English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 89686/119522 (75%)
Visitors : 23946057      Online Users : 126
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 > 理學院 > 應用數學系 > 期刊論文 >  Item 140.119/18839
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/18839


    Title: Using Genetic Algorithms to Parameters (d r) Estimation for Threshold Autoregressive Models
    Authors: Wu, Berlin
    吳柏林
    Chung, Chih-Li
    Keywords: Genetic algorithms;Threshold autoregressive models;Fitness function;Exchange rate
    Date: 2002-01
    Issue Date: 2008-12-24 13:38:51 (UTC+8)
    Abstract: Threshold autoregressive model (TAR model) has certain characteristics due to which linear models fail to fit a nonlinear time series, while the problem of how to find an appropriate threshold value still attracts many researchers’ attention. In this paper, we apply the genetic algorithms to estimate the threshold and lag parameters r and d for TAR models. The selection operator is formulated following Darwin's principle of survival of the fittest to guide the trek through a search space. The crossover and mutation operators have been inspired by the mechanisms of gene mutation and chromosome recombination.
    Relation: Computational Statistics and Data Analysis,38(3),315-330
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/S0167-9473(01)00030-5
    DOI: 10.1016/S0167-9473(01)00030-5
    Appears in Collections:[應用數學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    315-330.pdf176KbAdobe PDF464View/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