| dc.contributor.advisor | 吳柏林 | zh_TW |
| dc.contributor.author (Authors) | 莊閔傑 | zh_TW |
| dc.creator (作者) | 莊閔傑 | zh_TW |
| dc.date (日期) | 1998 | en_US |
| dc.date.accessioned | 18-Sep-2009 19:08:29 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 19:08:29 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 19:08:29 (UTC+8) | - |
| dc.identifier (Other Identifiers) | B2002001566 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/36656 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 統計研究所 | zh_TW |
| dc.description (描述) | 84354003 | zh_TW |
| dc.description (描述) | 87 | zh_TW |
| dc.description.abstract (摘要) | 由於許多經濟指標的定義不明確，或是因為資料蒐集的時間不一，導致代表經濟景氣的數值，實際上即具有相當大的的不確定性。傳統的方法多不考慮這樣的模糊性,而傾向尋找一準確的模式轉折點。本文則以模糊數學的方法,運用模糊分類法以及模糊熵，訂定一個評判的準則。藉以找出一時間數列模式發生變化的轉折區間。最後以台灣經濟景氣指標為例，說明此方法可不需對資料的模式有任何事先的認知，即可得出與傳統方法相近，甚至更為合理的預測結果。 | zh_TW |
| dc.description.abstract (摘要) | Unlike conventional change points detecting, which seeks to find a decision boundary between classes for certain structural changed time series, the purpose of this research is to investigate a new approach about fuzzy change period identification. Based on the concept of fuzzy theory, we propose a procedure for the - level of fuzzy change period detecting and prove some useful properties for a fuzzy time series. We use some numerical examples to demonstrate how these procedures can be applied. Finally, experimental results show that the proposed detecting approach for structure change of fuzzy time series is available and practical in identifying the alpha-level of fuzzy change period. | en_US |
| dc.description.tableofcontents | 1. Introduction2. Detection method using fuzzy statistics2.1 Concept of fuzzy time series2.2 Clustering of fuzzy time series3. Simulations4. Application to the analysis of Taiwan Business Cycle5. Conclusion | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#B2002001566 | en_US |
| dc.subject (關鍵詞) | 轉折區間 | zh_TW |
| dc.subject (關鍵詞) | 模糊轉折區間 | zh_TW |
| dc.subject (關鍵詞) | 模糊時間數列 | zh_TW |
| dc.subject (關鍵詞) | 景氣循環 | zh_TW |
| dc.subject (關鍵詞) | Structure change | en_US |
| dc.subject (關鍵詞) | Fuzzy time series | en_US |
| dc.subject (關鍵詞) | Fuzzy change period | en_US |
| dc.subject (關鍵詞) | FCM measures of fuzziness | en_US |
| dc.subject (關鍵詞) | Business cycle | en_US |
| dc.title (題名) | 模糊時間數列轉折區間的認定 | zh_TW |
| dc.title (題名) | Application of Fuzzy Time Series Analysis To Change Periods Detection | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | Balke, N. S. (1993). Detecting level shifts in time series. Journal of Business and Economic Statistics, 11(1), 81-92. | zh_TW |
| dc.relation.reference (參考文獻) | Barry, D. and J. A. Hartigan (1993). A bayesian analysis for change point problems. Journal of the American Statistical Association, 88(421), 309-319. | zh_TW |
| dc.relation.reference (參考文獻) | Bleaney, M. (1990). Some comparisions of the relative power of simple tests for structure change in regression models. Journal of Forecasting, 9, 437-444. | zh_TW |
| dc.relation.reference (參考文獻) | Broemeling, L. D. and H. Tsurumi (1987). Econometrics and structural change. Marcel Dekker Inc. | zh_TW |
| dc.relation.reference (參考文獻) | Chow, G. C. (1960), Testing for equality between sets of coefficients in two linear regressions. Econometrica, 28, pp. 591-605. | zh_TW |
| dc.relation.reference (參考文獻) | Custem, B. V. and I. Gath (1993). Detection of outliers and robust estimation using fuzzy clustering. Computational Statistics and Data Analysis, 15, 47-61. | zh_TW |
| dc.relation.reference (參考文獻) | Hathaway, R. J. and J. C. Bezdek (1993). Switching regression models and fuzzy clustering. IEEE Transactions on fuzzy systems, 1(3), 195-204. | zh_TW |
| dc.relation.reference (參考文獻) | Heshmaty, B. A. Kandel (1985). Fuzzy linear regression and its applications to forecasting in uncertain environment. Fuzzy Sets and System, 15, 159-191. | zh_TW |
| dc.relation.reference (參考文獻) | Klir, G. J. and T. A. Folger, (1988). Fuzzy Sets, Uncertainty, and Information. Englewood Cliffs, NJ：Prentice Hall. | zh_TW |
| dc.relation.reference (參考文獻) | Lin, C. F. and T. Ter svirta (1994), Testing the constancy of regression parameters against continuous structural change. Journal of Econometrics, 62, 211-228. | zh_TW |
| dc.relation.reference (參考文獻) | Nyblom, J. (1989). Testing for the Constance of Parameters over Time. Journal of the American Statistical Association, 84, 223-230. | zh_TW |
| dc.relation.reference (參考文獻) | Oh, S. B., Kim, W. and Lee J. K. (1990). An approach to causal modeling in fuzzy environment and its application. Fuzzy Sets and System, 35, 43-55. | zh_TW |
| dc.relation.reference (參考文獻) | Ploberger, W., W. Kramer, and K. Kontrus (1989), A new test for structural stability in the linear regression model. Journal of Econometrics, 40, 307-318. | zh_TW |
| dc.relation.reference (參考文獻) | Song, Q. and B. S. Chissom (1993a). Fuzzy Time Series and its Models, Fuzzy Sets and Systems, 54, 267-277. | zh_TW |
| dc.relation.reference (參考文獻) | Song, Q. and B. S. Chissom (1993b). Forecasting Enrollments With Fuzzy Time Series-Part I, Fuzzy Sets and Systems, 54, 1-9. | zh_TW |
| dc.relation.reference (參考文獻) | Tsay, R. S. (1988). Outliers, level shifts, and variance changes in time series. Journal of forecasting, 7, 1-20. | zh_TW |
| dc.relation.reference (參考文獻) | Wu, B. (1994). On fuzzy identification of nonlinear time series. Technique Reports. | zh_TW |
| dc.relation.reference (參考文獻) | Yoshinari, Y., W. Pedrycz, and K. Hirota (1993). Construction of fuzzy models through clustering techniques. Fuzzy Sets and Systems, 54, 157-165. | zh_TW |
| dc.relation.reference (參考文獻) | Zadeh, L. A. (1965), Fuzzy Sets. Information and Control, 8, 338-353. | zh_TW |
| dc.relation.reference (參考文獻) | Zimmermann, H. J. (1991), Fuzzy Set Theory and Its Applications. Boston: Kluwer Academi. | zh_TW |
| dc.relation.reference (參考文獻) | Mu-Song Chen and Shinn-Wei Wang (1999), Fuzzy clustering analysis for optimizing fuzzy membership functions. Fuzzy Set and Systems, 103, 239-254 | zh_TW |
| dc.relation.reference (參考文獻) | Tai Wai Cheng, Dmitry B. Goldgof, Lawrence O. Hall (1999), Faster fuzzy Clustering, Fuzzy Set and Systems, 93, 49-56. | zh_TW |
| dc.relation.reference (參考文獻) | A.F. Gomez-Skarmeta, M. Delgado, M.A. Vila (1999), About the use of fuzzy clustering techniques for fuzzy model identification, Fuzzy Set and systems, 106, 179-188. | zh_TW |
| dc.relation.reference (參考文獻) | Toly Chen, Mao-Jiun J. Wang (1999), Forcasting methods using fuzzy concepts, Fuzzy Set and Ssystems, 105, 339-352. | zh_TW |
