政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/75025

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113656/144643 (79%)
Visitors : 51716224 Online Users : 597

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 理學院 > 應用數學系 > 會議論文 > Item 140.119/75025

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/75025

Title:	Change periods detection for multivariate time series with fuzzy methods
Authors:	Li, W.;Hu, R.;Wu, Berlin 吳柏林
Contributors:	應數系
Keywords:	Change periods;Change-points;Cluster centers;Empirical studies;Fuzzy entropy;Fuzzy methods;Fuzzy statistic;Fuzzy time series;Germany;Integrated identification;Macroeconomic indicators;Multivariate time series;Performance indices;Structure change;Testing method;Artificial intelligence;Computer software;Membership functions;Time series;Time series analysis
Date:	2009-12
Issue Date:	2015-05-07 15:28:43 (UTC+8)
Abstract:	Researchers have proposed a lot of detecting and testing methods about change points. While in the real case, it shows that the structure change of a time series was changed gradually, that is the change points has illustrated senses of fuzziness. This concept is important in fitting different models to different regimes of the data regarding economic interpretation of the data during that regime. In this paper we present an integrated identification procedure for change periods detection. The membership function of each system, which include multivariate time series data, corresponding to the cluster centers as performance index grouping is calculated. A fuzzy time series C* t is defined on averages of cumulative fuzzy entropies of the three time series. Finally, an empirical study about change periods identification for Germany, France and Greece major macroeconomic indicators are demonstrated. ©2009 IEEE.
Relation:	Proceedings - 2009 International Conference on Computational Intelligence and Software Engineering, CiSE 2009,-5363912
Data Type:	conference
DOI 連結:	http://dx.doi.org/10.1109/CISE.2009.5363912
DOI:	10.1109/CISE.2009.5363912
Appears in Collections:	[應用數學系] 會議論文

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML2	1195	View/Open

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.

Loading...