| dc.contributor | 應數系 | |
| dc.creator (作者) | Li, W.;Hu, R.;Wu, Berlin | |
| dc.creator (作者) | 吳柏林 | zh_TW |
| dc.date (日期) | 2009-12 | |
| dc.date.accessioned | 7-May-2015 15:28:43 (UTC+8) | - |
| dc.date.available | 7-May-2015 15:28:43 (UTC+8) | - |
| dc.date.issued (上傳時間) | 7-May-2015 15:28:43 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/75025 | - |
| dc.description.abstract (摘要) | Researchers have proposed a lot of detecting and testing methods about change points. While in the real case, it shows that the structure change of a time series was changed gradually, that is the change points has illustrated senses of fuzziness. This concept is important in fitting different models to different regimes of the data regarding economic interpretation of the data during that regime. In this paper we present an integrated identification procedure for change periods detection. The membership function of each system, which include multivariate time series data, corresponding to the cluster centers as performance index grouping is calculated. A fuzzy time series C* t is defined on averages of cumulative fuzzy entropies of the three time series. Finally, an empirical study about change periods identification for Germany, France and Greece major macroeconomic indicators are demonstrated. ©2009 IEEE. | |
| dc.format.extent | 176 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Proceedings - 2009 International Conference on Computational Intelligence and Software Engineering, CiSE 2009,-5363912 | |
| dc.subject (關鍵詞) | Change periods; Change-points; Cluster centers; Empirical studies; Fuzzy entropy; Fuzzy methods; Fuzzy statistic; Fuzzy time series; Germany; Integrated identification; Macroeconomic indicators; Multivariate time series; Performance indices; Structure change; Testing method; Artificial intelligence; Computer software; Membership functions; Time series; Time series analysis | |
| dc.title (題名) | Change periods detection for multivariate time series with fuzzy methods | |
| dc.type (資料類型) | conference | en |
| dc.identifier.doi (DOI) | 10.1109/CISE.2009.5363912 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1109/CISE.2009.5363912 | |
