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題名 模糊族群在穩健相關係數與穩健迴歸分析之應用
Applications of fuzzy clustering method in robust correlation coefficient and robust regression analysis
作者 黃圓修
Hwang, Yuan Shiou
貢獻者 張健邦
Jang, Jiahn Bang
黃圓修
Hwang, Yuan Shiou
關鍵詞 模糊族群
穩健相關係數
穩健迴歸分析
離群觀測值
Fuzzy clustering
Robust correlation coefficient
Robust regression analysis
Outlier
日期 1994
1993
上傳時間 29-四月-2016 15:31:11 (UTC+8)
摘要 在一般的研究過程中均可能有離群觀測值產生，只要有離群觀測值存在，
參考文獻 [ 1]李立行(民國77年),運用現金流量預測企業財務危機之研究-以上
市公司紡織業為例,淡江大學管理科學研究所碩士論文.
[ 2]何正宏(民國80年),模糊聚類法於胃癌診斷之分析,清華大學工業工
程研究所碩士論文.
[ 3]曹中庸(民國81年),以模糊集理論分析胃癌病患之罪機追蹤檢查計
畫,清華大學工業工程研究所碩士論文.
[ 4]陳杰忠(民國81年),台灣上市公司股權結構與股票報酬率之研究,政
治大學會計研究所碩士論文.
[ 5]陳柏堅(民國80年),國際股市股價指數與國內股市股價指數之關係
研究,中興大學企管研究所碩士論文.
[ 6]陳建良(民國82年),模糊聚類與模糊鑑別分析實務應用之研究-以
上市公司經營績效評估為例,淡江大學管理科學研究所碩士論文.
[ 7]張健邦(民國82年),應用多變量分析,第一版,文富.
[ 8]黃俊英(民國80年),多變量分析,第四版,華泰.
[ 9]蕭至哲(民國81年),模糊數學與聚類分析在汽車保險上之應用,政治
大學統計研究所碩士論文.
[10]謝維信(民國81年),工程模糊數學,第一版,儒林.
[11]藎壚(民國80年),實用模糊數學,第一版,亞東.

[12]Abdullah,M. B.(1990), “On a robust correlation coefficient”, The Statistican, Vol. 39, pp. 455-460.
[13]Adichie, J. N.(1967), “Estimation of regression coefficients based on rank tests”, The Annals of Mathermatical Statistics, Vol. 38, pp. 894-904.
[14]Al-Sultan, K.s., and Selim S. Z.(1993), “A global algorithm for the fuzzy clustering problem”, Pattern Recognition, Vol. 26, No. 9, pp. 1357-1361.
[15]Arbel, A., Steven, C., and Strebel, P.(1983), “Giraffes, institutions and neglected firms”, Financial Analysts Journal, Vol. 39, May/June, pp. 57-62.
[16]Bebbington, A. C.(1978). “A method of bivariate trimming for roubst estimation of the correlation coefficient”, Applied Statistics, Vol. 27, No. 3, pp.221-226.
[17]Bezdek, J. C.(1973), fuzzy mathematics in pattern classidication, Ph. D. thesis, Cornell University, Ithaca, N.Y..
[18]Bezdek, J. C. (1981), Pattern recognition with fuzzy objective function algorithms, Plenum, New York.
[19]Bickel, P. J.(1973), “On some analogues to linear combination of order statistics in the linear model”, Annals of Statistics, Vol. 1, pp. 597-616.
[20]Cheng, K. S., and Hettmansperger, T. P.(1983), “Weighted leasted=squares rank estimates”, Communications in Statistics, Part A – Theory and Methods, Vol. 12, pp. 1069-1086.
[21]Cutsem, B. V., and Gath, I.(1993), “Detection of outliers and robust estimation using fuzzy clustering”, Computational Statistics and Data Analysis, Vol. 15, pp.47-61.
[22]Dodge, Y.(1984). “Robust estimation of regression coefficients by minimizing a convex combination of least squares and least absolute deviations”, Computational Statistics Quarlerly, Vol. 1, pp. 139-153.
[23]Dutter, R.(1977), “Numerical solution of robust regression problems : Computational aspects, a comparison”, Journal of Statistical Computation and Simulation, Vol. 5, pp.207-238.
[24]Edelman, R. B., and Baker, H.K.(1987), “The dynamics of neglect and return”, Journal of Portfolio Management, Vol. 14, Fall, pp. 52-55.
[25]Edwards, A. L.(1976),. An introduction to linear regression and correlation, 1st edition, W. H. Freeman and Company, San Francisco.
[26]Gath, I., and Geva, A. B.(1989A), “unsupervised optimal fuzzy clustering”, IEEE Trans. PAMI, Vol. 11, pp. 773-781.
[27]Gath, I., and Geva, A. B.(1989B), “Fuzzy clustering for the estimation of the parameters of the components of mixtures of normal distribution”, Pattern Recognition Letters, Vol. 9, pp. 77-86.
[28]Gibbons, J. D.(1971), Nonparametric statistical inference, McGraw – Hill, New York.
[29]Hampel, F. R.(1971), “A general qualitative definition of robustness”, The Annals of Mathematical Statistics, Vol. 42, No. 6, pp. 1887-1896.
[30]Hodges, J. L, Jr., and Lehmann, E. L.(1963), “Estimates of location based on rank tests”, The Annals of Mathermatical Statistics, Vol. 34, pp. 598-611.
[31]Huber, P. J.(1973), “Robust regression : Asymptotics, conjectures and Monte Carlo”, Annals of Statistics, Vol. 1, pp. 799-821.
[32]Jaeckel, L. A.(1972), “Estimating regression coefficients by minimizing the dispersion of residuals”, The Annals of Mathematical Statistics, Vol. 43, No. 5, pp. 1449-1458.
[33]Johnson, R. A., and Wichern, D. W.(1992), Applied multivariate statistical analysis, 3rd edition , Prentice – Hall.
[34]Jureckova, J.(1971), “Nonparametric estimate of regression coefficients”, The Annals of Mathematical Statistics, Vol. 42, pp. 1328-1338.
[35]Kaufman, L., and Rousseeuw, P. J(1990), Finding groups in data: A introduction to clustering analysis, Wiley.
[36]Kendall, M. G., and Buckland, W. R. (1982), A dictionary of statistical terms, 4th edition, Longman, London and New York.
[37]Koenker, R., and Bassett, G. J(1978), “Regression quantiles”, Econometrica, Vol. 46, pp. 33-50.
[38]Neter, J., Wasserman, W., and Kutner, M. H.(1983), Applied linear regression models, 1st edition, Hwa Tai, Taipei.
[39]Oja, H., and Niinimaa, A.(1984), On Robust Estimation of regression Coefficients, Research Report, Department of Applied Mathematics and Statistics, University of Oulu, Finland.
[40]Rousseeuw, P. J.(1984), “Least median of squares regression”, Journal of the American Statistical Association, Vol. 79, pp. 871-880.
[41]Rousseeuw, P. J.,Derde, M. P., and Kaufman, L.(1989), “Principal Components of a fuzzy clustering”, Trends in analytical chemistry, Vol. 8, No. 7, pp. 249-250.
[42]Rousseeuw, P. J.,and Leroy, A. M.(1987), Roubst regression and outlier detection, Wiley, New York.
[43]Rousseeuw, P. J. and Wagner J.(1994), “Robust regression with a distributed intercept using least median of squares regression”, Computational Statistics and Data Analysis, Vol. 17, pp. 65-75.
[44]Rupperts, D., and Carroll, R. J.(1980), “Trimmed leasted squares estimation in the linear model”, Journal of the American Statistical Assoc., Vol. 75, pp. 828-838.
[45]SAS/IML User’s Guide(1988), Release 6.03 Edition, SAS Institute Inc..
[46]Titterington, D. M.(1978), “Estimation of correlation coefficients by ellipsoidal
Trimming”, Applied Statistics, Vol. 27, No. 3, pp. 227 - 234.
[47]Wolfe, J. H. (1970), “Pattern clustering by multivariate mixture analysis”, Multivariate Behavioral Research , Vol. 5, pp. 329-350.
[48]Yohai, V. J.(1985), “High breakdown-point and high efficiency robust estimates for regression” to appear in Annals of Statistics.
[49]Yohai, V., and Zamar, R.(1986),”High breakdown-point estimates of regression by means of the minimization of an efficient scale”, Technical Report No. 84, Department of Statistic, University of Washington, Seattle.
[50]Zadeh, L. A. (1965), “Fuzzy sets”, Information and Control, Vol. 8, pp. 338-353.
描述 碩士
國立政治大學
統計學系
G80354007
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002003830
資料類型 thesis
dc.contributor.advisor 張健邦zh_TW
dc.contributor.advisor Jang, Jiahn Bangen_US
dc.contributor.author (作者) 黃圓修zh_TW
dc.contributor.author (作者) Hwang, Yuan Shiouen_US
dc.creator (作者) 黃圓修zh_TW
dc.creator (作者) Hwang, Yuan Shiouen_US
dc.date (日期) 1994en_US
dc.date (日期) 1993en_US
dc.date.accessioned 29-四月-2016 15:31:11 (UTC+8)-
dc.date.available 29-四月-2016 15:31:11 (UTC+8)-
dc.date.issued (上傳時間) 29-四月-2016 15:31:11 (UTC+8)-
dc.identifier (其他 識別碼) B2002003830en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/88362-
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) G80354007zh_TW
dc.description.abstract (摘要) 在一般的研究過程中均可能有離群觀測值產生，只要有離群觀測值存在，zh_TW
dc.description.tableofcontents 第一章 緒論
1.1 研究動機與目的 ………………………………………………………….1
1.2 文獻回顧 ……………………………………………………………………..5
1.3 本文架構 ……………………………………………………………………..7
第二章 模糊族群分析
2.1 模糊集合 ……………………………………………………………………..8
2.2 族群分析 …………………………………………………………………….10
2.2.1 一般族群分析 ………………………………………………….11
2.2.2 模糊族群分析 ………………………………………..…………13
2.3 模糊族群分析混合最大概似估計演算法 ………………….17
第三章 穩健相關係數研究
3.1 一般相關係數 ……………..………………………………………….24
3.2 穩健相關系數 ………………………………………………….. 26
3.3 模擬分析 ……………………..…………………………………… 28
3.3.1 崩潰點分析比較 ………………………………………. 28
3.3.2 估計結果之統計量分析 …………………………… 32
第四章 穩健迴歸分析研究
4.1 穩健迴歸分析 …………………………………………………. 37
4.2 模擬分析 ……………………………………………………….… 48
4.3 實證研究 ………………………………………………………….. 54
4.3.1 簡介 …………………………………………………………. 54
4.3.2 資料說明 ………………………………………………..… 54
4.3.3 結果分析 ………………………………………………….. 55
第五章 結論 …………………………………………………………… 62
參考文獻 ………………………………………………………………………………. 63		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002003830en_US
dc.subject (關鍵詞) 模糊族群zh_TW
dc.subject (關鍵詞) 穩健相關係數zh_TW
dc.subject (關鍵詞) 穩健迴歸分析zh_TW
dc.subject (關鍵詞) 離群觀測值zh_TW
dc.subject (關鍵詞) Fuzzy clusteringen_US
dc.subject (關鍵詞) Robust correlation coefficienten_US
dc.subject (關鍵詞) Robust regression analysisen_US
dc.subject (關鍵詞) Outlieren_US
dc.title (題名) 模糊族群在穩健相關係數與穩健迴歸分析之應用zh_TW
dc.title (題名) Applications of fuzzy clustering method in robust correlation coefficient and robust regression analysisen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) [ 1]李立行(民國77年),運用現金流量預測企業財務危機之研究-以上
市公司紡織業為例,淡江大學管理科學研究所碩士論文.
[ 2]何正宏(民國80年),模糊聚類法於胃癌診斷之分析,清華大學工業工
程研究所碩士論文.
[ 3]曹中庸(民國81年),以模糊集理論分析胃癌病患之罪機追蹤檢查計
畫,清華大學工業工程研究所碩士論文.
[ 4]陳杰忠(民國81年),台灣上市公司股權結構與股票報酬率之研究,政
治大學會計研究所碩士論文.
[ 5]陳柏堅(民國80年),國際股市股價指數與國內股市股價指數之關係
研究,中興大學企管研究所碩士論文.
[ 6]陳建良(民國82年),模糊聚類與模糊鑑別分析實務應用之研究-以
上市公司經營績效評估為例,淡江大學管理科學研究所碩士論文.
[ 7]張健邦(民國82年),應用多變量分析,第一版,文富.
[ 8]黃俊英(民國80年),多變量分析,第四版,華泰.
[ 9]蕭至哲(民國81年),模糊數學與聚類分析在汽車保險上之應用,政治
大學統計研究所碩士論文.
[10]謝維信(民國81年),工程模糊數學,第一版,儒林.
[11]藎壚(民國80年),實用模糊數學,第一版,亞東.

[12]Abdullah,M. B.(1990), “On a robust correlation coefficient”, The Statistican, Vol. 39, pp. 455-460.
[13]Adichie, J. N.(1967), “Estimation of regression coefficients based on rank tests”, The Annals of Mathermatical Statistics, Vol. 38, pp. 894-904.
[14]Al-Sultan, K.s., and Selim S. Z.(1993), “A global algorithm for the fuzzy clustering problem”, Pattern Recognition, Vol. 26, No. 9, pp. 1357-1361.
[15]Arbel, A., Steven, C., and Strebel, P.(1983), “Giraffes, institutions and neglected firms”, Financial Analysts Journal, Vol. 39, May/June, pp. 57-62.
[16]Bebbington, A. C.(1978). “A method of bivariate trimming for roubst estimation of the correlation coefficient”, Applied Statistics, Vol. 27, No. 3, pp.221-226.
[17]Bezdek, J. C.(1973), fuzzy mathematics in pattern classidication, Ph. D. thesis, Cornell University, Ithaca, N.Y..
[18]Bezdek, J. C. (1981), Pattern recognition with fuzzy objective function algorithms, Plenum, New York.
[19]Bickel, P. J.(1973), “On some analogues to linear combination of order statistics in the linear model”, Annals of Statistics, Vol. 1, pp. 597-616.
[20]Cheng, K. S., and Hettmansperger, T. P.(1983), “Weighted leasted=squares rank estimates”, Communications in Statistics, Part A – Theory and Methods, Vol. 12, pp. 1069-1086.
[21]Cutsem, B. V., and Gath, I.(1993), “Detection of outliers and robust estimation using fuzzy clustering”, Computational Statistics and Data Analysis, Vol. 15, pp.47-61.
[22]Dodge, Y.(1984). “Robust estimation of regression coefficients by minimizing a convex combination of least squares and least absolute deviations”, Computational Statistics Quarlerly, Vol. 1, pp. 139-153.
[23]Dutter, R.(1977), “Numerical solution of robust regression problems : Computational aspects, a comparison”, Journal of Statistical Computation and Simulation, Vol. 5, pp.207-238.
[24]Edelman, R. B., and Baker, H.K.(1987), “The dynamics of neglect and return”, Journal of Portfolio Management, Vol. 14, Fall, pp. 52-55.
[25]Edwards, A. L.(1976),. An introduction to linear regression and correlation, 1st edition, W. H. Freeman and Company, San Francisco.
[26]Gath, I., and Geva, A. B.(1989A), “unsupervised optimal fuzzy clustering”, IEEE Trans. PAMI, Vol. 11, pp. 773-781.
[27]Gath, I., and Geva, A. B.(1989B), “Fuzzy clustering for the estimation of the parameters of the components of mixtures of normal distribution”, Pattern Recognition Letters, Vol. 9, pp. 77-86.
[28]Gibbons, J. D.(1971), Nonparametric statistical inference, McGraw – Hill, New York.
[29]Hampel, F. R.(1971), “A general qualitative definition of robustness”, The Annals of Mathematical Statistics, Vol. 42, No. 6, pp. 1887-1896.
[30]Hodges, J. L, Jr., and Lehmann, E. L.(1963), “Estimates of location based on rank tests”, The Annals of Mathermatical Statistics, Vol. 34, pp. 598-611.
[31]Huber, P. J.(1973), “Robust regression : Asymptotics, conjectures and Monte Carlo”, Annals of Statistics, Vol. 1, pp. 799-821.
[32]Jaeckel, L. A.(1972), “Estimating regression coefficients by minimizing the dispersion of residuals”, The Annals of Mathematical Statistics, Vol. 43, No. 5, pp. 1449-1458.
[33]Johnson, R. A., and Wichern, D. W.(1992), Applied multivariate statistical analysis, 3rd edition , Prentice – Hall.
[34]Jureckova, J.(1971), “Nonparametric estimate of regression coefficients”, The Annals of Mathematical Statistics, Vol. 42, pp. 1328-1338.
[35]Kaufman, L., and Rousseeuw, P. J(1990), Finding groups in data: A introduction to clustering analysis, Wiley.
[36]Kendall, M. G., and Buckland, W. R. (1982), A dictionary of statistical terms, 4th edition, Longman, London and New York.
[37]Koenker, R., and Bassett, G. J(1978), “Regression quantiles”, Econometrica, Vol. 46, pp. 33-50.
[38]Neter, J., Wasserman, W., and Kutner, M. H.(1983), Applied linear regression models, 1st edition, Hwa Tai, Taipei.
[39]Oja, H., and Niinimaa, A.(1984), On Robust Estimation of regression Coefficients, Research Report, Department of Applied Mathematics and Statistics, University of Oulu, Finland.
[40]Rousseeuw, P. J.(1984), “Least median of squares regression”, Journal of the American Statistical Association, Vol. 79, pp. 871-880.
[41]Rousseeuw, P. J.,Derde, M. P., and Kaufman, L.(1989), “Principal Components of a fuzzy clustering”, Trends in analytical chemistry, Vol. 8, No. 7, pp. 249-250.
[42]Rousseeuw, P. J.,and Leroy, A. M.(1987), Roubst regression and outlier detection, Wiley, New York.
[43]Rousseeuw, P. J. and Wagner J.(1994), “Robust regression with a distributed intercept using least median of squares regression”, Computational Statistics and Data Analysis, Vol. 17, pp. 65-75.
[44]Rupperts, D., and Carroll, R. J.(1980), “Trimmed leasted squares estimation in the linear model”, Journal of the American Statistical Assoc., Vol. 75, pp. 828-838.
[45]SAS/IML User’s Guide(1988), Release 6.03 Edition, SAS Institute Inc..
[46]Titterington, D. M.(1978), “Estimation of correlation coefficients by ellipsoidal
Trimming”, Applied Statistics, Vol. 27, No. 3, pp. 227 - 234.
[47]Wolfe, J. H. (1970), “Pattern clustering by multivariate mixture analysis”, Multivariate Behavioral Research , Vol. 5, pp. 329-350.
[48]Yohai, V. J.(1985), “High breakdown-point and high efficiency robust estimates for regression” to appear in Annals of Statistics.
[49]Yohai, V., and Zamar, R.(1986),”High breakdown-point estimates of regression by means of the minimization of an efficient scale”, Technical Report No. 84, Department of Statistic, University of Washington, Seattle.
[50]Zadeh, L. A. (1965), “Fuzzy sets”, Information and Control, Vol. 8, pp. 338-353.		zh_TW