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https://ah.lib.nccu.edu.tw/handle/140.119/87371| 題名: | 非線型時間序列之動態競爭模型 Dynamic Competing Model of Non-linear Time Series |
作者: | 李奇穎 Lee, Chi-Ying |
貢獻者: | 吳柏林 Wu Berlin 李奇穎 Lee, Chi-Ying |
關鍵詞: | 非線型時間序列 時變系統 遺傳演算法 預測 Non-linear time series Time variant system Genetic Algorithms Forecasting |
日期: | 1996 | 上傳時間: | 28-Apr-2016 | 摘要: | 時間序列分析發展至今,常常發現動態資料的走勢,隨著時間過程而演變.所以傳統的模式配適常無法得到很好的解釋,因此許多學者提出不同的模型建構方法.但是對於初始模式族的選擇,卻充滿相當的主觀與經驗認定成份.本文針對時變型時間序列分析,考慮利用知識庫,由模式庫來判斷初始模式.再藉由遺傳演算法的觀念,建立模式參數的遺傳關係.我們把這種遺傳演算法,稱之為時變遺傳演算法.針對台灣省國中數學教師人數,分別以時變遺傳演算法,狀態空間,與單變量ARIMA來建構模式,並作比較.比較結果發現,時變遺傳演算法較能掌握資料反轉的趨勢,且預測值增加較為平緩.因此時變遺傳演算法在模式建構上將是個不錯的選擇. In time series analysis, we find often the trend of dynamic |
參考文獻: | 湯振鶴(1 991). 台灣區國民中學八十至八十六學年度教師需求量之推估研究報告.台灣省教育廳﹒台北市教育局、高雄市教育局合辦台中市大德國中承辦\r\n馬信行(1987) 我國各級學校未來學生數之預測，政大學報第56期，117-147\r\n馬信行(1 992) 我國各級學校師資之預測 政大學報第65期 63-80\r\n詐瑞雯、吳柏林(1 994). 台灣地區國中教師數預測模式 教育與心理研究第17期29-44.\r\n台灣省政府教育廳(1971-1994) 台灣省教育統計年報\r\nAndel, J. ( 1993 ) . A Time Series Model with Suddenly Changing Paramenters. Journal of Time Series Analysys. vol. 14 No.2. 111-123.\r\nAkaike, H. (1974). A New Look at The Statistical Model Identtification. IEEE Transactions on Automatic Control. AC-19. 716-723.\r\nBox, G. E . P. and Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control. Holden-Day, San Fancisco.\r\nGiordana, A., Saitta, L., Campidogio, M. E. and Bello, G. L. (1993). Learning Relations Using Genetic Algorithms. Advances in Artifical Intelligence. 218-229.\r\nGoldberg, D. E. (1989). Genetic Algorithms: In Search, Optimization, and Machine Learning. Addison-Wesley Publishing Company.\r\nInclan, C. and Tiao, G. C. (1994). Use of Cumulative Sum of Squares for Retrospective Detection of changes of Variance. Journal of the American Statistical Association. 913-923.\r\nKoza, 1. R. (1994) . Genetic Programming 11 : Automatic Discovery of Reusable Programs. N1IT Press, 1994.\r\nLaurence, D. (1992). Genetic Algorithms and Financial Applications. Neural ` Genetic\r\nand Fuzzy Systems for Chaotic Financiallvfarkets. 133-147. John Wiley and Sons Inc.\r\nOdetayo, M. O. (1995). Knowledge Acquisition and Adaptation: A Genetic Approach. Expert Systems. vol.l2, No.1. 3-13.\r\nParzen, E. (1977). Multiple Time Series Modeling : Detennining The Order of Approximating Autoregressive Schemes. Multivariate Analysis IV 283-295 .\r\nSchwartz, G. (1978). Estimating The Dimension of A Model. Ann.Statist, 6 . 461-464.\r\nShumway, R. H. and Stoffer, D. S. (1991). Dynamjc Linear Models With Switching.\r\nJournal ojthe American Statistical Association. 763-769.\r\nWei, W. \\V. S. (1990). Time Series Analysis: Univariate and Multivariate Methods. Addision-Wesley Inc.\r\nZurada,1. M. ( 1992). Introduction to Artifical Neural System. 56-58. West Publishing Company. | 描述: | 碩士 國立政治大學 應用數學系 83751012 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#B2002002896 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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