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Title: 含外生多變數之時間數列門檻模式模型分析與預測
Constructing Threshold Model with Exogenous Variables and its Forecasting
Authors: 王治鈞
Wang, Jhih Jyun
Contributors: 吳柏林
Wu, Berlin
Wang, Jhih Jyun
Keywords: 外生多變數
Exogenous variables
Time series
Threshold model
Date: 2019
Issue Date: 2020-08-03 17:57:26 (UTC+8)
Abstract: 研究目的: 探討含外生變數之時間數列門檻模式及其應用。 研究方法: 利用隱性變數找出模型之門檻值,並考慮系統內能變化修正預測。 研究發現: 含外生多變數之模糊時間數列門檻模式模型分析與預測。 研究創新: 提出以含外生多變數之門檻模式架構方法。 研究價值: 提出用模糊熵來做預測修正,增加預測之準確度。 研究結論: 本研究建構之模式,均優於傳統的模式分析與預測。
Research Objectives: Exploring the threshold model with exogenous variables and its application. Research Methods: Use implicit variables to find the threshold of the model, and consider the system internal energy change correction prediction. Research Findings: Analysis and Forecasting of threshold model of fuzzy time series with multivariate. Research Innovations: Proposing a threshold architecture method with multivariate. Research Value: Propose to use entropy to make prediction corrections and increase the accuracy of predictions.
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Description: 碩士
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Data Type: thesis
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