    Fuzzy Median and Its Applications in Economics and Finance
    Authors: 何曉緯
    Contributors: 吳柏林
    鄭宇庭

    何曉緯
    Keywords: 二元邏輯
    隸屬度函數
    模糊統計
    模糊中位數
    binary logic
    membership functions
    fuzzy statistics
    fuzzy median
    Date: 2002
    Issue Date: 2016-05-09 16:23:38 (UTC+8)
    Abstract:   在知識經濟之社會,多元思維逐漸取代傳統二元邏輯的思考與分析方法。過去使用單一數值的樣本來計算中位數的方法,已漸不符現今複雜多變的智慧科技時代之需求。尤其是在具有多變性、不確定性、與訊息不完整性的財金與經濟環境下,過分強調對於數值之運算及數學假設的前提,反而更容易造成與現實環境及條件的背離、甚至是脫節。故在進行財金與經濟方面問題的研究時,利用隸屬度函數與模糊統計的分析將會是一種較為進步的測度方法。本文在此提出模糊中位數的分析理論,並將其應用於財務金融的分析測度上,期望能對複雜的財金經濟現狀提供一套更有效且精確合理的分析方法。
      In the society of economic knowledge, Multi-valued logic goes to replace binary logic gradually. In the traditional way, we usually ask the task-taker to response the answer according to the thinking of binary logic. But such kind of response is improper since the human thinking is fuzzy and uncertain. So it should be an improved measurement using membership functions and fuzzy statistics.
      In this paper, we will propose the definition of fuzzy median, and present some of its application. According to the above theoretical contents, we give some examples, which is used frequently in financial and economic assessment. From the explanation and discussion of fuzzy median in these examples, we can recognize that fuzzy statistics is more meaningful and proper for research of finance and economics. At last, based upon the findings of this study, certain recommendations for further research are suggested.
    Reference: 吳柏林,廖述健 (2001)。模糊統計分析及其在社會調查之應用。
    阮亨中,吳柏林 (2000)。模糊數學與統計應用。台北:俊傑書局。
    吳柏林,許毓云 (1999)。模糊統計分析在臺灣地區失業率應用。中國統計學報。37(1),37-52。
    吳柏林,曾能芳 (1998)。模糊回歸參數估計及在景氣對策信號之分析應用。中國統計學報。36(4),399-420。
    李雪雯 (1998)。共同基金入門。台北:原富文化。
    陳忠慶,林奇芬 (1998)。國內共同基金選購指南。台北:原富文化。
    吳柏林,楊文山 (1997)。模糊統計在社會調查分析的應用。社會科學計量方法發展與應用。楊文山主編:中央研究院中山人文社會科學研究所。289-316。
    王文俊 (1997)。認識Fuzzy。台北:全華書局。
    黃仁德,吳柏林 (1995)。臺灣短期貨幣需求函數穩定性的檢定。模糊時間數列方法之應用。臺灣經濟學會年會論文集。169-190。
    藎壚 (1991)。實用模糊數學。台北:亞東書局。
    Clymer, J., Corey, P., and Gardner, J. (1992). Discrete event fuzzy airport control. IEEE Trans. on Systems, Man, and Cybernetics, Vol.22, No.2, 343-351.
    Cutsem, B. V. and Gath, I. (1993). Detection of outliers and robust estimation using fuzzy clustering. Computational Statistics and Data Analysis, 15, 47-61.
    Dubois, D. and Prade, H. (1991). Fuzzy sets in approximate reasoning, Part 1: Inference with possibility distributions, Fuzzy Sets and Systems, 40, 143-202.
    Guariso, G. , Rizzoli, A. and Werthner, H. (1992). Identification of model structure via qualitive simulation. IEEE Trans. on Systems, Man, and Cybernetics, Vol.22, No.5, 1075-1086.
    Hathaway, R. J. and Bezdek, J. C. (1993). Switching regression models and fuzzy clustering. IEEE Transactions of Fuzzy Systems, 1,195-204.
    Kosko, B. (1993). Fuzzy thinking : the new science of fuzzy logic. Hyperion, New York.
    Lowen, R. (1990). A fuzzy language interpolation theorem. Fuzzy Sets and Systems, 34, 33-38.
    Romer, C., Kandel, A., and Backer, E. (1995). Fuzzy partitions of the sample space and fuzzy parameter hypotheses. IEEE Trans. on Systems, Man, and Cybernetics, Vol.25, No.9, 1314-1321.
    Ruspini, E. (1991). Approximate Reasoning: past, present, future. Information Sciences, 57, 297-317.
    Tseng, T. and Klein, C. (1992). A new Algorithm for fuzzy multicriteria decision making. International Journal of Approximate Reasoning, 6, 45-66.
    Tseng, F., Tzeng, G., Yu, H. and Yuan, B. (2001). Fuzzy ARIMA model for forecasting the foreign exchange market. Fuzzy Sets and Systems, 118, 9-19.
    Wu, B. and Chen, M. (1999). Use of fuzzy statistical technique in change periods detection of nonlinear time series. Applied Mathematics and Computation, 99, 241-254.
    Wu, B. and Hung, S. (1999). A fuzzy identification procedure for nonlinear time series with example on ARCH and bilinear models. Fuzzy Sets and Systems, 108, 275-287.
    Wu, B. and Sun, C. (1996). Fuzzy statistics and computation on the lexical semantics. Language, Information and Computation (PACLIC 11), 337-346. Seoul, Korea.
    Yoshinari, Y., Pedrycz, W. and Hirota, K. (1993). Construction of fuzzy models through clustering techniques. Fuzzy Sets and Systems, 54, 157-165.
    Zadeh, L. A. (1965). Fuzzy Sets. Information and Control, 8, 338-353.
    Zimmermann, H. J. (1991). Fuzzy Set Theory and Its Applications. Boston: Kluwer Academic.
    Description: 碩士
    國立政治大學
    統計學系
    88354006
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2010000359
    Data Type: thesis
    Appears in Collections:[Department of Statistics] Theses

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2218View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    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.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback