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題名 非線性時間序列轉折區間認定之模糊統計分析
Fuzzy Statistical Analysis for Change Periods Detection in Nonlinear Time Series
作者 陳美惠
貢獻者 吳柏林
陳美惠
關鍵詞 Change periods
Nonlinear time series
Revised centered cumulative sums of squares
Fuzzy statistics
Genetic-based searching
Leading genetic model
日期 1999
上傳時間 14-Apr-2016 13:57:26 (UTC+8)
摘要 Many papers have been presented on the study of change points detection.　Nonetheless, we would like to point out that in dealing with the time series with switching regimes, we should also take the characteristics of change periods into account.　Because many patterns of change structure in time series exhibit a certain kind of duration, those phenomena should not be treated as a mere sudden turning at a certain time.
描述 博士
國立政治大學
統計學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#A2002000639
資料類型 thesis
dc.contributor.advisor 吳柏林zh_TW
dc.contributor.author (Authors) 陳美惠zh_TW
dc.creator (作者) 陳美惠zh_TW
dc.date (日期) 1999en_US
dc.date.accessioned 14-Apr-2016 13:57:26 (UTC+8)-
dc.date.available 14-Apr-2016 13:57:26 (UTC+8)-
dc.date.issued (上傳時間) 14-Apr-2016 13:57:26 (UTC+8)-
dc.identifier (Other Identifiers) A2002000639en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/84407-
dc.description (描述) 博士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計學系zh_TW
dc.description.abstract (摘要) Many papers have been presented on the study of change points detection.　Nonetheless, we would like to point out that in dealing with the time series with switching regimes, we should also take the characteristics of change periods into account.　Because many patterns of change structure in time series exhibit a certain kind of duration, those phenomena should not be treated as a mere sudden turning at a certain time.en_US
dc.description.tableofcontents 封面頁
證明書
致謝詞
論文摘要
目錄
表目錄
圖目錄
Chapter 1　　 Introduction
1.1 Motivations
1.2 Literatures Review of Change Points Detection
Chapter 2　　 Identification of Change Periods
2.1 Reviews of Change-point Detection
2.2 Statistics for Centered Cumulative Sums of Squares
2.3 Rules for Classification
Chapter 3　　 Clustering with Fuzzy Statistics
3.1 Fuzzy Statistics
3.2 Using Fuzzy Entropy
Chapter 4 Genetic-based Searching
4.1 Genetic Algorithms
4.2 Revised Forward Selection of Leading Genetic Models
4.3 Genetic-based Searching for Change Periods
Chapter 5 Simulation Studies
5.1 Models Simulation
5.2 The Application of Revised CUSUM Algorithm
5.3 The Application of Genetic-based Searching
Chapter 6　　 Empirical Examples
6.1 Application to Taiwan Monthly Visitors Arrival
6.2 Application to Taiwan Monthly Exchange Rates
Chapter 7　　 Conclusions
References		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#A2002000639en_US
dc.subject (關鍵詞) Change periodsen_US
dc.subject (關鍵詞) Nonlinear time seriesen_US
dc.subject (關鍵詞) Revised centered cumulative sums of squaresen_US
dc.subject (關鍵詞) Fuzzy statisticsen_US
dc.subject (關鍵詞) Genetic-based searchingen_US
dc.subject (關鍵詞) Leading genetic modelen_US
dc.title (題名) 非線性時間序列轉折區間認定之模糊統計分析zh_TW
dc.title (題名) Fuzzy Statistical Analysis for Change Periods Detection in Nonlinear Time Seriesen_US
dc.type (資料類型) thesisen_US