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題名 時間數列的模糊分析和預測
Fuzzy Analysis and Forecasting in Time Series作者 許嘉元
Sheu, Chia-Yuan貢獻者 吳柏林
Wu,Berlin
許嘉元
Sheu, Chia-Yuan關鍵詞 模糊自我迴歸模式
預測
模糊趨勢
模糊穩定
中央政府總預算
匯率
Fuzzy autoregressive model
Forecasting
Fuzzy trend
Fuzzy stationary
Fuzzy time series日期 1994
1993上傳時間 29-四月-2016 15:30:57 (UTC+8) 摘要 動態資料往往隨著時間區間取法或測量工具的不同而有差異,此種不確定的特質我們稱為模糊性。但是傳統的時間數列仍是以確定的觀察值來記錄具有模糊性的動態資料。為了更完整的表示一個動態過程,我們考慮模糊時間數列(fuzzy time series)以具有不確定性的模糊集合來取代明確的數值,保持原來的模糊性。
Representations of dynamic data are always different as the time interval or measuring tool change. We call these characteristics of uncertainty fuzziness. But traditional time series use crisp observations to record a fuzzy dynamic process. To completely represent, we consider fuzzy time series replacing the crisp numbers with fuzzy sets and preserve original fuzziness. In this paper, the fuzzy參考文獻 Alho, J. M. (1992). Estimating the Strength of Expert Judgement: The case of US Mortality Forecasts, Journal of Forecasting, 11, 157-167.Ascher, W. (1978) . Forecasting: An Appraisal for Policy Makers and Planners, Baltimore, MD: John Hopkins University Press.Box, G. E. P. and Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. San Francisco, CA, Holden-Day.Baghestani, H . and McNown, R. (1992). Forecasting the Federal Budget with Time Series Models, Journal of Forecasting, 11, 127-139.Cox, D. R. and Stuart, A. (1955). Some Quick Tests for Trend in Location and Dispersion, Biometrika, 42, 80-95.Funke, M. (1992). Time Series Forecasting of the German Unemployment Rate, Journal of Forecasting , 11, 127-139.Haines, L. M. , Munoz, W. P. and VanGelderen, C. J. (1989). ARIMA Modeling of Birth Data, Journal of Applied Statistics, 16(1), 55-67.McNown, R. F. (1986). On the Uses of Econometric Models: A Guide for Policy Makers, Policy Science , 11.9, 359-380.Nassiuma, D. (1993) . Non-stationary Autoregressive Moving-average Processes with Infinit Variance, Journal of Time series analysis, 14(3), 297-304.Priestley, M. B. (1988). Non-linear and Non-stationary Time Series Analysis. Academic Press, London.Rao, S., Kanade, A., Joshi, S. and Paranjape, S. (1991). Application of Time Series Models to Detect Regulatory Patterns in Nitrogen Output of AdultRats, Journal of Applied Statistics, 18(2), 215-232.Song, Q. and Chissom, B. S. (1993a) . Fuzzy Time Series and its Models, Fuzzy Sets and Systems, 54, 267-277.Song, Q. and Chissom, B. S. (1993b). 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, London.Torres, G. L., Silva, L. E. , Valiquette, B., Greiss, H. and Mukhedkar, D. (1992). A Fuzzy Knowledge-based System for Bus Load Forecasting, IEEE, International Conference on Fuzzy Systems, 1211-1218.Tsay, R. S. (1991). Detecting and Modeling Nonlinearity in Univariate Time Series Analysis, Statistica Sinica, 1(2), 431-451.Turner, D. S. (1990). The Role of Judgement in Macroeconomic Forecasting, Journal of Forecasting, 9, 315-345.Vu, B. and Shih, N. H. (1992). On the Identification Problem for Bilinear Time Series Models, Journal of Statistical Computation and Simulation, 43, 129-161.Zadeh, L. A. (1965) . Fuzzy Sets, Information and Control, 8, 338-353.Zimmermann, H. J. (1991). Fuzzy Set Theory and its Applications, Boston: Kluwer Academi Publishers. 描述 碩士
國立政治大學
統計學系
81354009資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002003824 資料類型 thesis dc.contributor.advisor 吳柏林 zh_TW dc.contributor.advisor Wu,Berlin en_US dc.contributor.author (作者) 許嘉元 zh_TW dc.contributor.author (作者) Sheu, Chia-Yuan en_US dc.creator (作者) 許嘉元 zh_TW dc.creator (作者) Sheu, Chia-Yuan en_US dc.date (日期) 1994 en_US dc.date (日期) 1993 en_US dc.date.accessioned 29-四月-2016 15:30:57 (UTC+8) - dc.date.available 29-四月-2016 15:30:57 (UTC+8) - dc.date.issued (上傳時間) 29-四月-2016 15:30:57 (UTC+8) - dc.identifier (其他 識別碼) B2002003824 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/88356 - 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) 81354009 zh_TW dc.description.abstract (摘要) 動態資料往往隨著時間區間取法或測量工具的不同而有差異,此種不確定的特質我們稱為模糊性。但是傳統的時間數列仍是以確定的觀察值來記錄具有模糊性的動態資料。為了更完整的表示一個動態過程,我們考慮模糊時間數列(fuzzy time series)以具有不確定性的模糊集合來取代明確的數值,保持原來的模糊性。 zh_TW dc.description.abstract (摘要) Representations of dynamic data are always different as the time interval or measuring tool change. We call these characteristics of uncertainty fuzziness. But traditional time series use crisp observations to record a fuzzy dynamic process. To completely represent, we consider fuzzy time series replacing the crisp numbers with fuzzy sets and preserve original fuzziness. In this paper, the fuzzy en_US dc.description.tableofcontents 1. Introduction 12.Fuzzy representation of time series 42.1Fuzzy time series and FAR(p) model 42.2Analysis of fuzzy trend 62.3Analysis of fuzzy stationary 102.4Procedures for FAR(p) model construction 153.Fuzzy forecasting for Central government expenditure 173.1Fuzzification and fuzzy trend checking 173.2Model construction and forecasting 213.3Comparison with ARMA model 244.Fuzzy forecasting of exchange rates 274.1Fuzzification 274.2Modeling and forecasting 264.3Using more historical data 325.Conclusion 36Reference 37 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002003824 en_US dc.subject (關鍵詞) 模糊自我迴歸模式 zh_TW dc.subject (關鍵詞) 預測 zh_TW dc.subject (關鍵詞) 模糊趨勢 zh_TW dc.subject (關鍵詞) 模糊穩定 zh_TW dc.subject (關鍵詞) 中央政府總預算 zh_TW dc.subject (關鍵詞) 匯率 zh_TW dc.subject (關鍵詞) Fuzzy autoregressive model en_US dc.subject (關鍵詞) Forecasting en_US dc.subject (關鍵詞) Fuzzy trend en_US dc.subject (關鍵詞) Fuzzy stationary en_US dc.subject (關鍵詞) Fuzzy time series en_US dc.title (題名) 時間數列的模糊分析和預測 zh_TW dc.title (題名) Fuzzy Analysis and Forecasting in Time Series en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) Alho, J. M. (1992). Estimating the Strength of Expert Judgement: The case of US Mortality Forecasts, Journal of Forecasting, 11, 157-167.Ascher, W. (1978) . Forecasting: An Appraisal for Policy Makers and Planners, Baltimore, MD: John Hopkins University Press.Box, G. E. P. and Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. San Francisco, CA, Holden-Day.Baghestani, H . and McNown, R. (1992). Forecasting the Federal Budget with Time Series Models, Journal of Forecasting, 11, 127-139.Cox, D. R. and Stuart, A. (1955). Some Quick Tests for Trend in Location and Dispersion, Biometrika, 42, 80-95.Funke, M. (1992). Time Series Forecasting of the German Unemployment Rate, Journal of Forecasting , 11, 127-139.Haines, L. M. , Munoz, W. P. and VanGelderen, C. J. (1989). ARIMA Modeling of Birth Data, Journal of Applied Statistics, 16(1), 55-67.McNown, R. F. (1986). On the Uses of Econometric Models: A Guide for Policy Makers, Policy Science , 11.9, 359-380.Nassiuma, D. (1993) . Non-stationary Autoregressive Moving-average Processes with Infinit Variance, Journal of Time series analysis, 14(3), 297-304.Priestley, M. B. (1988). Non-linear and Non-stationary Time Series Analysis. Academic Press, London.Rao, S., Kanade, A., Joshi, S. and Paranjape, S. (1991). Application of Time Series Models to Detect Regulatory Patterns in Nitrogen Output of AdultRats, Journal of Applied Statistics, 18(2), 215-232.Song, Q. and Chissom, B. S. (1993a) . Fuzzy Time Series and its Models, Fuzzy Sets and Systems, 54, 267-277.Song, Q. and Chissom, B. S. (1993b). 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, London.Torres, G. L., Silva, L. E. , Valiquette, B., Greiss, H. and Mukhedkar, D. (1992). A Fuzzy Knowledge-based System for Bus Load Forecasting, IEEE, International Conference on Fuzzy Systems, 1211-1218.Tsay, R. S. (1991). Detecting and Modeling Nonlinearity in Univariate Time Series Analysis, Statistica Sinica, 1(2), 431-451.Turner, D. S. (1990). The Role of Judgement in Macroeconomic Forecasting, Journal of Forecasting, 9, 315-345.Vu, B. and Shih, N. H. (1992). On the Identification Problem for Bilinear Time Series Models, Journal of Statistical Computation and Simulation, 43, 129-161.Zadeh, L. A. (1965) . Fuzzy Sets, Information and Control, 8, 338-353.Zimmermann, H. J. (1991). Fuzzy Set Theory and its Applications, Boston: Kluwer Academi Publishers. zh_TW
