English  |  正體中文  |  简体中文  |  Items with full text/Total items : 88295/117812 (75%)
Visitors : 23406620      Online Users : 101
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/119202
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/119202


    Title: 基於保序迴歸估計的資料遞增性檢定
    Testing for an increasing trend based on isotonic regression
    Authors: 黃鈺茹
    Huang, Yu-Ju
    Contributors: 黃子銘
    黃鈺茹
    Huang, Yu-Ju
    Keywords: 保序迴歸
    遞增性檢定
    濾波器
    週期圖
    Isotonic regression
    PAVA
    Filter
    Periodogram
    Examine the increasing trend
    Date: 2018
    Issue Date: 2018-08-06 18:09:46 (UTC+8)
    Abstract: 本研究目的是在檢測時間序列資料是否隨時間遞增。本文中提出先估算資料的週期,再使用濾波器消除週期,再檢驗資料的遞增趨勢。在檢定遞增趨勢時,使用保序迴歸及逐段迴歸配適時間序列的趨勢,再以兩種趨勢的差距計算檢定統計量。本研究將所提出的方法應用於2015年北台灣的空氣品質資料,檢定結果發現大部分汙染物濃度並無遞增趨勢。
    The purpose of this study is to test whether a time series has an increasing trend. This paper proposes to estimate the period of the time series first, then use a filter to eliminate the period, and then examine whether the filtered time series has an increasing trend. In examining the increasing trend, we use isotonic regression and piecewise regression to fit the trend of the time series, and then compute the difference between the fitted trends to obtain the test statistic. In this study, I apply the proposed method to the air quality data of North Taiwan in 2015. There are no increasing trends for most of the tested time series.
    Reference: [1] Barlow, R. E., Bartholomew, D. J., Bremner, J. M. and Brunk, H. D. (1972). Statistical Inference Under Order Restrictions: The Theory and Application of Isotonic Regression. New York : John Wiley & Sons.
    [2] Best MJ, Chakravarti N. (1990). Active Set Algorithms for Isotonic Regression; A Unifying Framework. Mathematical Programming, 47(1-3):425–439.
    [3] Brunk HB. (1955). Maximum Likelihood Estimates of Monotone Parameters. The Annals of Mathematical Statistics, 26(4):607–616.
    [4] de Leeuw, J., Hornik, K. and Mair, P. (2009). Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods .Journal of Statistical Software, 32(5):1–24.
    [5] Peter J. Brockwell and Richard A. Davis. (2002). Introduction to Time Series and Forecasting(2nd ed.). New York : Springer.
    [6] Piet Groeneboom and Geurt Jongbloed. (2010). Generalized continuous isotonic regression. Statistics and Probability Letters,80 (3-4):248-253.
    [7] Tibshirani, R., Hoefling, H. and Tibshirani, R. (2011). Nearly isotonic regression. Technometrics, 53(1):54–61.
    [8] Tim Robertson, F. T. Wright and R. L. Dykstra. (1988). Order Restricted Statistical Inference. New York : John Wiley & Sons.
    Description: 碩士
    國立政治大學
    統計學系
    105354028
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0105354028
    Data Type: thesis
    DOI: 10.6814/THE.NCCU.STAT.015.2018.B03
    Appears in Collections:[統計學系] 學位論文

    Files in This Item:

    File SizeFormat
    402801.pdf2581KbAdobe PDF0View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback