| dc.contributor.advisor | 吳柏林 | zh_TW |
| dc.contributor.author (Authors) | 程友梅 | zh_TW |
| dc.contributor.author (Authors) | Cheng, Yu Mei | en_US |
| dc.creator (作者) | 程友梅 | zh_TW |
| dc.creator (作者) | Cheng, Yu Mei | en_US |
| dc.date (日期) | 1996 | en_US |
| dc.date.accessioned | 28-Apr-2016 11:48:16 (UTC+8) | - |
| dc.date.available | 28-Apr-2016 11:48:16 (UTC+8) | - |
| dc.date.issued (上傳時間) | 28-Apr-2016 11:48:16 (UTC+8) | - |
| dc.identifier (Other Identifiers) | B2002002783 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/87298 | - |
| dc.description (描述) | 碩士 | 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 (描述) | 83354001 | zh_TW |
| dc.description.abstract (摘要) | 轉折型時間序列在現實生活中常常可見，例如因戰爭、政策改變、罷工或自然界的條件劇變等，而使時間序列的走勢發生明顯的轉變。傳統上，對這種轉折型時間序列資料進行轉折點的偵測時，大部分均從事後的觀點，主觀上先行認定結構轉變發生的時點，而後再以檢定加以確認。但此種方法過於主觀，而且轉型並非一蹴可幾，若以單一的轉折點來解釋轉型的現象，似乎不太恰當。 | zh_TW |
| dc.description.abstract (摘要) | Structure-changing time series are often seen in daily life. For example, war, change of policy, labor strike, or change of natural phenomena result in obvious change of time series. Most of detection of change points for structure-changing time series take place afterwards. In this paper, we pre-sent a change periods detection method for trend time series using the concept of fuzzy logic. Empirical example about exchange rate and balance of international trade is illustrated with detailed analysis. | en_US |
| dc.description.tableofcontents | 謝辭摘要Abstract目錄壹、前言-----1貳、轉型期之認定-----4 2.1 轉型之探討-----4 2.2 平均數改變之檢定-----4 2.3 變異數改變之檢定-----6 2.4 模糊理論之應用-----8參、模糊轉折區間的認定-----9 3.1 模糊轉折區間統計認定-----10 3.2 模糊轉折區間之認定程序-----12肆、模擬與比較分析-----15 4.1 平均數改變-----15 4.2 變異數改變-----17伍、實證分析-----21陸、結論-----29參考文獻-----30 | zh_TW |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#B2002002783 | en_US |
| dc.subject (關鍵詞) | 結構轉變 | zh_TW |
| dc.subject (關鍵詞) | 轉折點 | zh_TW |
| dc.subject (關鍵詞) | 模糊分類 | zh_TW |
| dc.subject (關鍵詞) | 模糊轉折區間 | zh_TW |
| dc.subject (關鍵詞) | structure change | en_US |
| dc.subject (關鍵詞) | change point | en_US |
| dc.subject (關鍵詞) | fuzzy classification | en_US |
| dc.subject (關鍵詞) | fuzzy change period | en_US |
| dc.title (題名) | 轉折型時間序列的認定 | zh_TW |
| dc.title (題名) | Pattern Recognition for Trend Time Series | en_US |
| dc.type (資料類型) | thesis | en_US |
