Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/88464
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 吳柏林 | zh_TW |
dc.contributor.advisor | Wu, Bo Lin | en_US |
dc.contributor.author | 黃郁麟 | zh_TW |
dc.contributor.author | Hwang, Yuh Lin | en_US |
dc.creator | 黃郁麟 | zh_TW |
dc.creator | Hwang, Yuh Lin | en_US |
dc.date | 1995 | en_US |
dc.date | 1994 | en_US |
dc.date.accessioned | 2016-04-29T08:00:32Z | - |
dc.date.available | 2016-04-29T08:00:32Z | - |
dc.date.issued | 2016-04-29T08:00:32Z | - |
dc.identifier | B2002003569 | en_US |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/88464 | - |
dc.description | 碩士 | zh_TW |
dc.description | 國立政治大學 | zh_TW |
dc.description | 應用數學系 | zh_TW |
dc.description.abstract | 傳統上,時間數列的型態分類與認定的分析方法,一般都應用在定態的隨機過程。雖然單根檢定的方法用來檢定一時間數列是否定態的判定,一直被計量經濟學家所重視。但由於近幾年來非直線性時間數列越來越受到重視與研究,以傳統的單根檢定法來分析已無法顯出其數列的特性,甚至許多時候會導致對其數列辨識準確度穩健性的喪失,所以結構轉變的檢定先行於單根檢定,對於非線型時間數列來說是非常重要的。 | zh_TW |
dc.description.abstract | Traditionally, the analysis methods of pattern classification and recognition for time series generally apply to the stationary process. Tests for unit roots used to test whether the time series is stationary has always been looked upon by the statisticians econometrics. Because there have been much more research on the nonlinear time series in recent years, the tests for unit roots can`t tell the features of time series and even result in the lost of robustness for the identification precision of the time series. | en_US |
dc.description.tableofcontents | 中文摘要\r\nAbstract\r\n1、前言-----1\r\n2、時間數列分列法之理論回顧與研究-----5\r\n 2.1 模糊熵分類法-----5\r\n 2.2 變異數區間法-----6\r\n 2.3 中心化累加平方和法-----6\r\n3、轉折區間之認定、分段與比較-----9\r\n 3.1 平均值信賴區間的估計值判定-----9\r\n 3.2 以模糊熵分類法來判定-----10\r\n 3.3 模型轉折區間之判定法則-----10\r\n 3.4 模擬分析與討論比較-----11\r\n 3.5 中心化累加平方和法-----22\r\n4、實證、分析-----25\r\n 4.1 實際資料之描述-----25\r\n 4.2 結果與分析-----25\r\n5、結論-----31\r\n參考書目-----33 | zh_TW |
dc.source.uri | http://thesis.lib.nccu.edu.tw/record/#B2002003569 | en_US |
dc.subject | 應用數學 | zh_TW |
dc.subject | 數學 | zh_TW |
dc.subject | APPLIED-MATHEMATICS | en_US |
dc.subject | MATHEMATICS | en_US |
dc.title | 非線型時間數列的分類與認定 | zh_TW |
dc.title | Pattern Recognition and Classification in Nonlinear Time Series Analysis | en_US |
dc.type | thesis | en_US |
item.grantfulltext | open | - |
item.openairetype | thesis | - |
item.fulltext | With Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_46ec | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | 學位論文 |
Files in This Item:
File | Size | Format | |
---|---|---|---|
index.html | 115 B | HTML2 | View/Open |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.