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題名 非線性時間數列模糊轉捩區間之確認
Fuzzy change period identification for the nonlinear time series作者 李玉如
Lee, Alice貢獻者 吳柏林
Wu, Berllin
李玉如
Lee, Alice關鍵詞 結構性改變
轉捩點
模糊時間數列
□ 水準
模糊點
模糊轉捩區間
模糊分類
歸屬度
模糊度
Structural change
change point
fuzzy time series
□level
FCP日期 1994
1993上傳時間 29-Apr-2016 15:30:48 (UTC+8) 摘要 對於一個具有結構性改變性質的非線性時間數列，通常很難判斷何處為轉
As far as structural change of a non-linear time series is參考文獻 Bagshaw, M. and Johnson, R. A. (1977). Sequential procedures for detecting parameter changes in a time series model. Journal of American statistic Association, 72, 593-597.Balke, N. S. (1993). Detecting level shifts in time series. Journal of Business and Economic Statistics, 11(1), 81-92.Barry, D. and Hartigan, J. A. (1993). A bayesian analysis for change point problems. Journal of the American Statistical Association, 88(421), 309-319.Bezdek, J. C. (1981). Pattern Recognition with Fuzzy Objective Function Algorithms. New York: Ploenum Press.Broemeling, L.D. and Tsurumi, H. (1987). Econometrics and Structural change, Marcel Dekker Inc.Chan, W. S. and Tong, H. (1986). On test for non-linearity in time series analysis. Journal of Forecasting, 5, 217-228.Cutsem, B. V. and Gath, I, (1993). Detection of outliers and robust estimation using fuzzy clustering. Computational Statistics and Data Analysis, 15, 47-61.Gardner, E. S. (1983). Automatic monitoring of forecast errors. Journal of Forecasting, 2, 1-21.Gooijer, J. G. D. and Kumar, K.(1992). Some recent developments in non-linear time series modeling, testing, and forecasting. International Journal of Forecasting, 8, 135-156.Hathaway, R. J. and Bezdek, J. C. (1993) Switching regression models and fuzzy clustering. IEEE Transactions on fuzzy systems, 1(3), 195-204.Heshmaty, B. and Kandel, A. (1985). Fuzzy linear regression and its applications to forecasting in uncertain environment. Fuzzy Sets and Systems, 15, 159-191.Li, W. K. (1990). A simple one degree of freedom test for non-linear time series model discrimination. Working paper (Department of Statistics, University of Hong Kong.)Oh, S. B., Kim, W. and Lee, J. K. (1990), An approach to causal modeling in fuzzy environment and its application. Fuzzy Sets and Systems, 35, 43-55.Page, E. S. (1955). A test for change in a parameter occurring at an unknown point. Biometrika, 42, 523-527.Priestley, M, B. (1988). Non-linear and non-stationary time series analysis. Academic Press inc.Sastri, T., Flores, B. and Valdes, J. (1989). Detecting points of change in time series. Computers Opns Res., 16(3), 271-293.Song, Q. and Chissom, B. S. (1993 a). Fuzzy time series and its models. Fuzzy Sets and Systems, 54, 269-277.Song, Q. and Chissom, B. S. (1993 b). Forecasting enrollments with fuzzy time series – part I. Fuzzy Sets and Systems, 54, 1-9.Tong, H. (1990). Non-linear time series. A dynamical system approach. Oxford University Press, New York.Tong, H. and Yeung, I. (1991). On tests for self-exciting threshold autoregressive-type Non-linearity in partially observed time series. Appl. Statist, 40(1), 43-62.Tsay, R. S. (1988). Outliers, level shifts, and variance changes in time series. Journal of forecasting, 7, 1-20.Wu, B. and Shih, N., (1992). On the identification problem for bilinear time series models. J. Statist. Comput. Simul. 43, 129-161.Wu, B. (1994). Identification environment and robust forecasting for nonlinear time series. Computational Economics, 7, 37-53.Yoshinari, Y. Pedrycz, W. and Hirota, K. (1993). Construction of fuzzy models through clustering techniques. Fuzzy sets and systems, 54, 157-165.Zadeh, L. A. (1965). Fuzzy sets. Inform. And Control, 8, 338-353. 描述 碩士
國立政治大學
統計學系
81354005資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002003820 資料類型 thesis dc.contributor.advisor 吳柏林 zh_TW dc.contributor.advisor Wu, Berllin en_US dc.contributor.author (Authors) 李玉如 zh_TW dc.contributor.author (Authors) Lee, Alice en_US dc.creator (作者) 李玉如 zh_TW dc.creator (作者) Lee, Alice en_US dc.date (日期) 1994 en_US dc.date (日期) 1993 en_US dc.date.accessioned 29-Apr-2016 15:30:48 (UTC+8) - dc.date.available 29-Apr-2016 15:30:48 (UTC+8) - dc.date.issued (上傳時間) 29-Apr-2016 15:30:48 (UTC+8) - dc.identifier (Other Identifiers) B2002003820 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/88352 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 統計學系 zh_TW dc.description (描述) 81354005 zh_TW dc.description.abstract (摘要) 對於一個具有結構性改變性質的非線性時間數列，通常很難判斷何處為轉 zh_TW dc.description.abstract (摘要) As far as structural change of a non-linear time series is en_US dc.description.tableofcontents 1、 Introduction………………………………………………………………………………………………………12、 Change point detecting method…………………………………………………………………………………………………………….…52.1 Preliminary result…………………………………………………………………………………………………………..………52.2 Concept of fuzzy change period…………………………………………………………………………………………………..…….………93、 Change period by fuzzy detecting…………………………………………………………………………………….……………………..……11 3.1 Fuzzy clustering on time series………………………………………………….………..……12 3.2 Fuzzy point and Fuzzy change period…………………………………………….......……14 3.3 Some properties on Fuzzy time series……………………………………..………….……17 3.4 Deteching α-level of Fuzzy change period………………………………………………184、 Application to the time series of Taiwan birth rate……….………………….…………..…305、 Conclusion……………………………………………………………………………….………………………356、 Reference……………………………………………………………………………………….….……………36 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002003820 en_US dc.subject (關鍵詞) 結構性改變 zh_TW dc.subject (關鍵詞) 轉捩點 zh_TW dc.subject (關鍵詞) 模糊時間數列 zh_TW dc.subject (關鍵詞) □ 水準 zh_TW dc.subject (關鍵詞) 模糊點 zh_TW dc.subject (關鍵詞) 模糊轉捩區間 zh_TW dc.subject (關鍵詞) 模糊分類 zh_TW dc.subject (關鍵詞) 歸屬度 zh_TW dc.subject (關鍵詞) 模糊度 zh_TW dc.subject (關鍵詞) Structural change en_US dc.subject (關鍵詞) change point en_US dc.subject (關鍵詞) fuzzy time series en_US dc.subject (關鍵詞) □level en_US dc.subject (關鍵詞) FCP en_US dc.title (題名) 非線性時間數列模糊轉捩區間之確認 zh_TW dc.title (題名) Fuzzy change period identification for the nonlinear time series en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) Bagshaw, M. and Johnson, R. A. (1977). Sequential procedures for detecting parameter changes in a time series model. Journal of American statistic Association, 72, 593-597.Balke, N. S. (1993). Detecting level shifts in time series. Journal of Business and Economic Statistics, 11(1), 81-92.Barry, D. and Hartigan, J. A. (1993). A bayesian analysis for change point problems. Journal of the American Statistical Association, 88(421), 309-319.Bezdek, J. C. (1981). Pattern Recognition with Fuzzy Objective Function Algorithms. New York: Ploenum Press.Broemeling, L.D. and Tsurumi, H. (1987). Econometrics and Structural change, Marcel Dekker Inc.Chan, W. S. and Tong, H. (1986). On test for non-linearity in time series analysis. Journal of Forecasting, 5, 217-228.Cutsem, B. V. and Gath, I, (1993). Detection of outliers and robust estimation using fuzzy clustering. Computational Statistics and Data Analysis, 15, 47-61.Gardner, E. S. (1983). Automatic monitoring of forecast errors. Journal of Forecasting, 2, 1-21.Gooijer, J. G. D. and Kumar, K.(1992). Some recent developments in non-linear time series modeling, testing, and forecasting. International Journal of Forecasting, 8, 135-156.Hathaway, R. J. and Bezdek, J. C. (1993) Switching regression models and fuzzy clustering. IEEE Transactions on fuzzy systems, 1(3), 195-204.Heshmaty, B. and Kandel, A. (1985). Fuzzy linear regression and its applications to forecasting in uncertain environment. Fuzzy Sets and Systems, 15, 159-191.Li, W. K. (1990). A simple one degree of freedom test for non-linear time series model discrimination. Working paper (Department of Statistics, University of Hong Kong.)Oh, S. B., Kim, W. and Lee, J. K. (1990), An approach to causal modeling in fuzzy environment and its application. Fuzzy Sets and Systems, 35, 43-55.Page, E. S. (1955). A test for change in a parameter occurring at an unknown point. Biometrika, 42, 523-527.Priestley, M, B. (1988). Non-linear and non-stationary time series analysis. Academic Press inc.Sastri, T., Flores, B. and Valdes, J. (1989). Detecting points of change in time series. Computers Opns Res., 16(3), 271-293.Song, Q. and Chissom, B. S. (1993 a). Fuzzy time series and its models. Fuzzy Sets and Systems, 54, 269-277.Song, Q. and Chissom, B. S. (1993 b). Forecasting enrollments with fuzzy time series – part I. Fuzzy Sets and Systems, 54, 1-9.Tong, H. (1990). Non-linear time series. A dynamical system approach. Oxford University Press, New York.Tong, H. and Yeung, I. (1991). On tests for self-exciting threshold autoregressive-type Non-linearity in partially observed time series. Appl. Statist, 40(1), 43-62.Tsay, R. S. (1988). Outliers, level shifts, and variance changes in time series. Journal of forecasting, 7, 1-20.Wu, B. and Shih, N., (1992). On the identification problem for bilinear time series models. J. Statist. Comput. Simul. 43, 129-161.Wu, B. (1994). Identification environment and robust forecasting for nonlinear time series. Computational Economics, 7, 37-53.Yoshinari, Y. Pedrycz, W. and Hirota, K. (1993). Construction of fuzzy models through clustering techniques. Fuzzy sets and systems, 54, 157-165.Zadeh, L. A. (1965). Fuzzy sets. Inform. And Control, 8, 338-353. zh_TW
