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題名 自身迴歸模型最佳子集之選擇
作者 吳佩芳
貢獻者 黃登源
吳佩芳
日期 1987
上傳時間 4-May-2016 17:12:34 (UTC+8)
參考文獻 參考資料
     1.Akaike , H., Fitting Autoregressive Models for Prediction, Ann. Inst. Math. , 21, 1969, pp.243-247.
     2. Akaike,H . , Statistical Predictor Indentification Ann. Inst. Stat. Math.,22,1970,pp. 203-217.
     3. Akaike,H., Markovian Representation of Stochastic Process and Its Application to the Analysis of Autoregressive- Moving Average Processes, Technical Report, No.41,Depart of Math., University of Manchester,1973.
     4. Bhansali,R. J., A Monte-Carlo Comparison of the Regression Method and the Spectral Methods of Prediction, J.A.S.A.,68,1973,pp.621-6 25.
     5. Box, G. E. P. and G. M. Jenkins, Time Series Analysis Forecasting and Control, Revised ed. , San Francisco: Holden-day, 1976.
     6. Cleveland, W.S . , The Inverse Autocorrelations of a Time Series and Their Applications, Technometrics, 14,1972, pp.277-298.
     7. Draper, N.R. and H. Smith, Applied Regression Analysis, 2nd. ed., New York: John Wiley & Sons, Inc .,1981.
     8. Garside, M.J., The Best Subset in Multiple Regression Analysis, Applied stat. Journ. of the Royal stat . Society, Series c., 14, 1965,pp. 196-200 .
     9. Gorman , J. W. and R .J. Toman, Selection of Variables for Fitting Equations to Data , Technometrics,8,Feb. 1966,pp. 27-51 .
     10.Hannan, E. J., Multiple Time Series, New York John Wiley & Sons, Inc, 1970.
     11. Hocking, R.R. and R.N. Leslie, Selection of the Best Subset in Regression Analysis, Technometrics, Vol.9. No.4, Nov. 1967, pp.531-540.
     12. McClave, J., Subset Autoregression, Technometrics , Vol.17, No.2, May 1975.
     13. Pagano, M., An Algorithm for Fitting Autoregressive Schemes, J. Roy. Stat. Soc. - C, 21, 1972, pp.274-28l.
     14. Parzen, E.,An Approach to Time Series Analysis ,Ann .Math. Stat., 32, 1961, pp.951-989.
     15. Quenouille, M. H., A Large Sample Test for Goodness of Fit of Autoregressire Schemes, J. Roy. Stat. Soc. - A, 110, 1947, pp.123-129.
     16. Vandaele, W. , Applied Time Series and Box-Jenkins Model, New York: Academic Press, Ine., 1983.
     17. Walker, A.M. , Some Properties of Asymptotic Power Functions of Goodness - of- fit Tests for Linear Antoregressive Schemes, J. Roy. Stat. Sos. - B, 14, 1952,:p:p.117-134.
     18. Whittle, P., The Statistical Analysis of a Seiche Record, J. Marine Res., 13, 1954, :p:p.76-100.
     19. Whittle, P., Prediction and Regulation, Princeton: D. Van Norstrand Co., 1963.
描述 碩士
國立政治大學
統計學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002006234
資料類型 thesis
dc.contributor.advisor 黃登源zh_TW
dc.contributor.author (Authors) 吳佩芳zh_TW
dc.creator (作者) 吳佩芳zh_TW
dc.date (日期) 1987en_US
dc.date.accessioned 4-May-2016 17:12:34 (UTC+8)-
dc.date.available 4-May-2016 17:12:34 (UTC+8)-
dc.date.issued (上傳時間) 4-May-2016 17:12:34 (UTC+8)-
dc.identifier (Other Identifiers) B2002006234en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90906-
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.tableofcontents 目錄
     第一章 導論………1
     第二章 自身迴歸模型最佳子集之選擇………13
     第一節 緒言………13
     第二節 選擇標準之探討………15
     第三節 選擇程序………19
     第三章 應用分析………25
     第一節 Pagano季節模型介紹………25
     第二節 Whitt1e靜振模型介紹………27
     第三節 結論………32
     參考資料………34		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002006234en_US
dc.title (題名) 自身迴歸模型最佳子集之選擇zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考資料
     1.Akaike , H., Fitting Autoregressive Models for Prediction, Ann. Inst. Math. , 21, 1969, pp.243-247.
     2. Akaike,H . , Statistical Predictor Indentification Ann. Inst. Stat. Math.,22,1970,pp. 203-217.
     3. Akaike,H., Markovian Representation of Stochastic Process and Its Application to the Analysis of Autoregressive- Moving Average Processes, Technical Report, No.41,Depart of Math., University of Manchester,1973.
     4. Bhansali,R. J., A Monte-Carlo Comparison of the Regression Method and the Spectral Methods of Prediction, J.A.S.A.,68,1973,pp.621-6 25.
     5. Box, G. E. P. and G. M. Jenkins, Time Series Analysis Forecasting and Control, Revised ed. , San Francisco: Holden-day, 1976.
     6. Cleveland, W.S . , The Inverse Autocorrelations of a Time Series and Their Applications, Technometrics, 14,1972, pp.277-298.
     7. Draper, N.R. and H. Smith, Applied Regression Analysis, 2nd. ed., New York: John Wiley & Sons, Inc .,1981.
     8. Garside, M.J., The Best Subset in Multiple Regression Analysis, Applied stat. Journ. of the Royal stat . Society, Series c., 14, 1965,pp. 196-200 .
     9. Gorman , J. W. and R .J. Toman, Selection of Variables for Fitting Equations to Data , Technometrics,8,Feb. 1966,pp. 27-51 .
     10.Hannan, E. J., Multiple Time Series, New York John Wiley & Sons, Inc, 1970.
     11. Hocking, R.R. and R.N. Leslie, Selection of the Best Subset in Regression Analysis, Technometrics, Vol.9. No.4, Nov. 1967, pp.531-540.
     12. McClave, J., Subset Autoregression, Technometrics , Vol.17, No.2, May 1975.
     13. Pagano, M., An Algorithm for Fitting Autoregressive Schemes, J. Roy. Stat. Soc. - C, 21, 1972, pp.274-28l.
     14. Parzen, E.,An Approach to Time Series Analysis ,Ann .Math. Stat., 32, 1961, pp.951-989.
     15. Quenouille, M. H., A Large Sample Test for Goodness of Fit of Autoregressire Schemes, J. Roy. Stat. Soc. - A, 110, 1947, pp.123-129.
     16. Vandaele, W. , Applied Time Series and Box-Jenkins Model, New York: Academic Press, Ine., 1983.
     17. Walker, A.M. , Some Properties of Asymptotic Power Functions of Goodness - of- fit Tests for Linear Antoregressive Schemes, J. Roy. Stat. Sos. - B, 14, 1952,:p:p.117-134.
     18. Whittle, P., The Statistical Analysis of a Seiche Record, J. Marine Res., 13, 1954, :p:p.76-100.
     19. Whittle, P., Prediction and Regulation, Princeton: D. Van Norstrand Co., 1963.		zh_TW