English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 92429/122733 (75%)
Visitors : 26357008      Online Users : 786
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
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/69609

    Title: 轉移函數模式中序列離群值平均數移位及變異 數改變之偵測與處理之研究
    Other Titles: On Detecting and Treating Outliers, Level Shifts and Variance Change in Transfer Function Models.
    Authors: 鄭天澤
    Contributors: 統計研究所
    Keywords: 結構變化;轉移函數模式;離群值
    Structure change;Transfer function model;Outlier
    Date: 1996
    Issue Date: 2014-09-02 17:31:37 (UTC+8)
    Abstract: 本計畫旨在探討轉移函數模式中結構性改變之偵測與處理,這些結構性改變包括平均數的移位及變異數的改變。由於輸入序列中的離群值或結構性改變所造成的結果,不一定會傳遞至輸出變數序列。因此,我們將就輸入序列中的離群值或結構性改變是否傳遞至序列中,而使其產生離群值或結構性改變分別提出偵測與處理的方法,並以模擬資料驗證其偵測能力。
    This project plans to investigate the detection and treatment of structure changes in transfer function models. These structure changes include level-shift, which is further classified as permanent level change, and variance change. Since outliers or structure changes in the input series may or may not pass to the output series, we will propose iterative procedures for detecting and treating structure changes depending on whether outliers and structure changes in the input series are passed to the output series. Simulation data will also be used to study the performance of the proposed procedures.
    Relation: 行政院國家科學委員會
    Data Type: report
    Appears in Collections:[統計學系] 國科會研究計畫

    Files in This Item:

    File Description SizeFormat

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

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback