| dc.contributor | 應數系 | |
| dc.creator (作者) | 吳柏林 | zh_TW |
| dc.creator (作者) | Wu, Berlin | |
| dc.date (日期) | 1991-09 | |
| dc.date.accessioned | 20-Oct-2016 11:44:48 (UTC+8) | - |
| dc.date.available | 20-Oct-2016 11:44:48 (UTC+8) | - |
| dc.date.issued (上傳時間) | 20-Oct-2016 11:44:48 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/103048 | - |
| dc.description.abstract (摘要) | 雙線性時間數列模式及其應用線性時間數列模式，如ARMA模式已被廣泛地應用在許多學科領域。但是其中之一重要假設為此時間數列之結構可被一線性模式來描述。此線性假設有時常覺得頗牽強，因而我們考慮是否有更好的模式來做資料之擬似。近年來，屬於非線性模式族之一系的一雙線性模式便引起學者的熱烈討論。本文即針對特定型之雙線性模式，探討其平穩性，可逆性。並做參數估計法則。最後舉例說明有關預測之方法。Linear time series models such as ARMA models have been widely used in many fields. An important assumption is that the structure of the series can be described by a linear model. However, this assumption of linearity is often a dubious one. In some particular situations one may ask if there exist other models which can provide a better fit. A particular class of non-linear models which has received a great deal of attentions is bilinear models. In this paper we investigates some properties of the bilinear model: stationarity and invertibility. Estimation of the parameters are obtained by minimum least squares method. The forecasting of certain bilinear models are also considered. | |
| dc.format.extent | 746841 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | 國立政治大學學報, 63, 429-442 | |
| dc.subject (關鍵詞) | Time Series Analysis ;ARMA Models ;Bilinear Models ;Markovian Representation ;Stationarity ;Invertibility ;Forecasting | |
| dc.title (題名) | 雙線性時間數列模式及其應用 | zh_TW |
| dc.title.alternative (其他題名) | Bilinear Time Series Models and Its Applications | |
| dc.type (資料類型) | article | |
