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政大機構典藏 > 商學院 > 統計學系 > 學位論文 > Item 140.119/87298

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87298

Title:	轉折型時間序列的認定 Pattern Recognition for Trend Time Series
Authors:	程友梅 Cheng, Yu Mei
Contributors:	吳柏林程友梅 Cheng, Yu Mei
Keywords:	結構轉變轉折點模糊分類模糊轉折區間 structure change change point fuzzy classification fuzzy change period
Date:	1996
Issue Date:	2016-04-28 11:48:16 (UTC+8)
Abstract:	轉折型時間序列在現實生活中常常可見，例如因戰爭、政策改變、罷工或自然界的條件劇變等，而使時間序列的走勢發生明顯的轉變。傳統上，對這種轉折型時間序列資料進行轉折點的偵測時，大部分均從事後的觀點，主觀上先行認定結構轉變發生的時點，而後再以檢定加以確認。但此種方法過於主觀，而且轉型並非一蹴可幾，若以單一的轉折點來解釋轉型的現象，似乎不太恰當。　　Structure-changing time series are often seen in daily life. For example, war, change of policy, labor strike, or change of natural phenomena result in obvious change of time series. Most of detection of change points for structure-changing time series take place afterwards. In this paper, we pre-sent a change periods detection method for trend time series using the concept of fuzzy logic. Empirical example about exchange rate and balance of international trade is illustrated with detailed analysis.
Description:	碩士國立政治大學統計學系 83354001
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002002783
Data Type:	thesis
Appears in Collections:	[統計學系] 學位論文

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