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Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/36392
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dc.contributor.advisor吳柏林zh_TW
dc.contributor.advisorWu, Berlinen_US
dc.contributor.author許毓云zh_TW
dc.contributor.authorHsu, Yi-Yunen_US
dc.creator許毓云zh_TW
dc.creatorHsu, Yi-Yunen_US
dc.date1998en_US
dc.date.accessioned2009-09-18T10:28:04Z-
dc.date.available2009-09-18T10:28:04Z-
dc.date.issued2009-09-18T10:28:04Z-
dc.identifierB2002001687en_US
dc.identifier.urihttps://nccur.lib.nccu.edu.tw/handle/140.119/36392-
dc.description碩士zh_TW
dc.description國立政治大學zh_TW
dc.description應用數學研究所zh_TW
dc.description86751005zh_TW
dc.description87zh_TW
dc.description.abstractAbstract\r\nIn time series analysis, we often find the trend of dynamic data changing with time. Using the traditional model fitting can`t get a good explanation for dynamic data. Therefore, many scholars developed various methods for model construction. The major drawback with most of the methods is that personal viewpoint and experience in model selection are usually influenced in them. Therefore, this paper presents a new approach on genetic-based modeling for the nonlinear time series. The research is based on the concepts of evolution theory as well as natural selection. In order to find a leading model from the nonlinear time series, we make use of the evolution rule: survival of the fittest. Through the process of genetic evolution, the AIC (Akaike information criteria) is used as the adjust function, and the membership function of the best-fitted models are calculated as performance index of chromosome. Empirical example shows that the genetic model can give an efficient explanation in analyzing Taiwan exchange rates, especially when the structure change occurs.en_US
dc.description.tableofcontentsContents\r\nABSTRACT\r\nLIST OF TABLE\r\nLIST OF FIGURE\r\n1. Introduction……………………………………………………………………1\r\n2. Genetic Modeling………………………………………………………………4\r\n3. Procedure of Genetic Modeling…………………………………………………9\r\n4. Combined Forecasting with Gene Models……………………………………11\r\n5. Simulation………………………………………………………………………13\r\n6. An Empirical Application for Exchange Rates………………………………18\r\n7. Conclusion………………………………………………………………………21\r\nReferences…………………………………………………………………………22zh_TW
dc.language.isoen_US-
dc.source.urihttp://thesis.lib.nccu.edu.tw/record/#B2002001687en_US
dc.subject非線性時間數列zh_TW
dc.subject遺傳建模zh_TW
dc.subject主導模式zh_TW
dc.subject隸屬度函數zh_TW
dc.subject匯率zh_TW
dc.subjectNonlinear time seriesen_US
dc.subjectGenetic modelingen_US
dc.subjectLeading modelsen_US
dc.subjectMembership functionen_US
dc.subjectExchange ratesen_US
dc.title遺傳模式在匯率上分析與預測之應用zh_TW
dc.titleGenetic Models and Its Application in Exchange Rates Analysis and Forecastingen_US
dc.typethesisen
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