| dc.contributor.advisor | 吳柏林 | zh_TW |
| dc.contributor.author (Authors) | 陳蒼山 | zh_TW |
| dc.creator (作者) | 陳蒼山 | zh_TW |
| dc.date (日期) | 2005 | en_US |
| dc.date.accessioned | 17-Sep-2009 13:50:40 (UTC+8) | - |
| dc.date.available | 17-Sep-2009 13:50:40 (UTC+8) | - |
| dc.date.issued (上傳時間) | 17-Sep-2009 13:50:40 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0927510141 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/32610 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 應用數學研究所 | zh_TW |
| dc.description (描述) | 92751014 | zh_TW |
| dc.description (描述) | 94 | zh_TW |
| dc.description.abstract (摘要) | 石油是維持人類生存必需的商品，是容易運輸、儲存、使用的能源。石油價格的漲跌，將直接或間接影響經濟成長與物價水準。以公司營運來說，對海運業、航空業、石油公司等石油高度相關行業來說，購油成本一直佔據公司總成本相當大的比例，因此石油價格的變動，將使得會計年度內的購油成本高低相差甚大，進而影響公司整體營運利潤，因此購油決策重要性自不待言。當預測油價會上漲時，則公司將會以較低的石油價格購入較多的石油事先加以貯存或使用，以降低全年購油成本與分散風險。本文嘗試著導入模糊統計的概念並建立多變量多階自廻歸模糊時間數列模式，以期應用在油價之預測。實證方面則收集紐約商品交易所 (NYMEX: New York Mercantile Exchange) 的每日原油收盤價原始資料，針對原油價格進行模糊時間數列分析與預測，並比較命中率、誤差率與準確度。相信這對於購油風險控管及降低成本，提高公司盈餘深具意義。 | zh_TW |
| dc.description.tableofcontents | 1. 前言與文獻探討 32. 模糊時間數列分析與預測 52.1 模糊邏輯之引進 52.2 模糊時間數列分析與預測 72.3 多變量模糊時間數列模式建構 92.4 如何由模糊數進行屬性判別 153. 實證分析與結果 213.1 資料分析 213.2 模糊時間數列模式建構 233.3 預測結果的比較與分析 254. 結論 35參考文獻 37 | zh_TW |
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| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0927510141 | en_US |
| dc.subject (關鍵詞) | 隸屬度函數 | zh_TW |
| dc.subject (關鍵詞) | 模糊關係矩陣 | zh_TW |
| dc.subject (關鍵詞) | 石油價格預測 | zh_TW |
| dc.subject (關鍵詞) | 模糊命中 | zh_TW |
| dc.title (題名) | 模糊時間數列分析與預測—以石油價格為例 | zh_TW |
| dc.title (題名) | Fuzzy Time Series Analysis and Forcasting – with an Example of Oil Prices | en_US |
| dc.type (資料類型) | thesis | en |
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