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    題名: 非線性時間序列轉折區間認定之模糊統計分析
    Fuzzy Statistical Analysis for Change Periods Detection in Nonlinear Time Series
    作者: 陳美惠
    貢獻者: 吳柏林
    陳美惠
    關鍵詞: Change periods
    Nonlinear time series
    Revised centered cumulative sums of squares
    Fuzzy statistics
    Genetic-based searching
    Leading genetic model
    日期: 1999
    上傳時間: 2016-04-14 13:57:26 (UTC+8)
    摘要: Many papers have been presented on the study of change points detection. Nonetheless, we would like to point out that in dealing with the time series with switching regimes, we should also take the characteristics of change periods into account. Because many patterns of change structure in time series exhibit a certain kind of duration, those phenomena should not be treated as a mere sudden turning at a certain time.
    描述: 博士
    國立政治大學
    統計學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#A2002000639
    資料類型: thesis
    顯示於類別:[統計學系] 學位論文

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