政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/85503
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113822/144841 (79%)
Visitors : 51778574      Online Users : 632
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
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85503


    Title: 時間數列的模糊識別
    Fuzzy Identification in Time Series
    Authors: 孟慶宇
    Contributors: 吳柏林
    孟慶宇
    Keywords: 模糊識別
    時間數列
    模糊規則庫
    Fuzzy Identification
    Time Series
    Fuzzy Rule Bases
    Date: 2000
    Issue Date: 2016-04-18 16:31:58 (UTC+8)
    Abstract: 時間數列的模式識別在近年來逐漸受到注意。因為根據時間數列所產生的走勢型態可以作為判斷事件發生與預測未來的基礎。雙線性模式是由ARMA模式所延伸，所以不易與ARMA做一區別。本文就針對這類的問題，提出解決的方法。
    Identification of time series model gets more and more attention, because we can analyze the events happened and forecast what will occur in the future based on the accurate model. Bilinear time is extended by ARMA model, so it is hard to distinguish bilinear model and ARMA model. This paper focuses on this type of subject and proposes some possible way to solve.
    Reference: 吳柏林(1994)，時間數列的圖形識別與分類，國立編譯館館刊，第23卷，第2期，317-343。
    Abraham, B. and Wei, W. S. (1984). Inferences about the parameters of a time series model with changing variance. Metrika, Vol. 31, 183-194.
    Anderw A. Weiss. (1986). ARCH and bilinear time series models: comprarion and combination. Jouranl of Business & Economic Statistics, Vol. 4, No. 1, 59-70.
    Baufays, P. and Rasson, J. P. (1985). Variance Changes in autoregressive models. Time Series Analysis: Theory and Practice. 7, ed. O. D. Anderson, New York: North-Holland, 119-127.
    Bleany, M. (1990). Some comparisions of the relative power of simple tests for structure change in regression models. Journal of Forecasting, Vol. 9,437-444.
    Chow, G. C. (1960). Testing for equalitysets of coefficients in two linear regressions. Econometrica, Vol. 28,591-605.
    C. O’brien. (1987). A test for non-linearity of prediction in time series. Journal of Time Series Analysis, Vol. 8, No. 3, 313-327.
    Carla Lnclan and George C. Tiao. (1994). Use of cumulative sums of squares for retrospective detection of changes of variance. Journal of the American Statistical, Vol. 89, No. 427, 913-924.
    De Gooijer ,J. G. and K. Kumar. (1992). Some recent development in nonlinear time series modeling, testing, and forecasting. International Journal of Forecasting, 135-156.Association, Vol. 89, No. 427, 913-923.
    Granger, C.W.J. and Andersen, A. (1978). An interoduction to bilinear time series models. Vanderhoeck and Reprecht, Gottingen. Econometrica, Vol. 60, 271-2855.
    Gy. Terdik and J. Math. (1998). A new test of linearity of time series based on the bispercturm. Journal of Time Series, Vol. 19, No. 6, 737-753.
    Ploberger, W. and Kramer, W. (1992). The CUSUM-test with OLS residualsn.
    Nyblom, J. (1989). Testing for the constance of parameters over time. Journal of the American Statistical Association, Vol. 84, 223-230.
    Pentti Saikkonen and Ritva Luukkonen. (1988). Lagrange multiplier tests for testing nonlinear in time series models. Scand J Statist, Vol. 15, 55-68.
    Priestly, M.B. (1988). Non-linear and non-stationary time series analysis. Academic Press Limited.
    Subber Rao, T. and Gabr, M. M. (1984). An interoduction to Bispectral Analysis and Bilinear Time Series Models. Lecture Notes in Statistics, Springer-Verlag, London.
    Sylvia Fruhwirt-Schnatter. (1992). On statistical inference for fuzzy data with applications to descriptive statistics. Fuzzy sets and systems, Vol. 50, 143-165.
    Tasy, R. (1988). Outliers , Level Shifts, and variance change in time series. Journal of Forecasting, Vol. 7, 1-20.
    Wu, B.and Shih, N. (1992). On the indentification problem for bilinear time series models. J. Statist. Comput. Simul. Vol. 43, 129-161.
    Wu, B. and Shu-Lin Hung. (1999). A fuzzy identification procedure for nonlnear time series: With example on ARCH and bilinear model. Fuzzy Set and System, Vol. 108, 275-287.
    Wu, B. and Mei-Hui Chen. (1999). Use of fuzzy statistical technique in change periods detection of nonlinear time series. Applied Mathematics and Computation, Vol. 99, 241-254.
    Description: 碩士
    國立政治大學
    應用數學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001745
    Data Type: thesis
    Appears in Collections:[Department of Mathematical Sciences] Theses

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2302View/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