Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/103048
DC Field | Value | Language |
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dc.contributor | 應數系 | |
dc.creator | 吳柏林 | zh_TW |
dc.creator | Wu, Berlin | |
dc.date | 1991-09 | |
dc.date.accessioned | 2016-10-20T03:44:48Z | - |
dc.date.available | 2016-10-20T03:44:48Z | - |
dc.date.issued | 2016-10-20T03:44:48Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/103048 | - |
dc.description.abstract | 雙線性時間數列模式及其應用線性時間數列模式,如ARMA模式已被廣泛地應用在許多學科領域。但是其中之一重要假設為此時間數列之結構可被一線性模式來描述。此線性假設有時常覺得頗牽強,因而我們考慮是否有更好的模式來做資料之擬似。近年來,屬於非線性模式族之一系的一雙線性模式便引起學者的熱烈討論。本文即針對特定型之雙線性模式,探討其平穩性,可逆性。並做參數估計法則。最後舉例說明有關預測之方法。Linear time series models such as ARMA models have been widely used in many fields. An important assumption is that the structure of the series can be described by a linear model. However, this assumption of linearity is often a dubious one. In some particular situations one may ask if there exist other models which can provide a better fit. A particular class of non-linear models which has received a great deal of attentions is bilinear models. In this paper we investigates some properties of the bilinear model: stationarity and invertibility. Estimation of the parameters are obtained by minimum least squares method. The forecasting of certain bilinear models are also considered. | |
dc.format.extent | 746841 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.relation | 國立政治大學學報, 63, 429-442 | |
dc.subject | Time Series Analysis ;ARMA Models ;Bilinear Models ;Markovian Representation ;Stationarity ;Invertibility ;Forecasting | |
dc.title | 雙線性時間數列模式及其應用 | zh_TW |
dc.title.alternative | Bilinear Time Series Models and Its Applications | |
dc.type | article | |
item.grantfulltext | open | - |
item.openairetype | article | - |
item.fulltext | With Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | 期刊論文 |
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File | Description | Size | Format | |
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63-429-442.pdf | 729.34 kB | Adobe PDF2 | View/Open |
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