| dc.contributor.advisor | 吳柏林 | zh_TW |
| dc.contributor.advisor | Wu, Berlin | en_US |
| dc.contributor.author (Authors) | 徐惠莉 | zh_TW |
| dc.contributor.author (Authors) | Hsu, Hui-Li | en_US |
| dc.creator (作者) | 徐惠莉 | zh_TW |
| dc.creator (作者) | Hsu, Hui-Li | en_US |
| dc.date (日期) | 2008 | en_US |
| dc.date.accessioned | 8-Dec-2010 11:53:13 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 11:53:13 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 11:53:13 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0917515022 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49461 | - |
| dc.description (描述) | 博士 | 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) | 91751502 | zh_TW |
| dc.description (描述) | 97 | zh_TW |
| dc.description.abstract (摘要) | 近年來隨著科技的進步與工商業的發展，預測技術的創新與改進愈來愈受到重視。相對地，對於預測準確度的要求也愈來愈高。尤其在經濟建設、經營規畫、管理控制等問題上，預測更是決策過程中不可或缺的重要資訊。然而僅用單一數值形式收集來的資料，其建立的模式是不足以描述每日或每月的發展趨勢。因為有太多模糊且不完整訊息，以致於無法用傳統以點資料建構的系統來進行預測。基於點預測的不確定性，因此嘗試以區間資料來建構模式並進行預測。本論文探討區間時間序列之動態走勢及預測結果之效率性，共三部份，分別為區間時間序列之分析與預測、區間預測準確度之探討和計算區間資料的相關係數。第一部份，利用區間具有糢糊數的特質，將其分解成區間平均數及區間長度，提出區間時間數列建構過程及預測方法，如區間移動平均、區間加權移動平均、ARIMA區間預測等方法。並藉由模擬方式設計出數組穩定及非穩定之區間時間數列，再利用本文所提出的區間預測方法進行預測。根據這些計算預測結果效率性的方法，發現ARIMA區間預測，提供了較傳統的預測方法更為準確及具有彈性的預測結果。第二部份，我們特別針對區間預測結果的準確度提出效率性的分析，如平均區間預測誤差平方和、平均相對區間誤差及平均XOR比率。而在預測效率性的實證分析上，平均XOR比率能給與決策者更正確的資訊，做出更客觀的判斷。第三部份，在探討如何將區間資料應用在計算相關係數。利用單一數值資料的收集 ，並以傳統的相關係數r來說明兩變數之間是否相關? 是較為便利且易懂的統計方法。但資料是否足以代表母體特性？這樣求出來的相關係數值會不會太主觀?有鑑於此，以區間就是模糊數的概念，建構模糊相關係數。最後舉出應用實例，比較模糊相關係數與傳統的相關係數的差異性，在說明兩變數關係的強弱程度，模糊相關係數提供了一個較有彈性的統計分析方法。 | zh_TW |
| dc.description.abstract (摘要) | Point forecasting provides important information during decision-making processes, especially in economic developments, population policies, management planning or financial controls. Nevertheless, the forecasting model constructed only by single values may not demonstrate the whole trend of a daily or monthly process. Since there are so many unpredictable and continuous fluctuations on the process to be predicted, the observed values are discrete instantaneous values which are insufficient to represent the true process. Therefore, the collected information is generally vague and incomplete so that the real number system is not sufficient to express the forecasting model. In additional, due to the business marketing is full of uncertainty and the continuous fluctuations, intervals are used to express and establish the forecasting model to estimate the prediction values.This dissertation investigates the dynamic trend of interval time series and the performance evaluation of interval forecasting. It consists of three parts: the analysis and forecasting of interval time series, the evaluation of forecasting performance for interval data, and the calculation of the fuzzy correlation coefficient. First of all, we propose the conception of fuzzy for interval and propose interval forecasting approaches, such as the interval moving average, the weighted interval moving average, and ARIMA interval forecasting. The soft computing technique as well as the model simulation is used to carry out the interval forecasting. The forecast results are compared by the mean squared interval error and the mean relative interval error. Finally, we take two practical cases study. By the comparison of forecasting performance, it is found that ARIMA interval forecasting provides more efficiency and flexibility than the traditional ones do.Secondly, we concentrated on the forecasting performance evaluation for interval data. The evaluation techniques are developed to determine the validity of the forecast results. The forecast results are compared by three criteria which are the mean squared error of interval, mean relative interval error, and the mean ratio of exclusive-or. It is found that the empirical studies show that the mean ratio of exclusive-or can provide a more objective suggestion in interval forecasting for policymakers.The third part considers the evaluation of the correlation coefficient interval by collecting sample data whose types are real and interval. When an interval is considered as a fuzzy number, the aspect of fuzzy can be utilized to construct the fuzzy correlation coefficient for interval data. As compared with the traditional correlation coefficient, the fuzzy correlation coefficient can demonstrate conservative correlation coefficient and provide an objective statistical method for discovering the correlation between two variables. | en_US |
| dc.description.tableofcontents | CHAPTER 1 INTRODUCTION 1CHAPTER 2 INTERVAL TIME SERIES ANALYSIS AND FORECASTING 42.1 INTRODUCTION 42.2 THE CHARACTERISTICS OF INTERVAL DATA 62.2.1 Why Using Interval? 62.2.2 An Interval as a Fuzzy Number 72.2.3 The Forecasting Models of Interval Time Series 102.3 THE EFFICIENCY ANALYSIS OF INTERVAL TIME SERIES FORECASTING 122.3.1 The Mean Squared Error of Interval 132.3.2 The Mean Relative Interval Error 142.4 SIMULATION ANALYSIS AND DISCUSSIONS 162.4.1 Simulations of Interval Time Series 162.4.2 Model Construction of Interval Time Series 182.4.3 The Comparison and Analysis of the Forecast Results 192.5 TWO CASE ANALYSES 242.5.1 The Monthly Trading Value of the Stock 242.5.2 The Daily Temperatures in Taipei 262.6 CONCLUSIONS 29CHAPTER 3 PERFORMANCE ANALYSIS OF INTERVAL FORECASTING 313.1 INTRODUCTION 313.2 INTERVAL FORECASTING 323.2.1 Time Series Forecasting with Interval Data 323.2.2 Some Operations of Interval Data 343.2.3 Properties of Interval Time Series 353.3 EFFICIENCY EVALUATION FOR INTERVAL FORECASTING 373.3.1 The Comparison of MESI and MRIE 373.3.2 The Feasibility Analysis of MSEI and MRIE 383.4 THE MEAN RATIO OF EXCLUSIVE-OR 403.4.1 The Mean Ratio of XOR 403.4.2 Discussion of MRXOR in Different Forecasting Situations 413.5 EMPIRICAL STUDIES 433.5.1 The Efficiency Analysis of Three Forecasting Situations 443.5.2 The Forecasting Performance of Temperature 463.6 CONCLUSIONS 49CHAPTER 4 AN INNOVATIVE APPROACH ON FUZZY CORRELATION COEFFICIENT WITH INTERVAL DATA 514.1 INTRODUCTION 514.2 CORRELATION COEFFICIENT 524.2.1 Traditional Correlation Coefficient 524.2.2 Correlation Coefficient Interval 534.3 FUZZY CORRELATION COEFFICIENT 564.3.1 An approximation approach for a correlation coefficient interval 564.3.2 Comparison with the Traditional Correlation Coefficient 584.4 EMPIRICAL STUDIES 594.4.1 Calculus Score and Online Hour 604.4.2 Temperature and Relative Humidity 624.5 CONCLUSIONS 65REFERENCES 67 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0917515022 | en_US |
| dc.subject (關鍵詞) | 區間時間序列 | zh_TW |
| dc.subject (關鍵詞) | 模糊統計 | zh_TW |
| dc.subject (關鍵詞) | 區間預測 | zh_TW |
| dc.subject (關鍵詞) | 區間均方誤差 | zh_TW |
| dc.subject (關鍵詞) | 平均相對區間誤差 | zh_TW |
| dc.subject (關鍵詞) | XOR平均比率 | zh_TW |
| dc.subject (關鍵詞) | 模糊相關係數 | zh_TW |
| dc.subject (關鍵詞) | 相關係數區間 | zh_TW |
| dc.subject (關鍵詞) | interval time series | en_US |
| dc.subject (關鍵詞) | fuzzy statistics | en_US |
| dc.subject (關鍵詞) | interval forecasting | en_US |
| dc.subject (關鍵詞) | mean squared error of interval | en_US |
| dc.subject (關鍵詞) | mean relative interval error | en_US |
| dc.subject (關鍵詞) | mean ratio of exclusive-or | en_US |
| dc.subject (關鍵詞) | fuzzy correlation coefficient | en_US |
| dc.subject (關鍵詞) | correlation coefficient interval | en_US |
| dc.title (題名) | 區間時間序列預測及其準確度分析 | zh_TW |
| dc.title (題名) | Time series analysis and forecasting evaluation with interval data | en_US |
| dc.type (資料類型) | thesis | en |
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