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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 4-五月-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 (作者) 吳佩芳 zh_TW dc.creator (作者) 吳佩芳 zh_TW dc.date (日期) 1987 en_US dc.date.accessioned 4-五月-2016 17:12:34 (UTC+8) - dc.date.available 4-五月-2016 17:12:34 (UTC+8) - dc.date.issued (上傳時間) 4-五月-2016 17:12:34 (UTC+8) - dc.identifier (其他 識別碼) B2002006234 en_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/#B2002006234 en_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) thesis en_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
