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題名 模糊資料分類與模式建構探討-以單身人口數及失業率為例
A study on the fuzzy data classification and model construction - with case study on the population of singles versus unemployment rate
作者 游鈞毅
Yu,Chun Yi
貢獻者 吳柏林
Wu,Berlin
游鈞毅
Yu,Chun Yi
關鍵詞 模糊資料分類
轉折區間
平均累加模糊熵
失業率
單身人口數
fuzzy data classification
average of the sum of fuzzy entropies
change periods
unemployment rate
population of singles
日期 2009
上傳時間 8-十二月-2010 11:52:51 (UTC+8)
摘要 資料分類的應用在時間數列的分析與預測過程相當重要。而模糊資料近年來更受到重視,其應用的範圍包含:財金、社會、生醫、電機等各個領域。本研究欲運用模糊資料分類法,對區間時間數列的轉折偵測與模式建構做一個深入探討。主要應用平均累加模糊熵(average of the sum of fuzzy entropies), 找出其結構性改變的區間。並針對區間型時間數列進行模式建構診斷與預測。最後我們以單身人口數與失業率為實列做一個詳細的探討。結果顯示,失業率對單身人口數有顯著的影響而孤鸞年的效應並不顯著。
The application of data classifications in time series analysis and forecasting is rather important. The fuzzy data classification has received much attention recently. It can be applied on various fields such as finance, sociology, biomedicine, electrical engineering and so on. This study is to use the fuzzy data classification to perform an intensive research on the change periods detection and model construction of the interval time series. We use average of the sum of fuzzy entropies to find out interval of the structural changes. Focusing on the time series of intervals, we build a model and make prediction about it. At the end, based on the case study on the population of singles versus, we thoroughly discuss this topic. The result shows that the unemployment rate does significantly correlate with the population of singles, but the "widow`s year" does not .
參考文獻 中文部分
[1]吳柏林1995時間數列分析與導論 台北 華泰書局.
[2]吳柏林2005 模糊統計導論方法與應用 台北 五南書局.
[3]吳柏林1999 模糊統計分類在臺灣地區失業率分析與預測之應用 中國統 計學報37:1,37-52.
[4]黃士滔 2004台灣地區失業率預測分析 工程科技與教育刊 ,1:2,257-269.
[5]胡愈寧2004 整合時間序列資料與總體經濟變數於失業率預測之應用 育達 學院學報,139-170.
[6]許永河 1998台灣地區自然失業率之估計 成功大學學報,33,125-158.
[7]劉浩天 2004非時變模糊時間數列預測模式之研究 管理研究學報,69-189.
[8]楊靜利2006臺灣傳統婚配空間的變化與婚姻行為之變遷 人口學刊.33 ,1-32.
[9]張弘紋2010應用模糊多屬性群體決策方法於研發專案之選擇 專案管理學刊,3:1,74-90.
[10]陳嘉甄2009以模糊聚類方法分析數學錯誤概念組型例 教育研究與發展期
刊,5:4,159-186.
[11]林原宏2005模糊集群 教育研究,138,142-143.
英文部分
[1]Wu, B (1999). Use of fuzzy statistical technique in change period detection of nonlinear time series. Applied Mathematics and Computation,99, 241-254.
[2] Y. Yoshinari, W. Pedrycz, K. Hirota.(1993) Construction of fuzzy models through clustering techniques,Fuzzy Sets and Systems, 54, 157-165.
[3] A.F.Gómez-Skarmeta, M.Delgado and M.A.Vila,(1999). About the use of fuzzy clustering techniques for fuzzy model identification, Fuzzy Sets and Systems,106, 2,179-188 .
[4] Jiulun Fan and Weixin Xie.(1999) Distance measure and induced fuzzy entropy, Fuzzy Sets and Systems,104:2 ,305-314.
[5] Ioannis K. Vlachos, George D.(2007) Sergiadis Subsethood, entropy, and cardinality for interval-valued fuzzy sets—An algebraic derivation Fuzzy Sets and Systems,158,1384-1396
[6] Michael P. Windham (1981). Cluster validity for fuzzy clustering algorithms Fuzzy Sets and Systems, 5:2, 177-185
[7] Andrews, D. W. K. and Ploberger, W.(1994) Optimal tests when a nuisance parameter is present only under the alternative, Econometrica, 62(6), 1383-1414.
[8] Bai, J. and Perron, P. (1998), Estimating and testing linear models with multiple structural changes, Econometrica, 66, 47–78.
[9] Kumar, K. and Wu, B. (2001), Detection of change points in time series analysis with fuzzy statistics,International Journal of Systems Science, 32(9), 1185-1192.
[10] Zhou, H. D. (2005), Nonlinearity or structural break? - data mining in evolving financial data sets from a Bayesian model combination perspective,Proceedings of the 38th Hawaii International Conference on System Sciences.
[11]Chow,G.C. (1960). Testing for equality between sets of coefficients in two linear regression. Econometrics,28,291-260.
[12] San, O.M., Huynh, V., and Nakamori, Y. (2004), An alternative extension of the K-means algorithm for clustering categorical data, Int. J. Appl. Math. Comput. Sci,14:2, 241-247.
[13] Weina Wang, Yunjie Zhanga(2007). On fuzzy cluster validity indices, Fuzzy Sets and Systems ,58,2095–2117.
[14] Malay K. Pakhira, Sanghamitra Bandyopadhyay, Ujjwal Maulik(2005). A study of some fuzzy cluster validity indices, genetic clustering and application to pixel classification. Fuzzy Sets and Systems, 15:2, 191-214.
[15] Dae-Won Kim, Kwang H. Lee, Doheon Lee(2004). On cluster validity index for estimation of the optimal number of fuzzy clusters. Pattern Recognition, 37: 10, 2009-2025
[16] Kuo-Lung Wu, Miin-Shen Yang(2005). A cluster validity index for fuzzy clustering.Pattern Recognition Letters,26:9,1275-1291.
[17] Gin-Shuh Liang, Tsung-Yu Chou, Tzeu-Chen Han(2005). Cluster analysis based on fuzzy equivalence relation,European Journal of Operational Research, 166: 1,160-171.
[18] Wenyi Zeng, Hongxing Li(2006). Relationship between similarity measure and entropy of interval valued fuzzy sets.Fuzzy Sets and Systems, 157: 11, 1477-1484.
[19]Jia-Chun Xie.Berlin Wu.Songsak Sriboonchita(2010). Fuzzy Estimation Methods and their Application in Real Estimation Evaluation.Internation Journal of Intelligent technique and application statistics.(will application)
描述 碩士
國立政治大學
應用數學研究所
97751006
98
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0097751006
資料類型 thesis
dc.contributor.advisor 吳柏林zh_TW
dc.contributor.advisor Wu,Berlinen_US
dc.contributor.author (作者) 游鈞毅zh_TW
dc.contributor.author (作者) Yu,Chun Yien_US
dc.creator (作者) 游鈞毅zh_TW
dc.creator (作者) Yu,Chun Yien_US
dc.date (日期) 2009en_US
dc.date.accessioned 8-十二月-2010 11:52:51 (UTC+8)-
dc.date.available 8-十二月-2010 11:52:51 (UTC+8)-
dc.date.issued (上傳時間) 8-十二月-2010 11:52:51 (UTC+8)-
dc.identifier (其他 識別碼) G0097751006en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/49459-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學研究所zh_TW
dc.description (描述) 97751006zh_TW
dc.description (描述) 98zh_TW
dc.description.abstract (摘要) 資料分類的應用在時間數列的分析與預測過程相當重要。而模糊資料近年來更受到重視,其應用的範圍包含:財金、社會、生醫、電機等各個領域。本研究欲運用模糊資料分類法,對區間時間數列的轉折偵測與模式建構做一個深入探討。主要應用平均累加模糊熵(average of the sum of fuzzy entropies), 找出其結構性改變的區間。並針對區間型時間數列進行模式建構診斷與預測。最後我們以單身人口數與失業率為實列做一個詳細的探討。結果顯示,失業率對單身人口數有顯著的影響而孤鸞年的效應並不顯著。zh_TW
dc.description.abstract (摘要) The application of data classifications in time series analysis and forecasting is rather important. The fuzzy data classification has received much attention recently. It can be applied on various fields such as finance, sociology, biomedicine, electrical engineering and so on. This study is to use the fuzzy data classification to perform an intensive research on the change periods detection and model construction of the interval time series. We use average of the sum of fuzzy entropies to find out interval of the structural changes. Focusing on the time series of intervals, we build a model and make prediction about it. At the end, based on the case study on the population of singles versus, we thoroughly discuss this topic. The result shows that the unemployment rate does significantly correlate with the population of singles, but the "widow`s year" does not .en_US
dc.description.tableofcontents 第一章 前言 4
第二章 研究方法 6
2.1 ARIMA轉換模式 6
2.2 模糊集合與群落隸屬度 9
2.3 模糊熵與區間距離 10
2.4 轉折區間 14
第三章 實證分析 16
3.1資料來源 16
3.2 以轉換模式建構 18
3.3 以模糊分類法分類並建立門檻轉換模式 20
3.4 以模糊分類法分類模糊區間 21
3.5 預測結果比較與分析 22
第四章 結論 25
第五章 參考文獻 26
zh_TW
dc.format.extent 4107235 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0097751006en_US
dc.subject (關鍵詞) 模糊資料分類zh_TW
dc.subject (關鍵詞) 轉折區間zh_TW
dc.subject (關鍵詞) 平均累加模糊熵zh_TW
dc.subject (關鍵詞) 失業率zh_TW
dc.subject (關鍵詞) 單身人口數zh_TW
dc.subject (關鍵詞) fuzzy data classificationen_US
dc.subject (關鍵詞) average of the sum of fuzzy entropiesen_US
dc.subject (關鍵詞) change periodsen_US
dc.subject (關鍵詞) unemployment rateen_US
dc.subject (關鍵詞) population of singlesen_US
dc.title (題名) 模糊資料分類與模式建構探討-以單身人口數及失業率為例zh_TW
dc.title (題名) A study on the fuzzy data classification and model construction - with case study on the population of singles versus unemployment rateen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 中文部分zh_TW
dc.relation.reference (參考文獻) [1]吳柏林1995時間數列分析與導論 台北 華泰書局.zh_TW
dc.relation.reference (參考文獻) [2]吳柏林2005 模糊統計導論方法與應用 台北 五南書局.zh_TW
dc.relation.reference (參考文獻) [3]吳柏林1999 模糊統計分類在臺灣地區失業率分析與預測之應用 中國統 計學報37:1,37-52.zh_TW
dc.relation.reference (參考文獻) [4]黃士滔 2004台灣地區失業率預測分析 工程科技與教育刊 ,1:2,257-269.zh_TW
dc.relation.reference (參考文獻) [5]胡愈寧2004 整合時間序列資料與總體經濟變數於失業率預測之應用 育達 學院學報,139-170.zh_TW
dc.relation.reference (參考文獻) [6]許永河 1998台灣地區自然失業率之估計 成功大學學報,33,125-158.zh_TW
dc.relation.reference (參考文獻) [7]劉浩天 2004非時變模糊時間數列預測模式之研究 管理研究學報,69-189.zh_TW
dc.relation.reference (參考文獻) [8]楊靜利2006臺灣傳統婚配空間的變化與婚姻行為之變遷 人口學刊.33 ,1-32.zh_TW
dc.relation.reference (參考文獻) [9]張弘紋2010應用模糊多屬性群體決策方法於研發專案之選擇 專案管理學刊,3:1,74-90.zh_TW
dc.relation.reference (參考文獻) [10]陳嘉甄2009以模糊聚類方法分析數學錯誤概念組型例 教育研究與發展期zh_TW
dc.relation.reference (參考文獻) 刊,5:4,159-186.zh_TW
dc.relation.reference (參考文獻) [11]林原宏2005模糊集群 教育研究,138,142-143.zh_TW
dc.relation.reference (參考文獻) 英文部分zh_TW
dc.relation.reference (參考文獻) [1]Wu, B (1999). Use of fuzzy statistical technique in change period detection of nonlinear time series. Applied Mathematics and Computation,99, 241-254.zh_TW
dc.relation.reference (參考文獻) [2] Y. Yoshinari, W. Pedrycz, 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) [3] A.F.Gómez-Skarmeta, M.Delgado and M.A.Vila,(1999). About the use of fuzzy clustering techniques for fuzzy model identification, Fuzzy Sets and Systems,106, 2,179-188 .zh_TW
dc.relation.reference (參考文獻) [4] Jiulun Fan and Weixin Xie.(1999) Distance measure and induced fuzzy entropy, Fuzzy Sets and Systems,104:2 ,305-314.zh_TW
dc.relation.reference (參考文獻) [5] Ioannis K. Vlachos, George D.(2007) Sergiadis Subsethood, entropy, and cardinality for interval-valued fuzzy sets—An algebraic derivation Fuzzy Sets and Systems,158,1384-1396zh_TW
dc.relation.reference (參考文獻) [6] Michael P. Windham (1981). Cluster validity for fuzzy clustering algorithms Fuzzy Sets and Systems, 5:2, 177-185zh_TW
dc.relation.reference (參考文獻) [7] Andrews, D. W. K. and Ploberger, W.(1994) Optimal tests when a nuisance parameter is present only under the alternative, Econometrica, 62(6), 1383-1414.zh_TW
dc.relation.reference (參考文獻) [8] Bai, J. and Perron, P. (1998), Estimating and testing linear models with multiple structural changes, Econometrica, 66, 47–78.zh_TW
dc.relation.reference (參考文獻) [9] Kumar, K. and Wu, B. (2001), Detection of change points in time series analysis with fuzzy statistics,International Journal of Systems Science, 32(9), 1185-1192.zh_TW
dc.relation.reference (參考文獻) [10] Zhou, H. D. (2005), Nonlinearity or structural break? - data mining in evolving financial data sets from a Bayesian model combination perspective,Proceedings of the 38th Hawaii International Conference on System Sciences.zh_TW
dc.relation.reference (參考文獻) [11]Chow,G.C. (1960). Testing for equality between sets of coefficients in two linear regression. Econometrics,28,291-260.zh_TW
dc.relation.reference (參考文獻) [12] San, O.M., Huynh, V., and Nakamori, Y. (2004), An alternative extension of the K-means algorithm for clustering categorical data, Int. J. Appl. Math. Comput. Sci,14:2, 241-247.zh_TW
dc.relation.reference (參考文獻) [13] Weina Wang, Yunjie Zhanga(2007). On fuzzy cluster validity indices, Fuzzy Sets and Systems ,58,2095–2117.zh_TW
dc.relation.reference (參考文獻) [14] Malay K. Pakhira, Sanghamitra Bandyopadhyay, Ujjwal Maulik(2005). A study of some fuzzy cluster validity indices, genetic clustering and application to pixel classification. Fuzzy Sets and Systems, 15:2, 191-214.zh_TW
dc.relation.reference (參考文獻) [15] Dae-Won Kim, Kwang H. Lee, Doheon Lee(2004). On cluster validity index for estimation of the optimal number of fuzzy clusters. Pattern Recognition, 37: 10, 2009-2025zh_TW
dc.relation.reference (參考文獻) [16] Kuo-Lung Wu, Miin-Shen Yang(2005). A cluster validity index for fuzzy clustering.Pattern Recognition Letters,26:9,1275-1291.zh_TW
dc.relation.reference (參考文獻) [17] Gin-Shuh Liang, Tsung-Yu Chou, Tzeu-Chen Han(2005). Cluster analysis based on fuzzy equivalence relation,European Journal of Operational Research, 166: 1,160-171.zh_TW
dc.relation.reference (參考文獻) [18] Wenyi Zeng, Hongxing Li(2006). Relationship between similarity measure and entropy of interval valued fuzzy sets.Fuzzy Sets and Systems, 157: 11, 1477-1484.zh_TW
dc.relation.reference (參考文獻) [19]Jia-Chun Xie.Berlin Wu.Songsak Sriboonchita(2010). Fuzzy Estimation Methods and their Application in Real Estimation Evaluation.Internation Journal of Intelligent technique and application statistics.(will application)zh_TW