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https://ah.lib.nccu.edu.tw/handle/140.119/88683| 題名: | 類神經網路與結構性時間數列之比較與研究 The comparison and reaserch between artifical neural network and structural time series |
作者: | 陳振鈞 Chen, Jenn Jiun |
貢獻者: | 毛維凌 Mao, Wei Ling 陳振鈞 Chen, Jenn Jiun |
關鍵詞: | 狀態空間 卡門濾器 處理單元 結構性時間數列 倒傳遞神經網路 state space kalman filter processing element artifical neural network |
日期: | 1993 | 上傳時間: | 29-Apr-2016 | 摘要: | 長久以來,人類在萬物中獨具的高智慧特質吸引了無數的哲學家和科學家 | 參考文獻: | 吳柏林、賴家瑞、劉勇衫，台灣地區外籍觀光旅客意願分析與預\n測模式，民國八十一年\n葉怡成，類神經網路模式應用與質作，儒林圖書，民國八十二年\n元月\n焦成李，神經網路系統必z 論， 儒林圖書，民國八十年十月\n\n\nDiebold,F.X.(l989),"SLructural Time Series Analysis and iVfodelling :\nPackage A Review", Journal 0/ Applied Econometrics, vo1.4,PP195-\n204.\nHarvey,A.C.and S.Peters(1990),"Estimation Procedures for structural\nTime series lvIoclels" ,Journal of Forecasling,vo\\.9 ,PP89-108.\nHarvey,A.C.(19S9), `TorccasLing,structural Times series models and\nthe Kalman Filter" ,Cambridge University Press,Cambridge.\nHarvey,A.C.(1981), "Times Series moclcls",oxforcl : Phillip Allan and\nAtlantic Highlancls,NJ : Ilum(lntics Press.\nHarvey,A.C.(1990), "The Econometric Anlysis of Time Series" ,Journal\nof Forecasting,voI.9,PPS9-108.\nHarvey,A.C.(l984), "A Unified View of ststistical forecasting Proce-\ndures ",Journal of FOl`ccasting,3,PP245-2S3.\nI-Iarvey,A.C.(19S5), "Trends and Cycles in Macroeconomic Times series"\n,Journal of Bllssincss and Economic Slalistics,3,PP21G-227.\nHarvey,A.C. and J.Durbin(1986), "The effects of scat Belt Legislation\non British Roael Casualties: A case study in structural series J\\tfodelling"\n,Journal of The Royal Statistical socicty}series A ,PP187-227.\nI-Iarvey,A .C.,Hcnry B.,Pcters,S and S wren-Lewis(1986), "Stochastic\nTrends in Dynamic Regression ~` [oclels : ;\\ n Application to The empolymentoutput\nequation" , Eco/l.omic JO -llrnal,9G,PP975-985.\nKitagawa,G and W Gersch( 198`1)," A Smoothness Priors-State Space\nModelling of Time series with Trend ancl seasonality", JouTnal of the\nAmerican Statistical !lssocialion,79,PP:378-389.\nFreeman,J.A. and Skapura,D .M.(1991 )," Neural Networks-A Igorithms,Applications\n,and Programming Techniques" ,Addison `-\\fesley.\nvVeigencl,A.S.,llumclhart,D.E. and Huberman,B.A.( -) "Back-Propagation\n,vVeight-Elimination and Time Series Prediction".\nHarvey,A.C. anel Toclel,P.(1983),`Torecasting economic Time Series with\nStructural and Box-Jenkins Models: ;\\ Case study" ,Journal of Bussiness\nand Economic Slnlistics,PP299-:315.\nChatfield, C. ( 1987), "The lTol t- Wintel`S Porccasti ng Proceciure", Applied\nStatistics, 2 7, P P2G•I-:279.\nBrown,R.G.(1963),”Smoothing ,Forecasting and Prediction”, Englewood Cliffs: Prentice Hall.\nMaravall,A.(1985),”On Structural Time Series Models and The Characterization of Components”, Journal of Business and Economic Statistics3(4), pp350-55.\nWilliam H.G.(1991),”Econometric Analysis”,Maxwell Machillan.\nMakridakis,S.,Andersen,A.,Carbone,R.,Fildes,R.,Hibun,M.,Lewandowski,R.,Newton,J.,Parzon,E. and Winter,R.(1982), “The Accuracy of Extrapolation(time Series)Methods: Result of Forecasting Competition”, Journal of Forecasting ,PP111-153.\nJudge,G.G.,Hill,R.C.,Griffiths, W.E.,Lutkepohl,H. and Lee ,T.C.(1988),”Introduction to The Theory and Practice of Econometrics”, Wie,Wiley. | 描述: | 碩士 國立政治大學 經濟學系 80258017 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#B2002004217 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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