| dc.creator (作者) | 鄭天澤;劉瑞芝 | zh_TW |
| dc.creator (作者) | Jeng, Tian-Tzer;Liu, Ruey-Chih | - |
| dc.date (日期) | 1995-12 | en_US |
| dc.date.accessioned | 19-Dec-2008 14:55:31 (UTC+8) | - |
| dc.date.available | 19-Dec-2008 14:55:31 (UTC+8) | - |
| dc.date.issued (上傳時間) | 19-Dec-2008 14:55:31 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/18207 | - |
| dc.description.abstract (摘要) | 在過去二十年中，時間序列分析領域中大多數的論文都在探討線性時間序列模式。然而現實生活中，有很多時間序列顯然並不符合線性假設；因此近十年來有些學者乃致力於非線性時間序列模式之研究，並提出各種假設檢定方法，以判斷資料是否為線性。一旦確定資料為非線性，則更進一步配適合適的非線性時間序列模式。一般而言，非線性時間序列模式有三種：雙線性模式、指數自迴歸模式以及起始自迴歸模式。此三類模式中的雙線性模式，由於其性質與傳統線性模式類似，經常容易混淆，是以本主旨在探討雙線性模式選取的各種方法，並比較其選模能力。我們使用高斯－賽德迭代法估計參數，藉電腦模擬資料來比較Subba Rao and Gabr (1984)選模法、修正PKK選模法、AIC和 BIC等四種方法或準則的選模能力。 | - |
| dc.description.abstract (摘要) | In the past 15 years, there have been a lot of researchers working on model selection problems for bilinear (B L) time series models. Several model selection criteria or methods, such as the Subba Rao`s nested search procedure, AIC and BIC criteria, have been suggested and used in the literature. In this paper, the performance of the above model selection criteria/methods are presented and compared, using simulated data, with the modified PKK procedure we have proposed. It is found that the Subba Rao`s nested search procedure has a better performance on average than do modified PKK procedure, AIC and BIC criteria. | - |
| dc.format | application/ | en_US |
| dc.language | zh-TW | en_US |
| dc.language | en-US | en_US |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | 中國統計學報, 33(4),581-601 | en_US |
| dc.subject (關鍵詞) | 雙線性時間序列模式 ; 模式選取 ; 高斯-賽德迭代法 | - |
| dc.subject (關鍵詞) | Binlinear time series models;Model selection;Gauss-seidel iteration | - |
| dc.title (題名) | 雙線性時間序列模式選取方法之比較 | zh_TW |
| dc.title.alternative (其他題名) | On Comparison of Model Selectio Methods for Bilinear Time Series Models | - |
| dc.type (資料類型) | article | en |
