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| Title | 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 |
| Creator | 李玉如 Lee, Alice |
| Contributor | 吳柏林 Wu, Berllin 李玉如 Lee, Alice |
| Key Words | 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 |
| Date | 1994 1993 |
| Date Issued | 29-Apr-2016 15:30:48 (UTC+8) |
| Summary | 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. |
| Description | 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 |
| Type | 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………………………………………………………………………………………………………1 2、 Change point detecting method…………………………………………………………………………………………………………….…5 2.1 Preliminary result…………………………………………………………………………………………………………..………5 2.2 Concept of fuzzy change period…………………………………………………………………………………………………..…….………9 3、 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………………………………………………18 4、 Application to the time series of Taiwan birth rate……….………………….…………..…30 5、 Conclusion……………………………………………………………………………….………………………35 6、 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 |