Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/88683| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 毛維凌 | zh_TW |
| dc.contributor.advisor | Mao, Wei Ling | en_US |
| dc.contributor.author | 陳振鈞 | zh_TW |
| dc.contributor.author | Chen, Jenn Jiun | en_US |
| dc.creator | 陳振鈞 | zh_TW |
| dc.creator | Chen, Jenn Jiun | en_US |
| dc.date | 1993 | en_US |
| dc.date.accessioned | 2016-04-29T08:30:12Z | - |
| dc.date.available | 2016-04-29T08:30:12Z | - |
| dc.date.issued | 2016-04-29T08:30:12Z | - |
| dc.identifier | B2002004217 | en_US |
| dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/88683 | - |
| dc.description | 碩士 | zh_TW |
| dc.description | 國立政治大學 | zh_TW |
| dc.description | 經濟學系 | zh_TW |
| dc.description | 80258017 | zh_TW |
| dc.description.abstract | 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 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論 2\n1.1 研究動機與目的……………………………………………………………………………………..2\n 2.2 論文研究大綱…………….…………………………………………………………………………..3\n\n第二章 類神經網路模型 4\n 2.1 前言………………………………………………………………………………………………………….4\n 2.2 類神經網路的基本架構……………………………………………………………………….....6\n 2.3 感知機網路模型…………………………………………………………………………………….11\n 2.4 倒傳遞神經網路模型……………………………………………………………………………..13\n\n第三章 結構性時間數列模型 19\n 3.1 前言………………………………………………….…………………………………………………….19\n 3.2 指數加權移動及Holt-Winters預測程序………………………………………………..19\n 3.3 狀態空間模型和卡門濾器……………………………………………………………………..22\n 3.4 結構性時間數列模型……………………………………………………………………………..26\n 3.5 結構性時間數列模型的估計與預測………………………………………………………28\n\n第四章 實證結果之分析 36\n 4.1 資料來源與研究方法……………………………………………………………………………..36\n 4.2 類神經網路模型之實証分析………………………………………………………………….37\n 4.3 結構性時間數列模型之實證分析………………………………………………………….42\n 4.4 類神經網路模型與結構性時間數列模型實証結果之比較……………………56\n\n第五章 結論與建議 58\n 5.1 結論..……………………………………………………………………………………………………..58\n 5.2 建議..……………………………………………………………………………………………………..58 | zh_TW |
| dc.source.uri | http://thesis.lib.nccu.edu.tw/record/#B2002004217 | en_US |
| dc.subject | 狀態空間 | zh_TW |
| dc.subject | 卡門濾器 | zh_TW |
| dc.subject | 處理單元 | zh_TW |
| dc.subject | 結構性時間數列 | zh_TW |
| dc.subject | 倒傳遞神經網路 | zh_TW |
| dc.subject | state space | en_US |
| dc.subject | kalman filter | en_US |
| dc.subject | processing element | en_US |
| dc.subject | artifical neural network | en_US |
| dc.title | 類神經網路與結構性時間數列之比較與研究 | zh_TW |
| dc.title | The comparison and reaserch between artifical neural network and structural time series | en_US |
| dc.type | thesis | en_US |
| dc.relation.reference | 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. | zh_TW |
| item.cerifentitytype | Publications | - |
| item.fulltext | No Fulltext | - |
| item.openairetype | thesis | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_46ec | - |
| item.grantfulltext | none | - |
| Appears in Collections: | 學位論文 | |
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