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| Title | 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 |
| Creator | 陳美惠 |
| Contributor | 吳柏林 陳美惠 |
| Key Words | Change periods Nonlinear time series Revised centered cumulative sums of squares Fuzzy statistics Genetic-based searching Leading genetic model |
| Date | 1999 |
| Date Issued | 14-Apr-2016 13:57:26 (UTC+8) |
| Summary | 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. |
| Description | 博士 國立政治大學 統計學系 |
| 資料來源 | http://thesis.lib.nccu.edu.tw/record/#A2002000639 |
| Type | 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) | 1999 | en_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) | A2002000639 | en_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/#A2002000639 | en_US |
| dc.subject (關鍵詞) | Change periods | en_US |
| dc.subject (關鍵詞) | Nonlinear time series | en_US |
| dc.subject (關鍵詞) | Revised centered cumulative sums of squares | en_US |
| dc.subject (關鍵詞) | Fuzzy statistics | en_US |
| dc.subject (關鍵詞) | Genetic-based searching | en_US |
| dc.subject (關鍵詞) | Leading genetic model | en_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 Series | en_US |
| dc.type (資料類型) | thesis | en_US |