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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/88352
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88352


    Title: 非線性時間數列模糊轉捩區間之確認
    Fuzzy change period identification for the nonlinear time series
    Authors: 李玉如
    Lee, Alice
    Contributors: 吳柏林
    Wu, Berllin
    李玉如
    Lee, Alice
    Keywords: 結構性改變
    轉捩點
    模糊時間數列
    □ 水準
    模糊點
    模糊轉捩區間
    模糊分類
    歸屬度
    模糊度
    Structural change
    change point
    fuzzy time series
    □level
    FCP
    Date: 1994
    1993
    Issue Date: 2016-04-29 15:30:48 (UTC+8)
    Abstract: 對於一個具有結構性改變性質的非線性時間數列,通常很難判斷何處為轉
    As far as structural change of a non-linear time series is
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    Broemeling, L.D. and Tsurumi, H. (1987). Econometrics and Structural change, Marcel Dekker Inc.
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    135-156.
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    Li, W. K. (1990). A simple one degree of freedom test for non-linear time series model discrimination. Working paper (Department of Statistics, University of Hong Kong.)
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    Song, Q. and Chissom, B. S. (1993 a). Fuzzy time series and its models. Fuzzy Sets and Systems, 54, 269-277.
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    Tong, H. (1990). Non-linear time series. A dynamical system approach. Oxford University Press, New York.
    Tong, H. and Yeung, I. (1991). On tests for self-exciting threshold autoregressive-type Non-linearity in partially observed time series. Appl. Statist, 40(1), 43-62.
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    Description: 碩士
    國立政治大學
    統計學系
    81354005
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003820
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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