English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 93861/124308 (76%)
Visitors : 28931071      Online Users : 523
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 140.119/78859
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/78859

    Title: Use of Partial Cumulative Sum to Detect Trends and Change Periods for Nonlinear Time Series
    Authors: Wu, Berlin
    Chen, Liyang
    Contributors: 應數系
    Keywords: fuzzy time series;change periods;partial cumulative sums;trend;noise
    Date: 2006-07
    Issue Date: 2015-10-02 16:50:49 (UTC+8)
    Abstract: Because the structural change of a time series from one pattern to another may not switch at once but rather experience a period of adjustment, conventional change point detection may be inappropriate under some circumstances. Furthermore, changes in time series often occur gradually so that there is a certain amount of fuzziness in the change point. For this, considerable research has focused on the theory of change period detection for improved model performance. However, a change period in some small time interval may appear to be negligible noise in a larger time interval. In this paper, we propose an approach to detect trends and change periods with fuzzy statistics using partial cumulative sums. By controlling the parameters, we can filter the noises and discover suitable change periods. Having discovered the change periods, we can proceed to identify the trends in the time series. We use simulations to test our approach. Our results show that the performance of our approach is satisfactory.
    Relation: 經濟與管理論叢(Journal of Economics and Management), 2(2), 123-145
    Data Type: article
    Appears in Collections:[應用數學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    123-145.pdf243KbAdobe PDF521View/Open

    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