Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/99612


Title: 區間迴歸與模糊資訊分析及應用
Interval regression analysis with fuzzy data
Authors: 蔡皓旭
Cai, Hao Xu
Contributors: 陳政輝
蔡皓旭
Cai, Hao Xu
Keywords: 區間模糊迴歸
懸浮微粒
台灣加權股價指數
區間模糊數
Fuzzy regression
Suspended Particulate Matter
TAIEX
Interval fuzzy number
Date: 2016
Issue Date: 2016-08-03 10:15:04 (UTC+8)
Abstract: 動機與目的:傳統的統計迴歸模式假設觀測值的不確定性來自於隨機現象,而模糊迴歸則考慮不確定性來自於多重隸屬現象。不同的模型建構所得到的估計值也不一致。如何衡量模型的優劣程度,至今仍沒有一套嚴謹的標準。
研究方法:本研究以區間模糊數建構模糊迴歸模式,如此一來對樣本的解釋方式將更為貼近現實,並提出一套區間模糊數距離測度,以衡量估計值與實際值之間的差距。實證分析中(懸浮微粒PM_10濃度預測、台灣加權股價指數預測),我們藉由此距離測度衡量二維模糊迴歸與傳統二項最小平方法對於樣本的配適性。
創新與推廣:提出區間模糊數距離衡量估計值與原樣本之差異程度。在符合傳統統計迴歸精神之下,當距離最小就是差異最小的估計,最能符合所抽取的樣本,也是最佳估計。
重要發現:利用本區間模糊數距離測度,我們發現二維模糊迴歸方法比起傳統二項最小平方法更有效率且廣義殘差(generalized residual)將更小。
結論:過去以來,我們對於模糊迴歸架構一直都沒有完整的衡量標準。文中我們定義區間模糊數區間距離與平均距離,並推導賦距空間等性質。結合實例分析及應用,建構一合適模糊迴歸模式,以利統計決策分析參考。
Objective: This study concerns how to develop effective fuzzy regression models. In the literature, little is addressed on how to evaluate the effectiveness of fuzzy regression models developed with different regression methods. We consider this issue in this work and present a framework for such evaluation.
Method: We consider fuzzy regression models developed with different regression approaches. A method to evaluate the developed models is proposed. We then show that the proposed method possesses desirable mathematical properties and it is applied to compare the two-dimensional regression method and the traditional least square based regression method in our case studies: predicating the concentration of and the volatility of the weighted price index of the Taiwanese stock exchange.
Innovation: We propose a new metric to define a distance between two fuzzy numbers. This metric can be used to evaluate the performance of different fuzzy regression models. When a prediction from one model is closest to the sample data measured in terms of the proposed metric, it can be recognized as the optimal predication.
Results: Based on the proposed metric, it can be obtained that the two-dimensional fuzzy regression method is better than the traditional least square based regression method. Especially, its resulting generalized residual is smaller.
Conclusion: In the literature, no unified framework has been previously proposed in evaluating the effectiveness of developed fuzzy regression models. In this work, we present a metric to achieve this goal. It facilitates the work to determine whether a fuzzy regression model suitably fits obtained samples and whether the model has potential to provide sufficient accuracy for follow-up analysis in a considered problem.
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Description: 碩士
國立政治大學
應用數學系
103751009
Source URI: http://thesis.lib.nccu.edu.tw/record/#G0103751009
Data Type: thesis
Appears in Collections:[應用數學系] 學位論文

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