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    题名: 非線性時間數列模糊轉捩區間之確認
    Fuzzy change period identification for the nonlinear time series
    作者: 李玉如
    Lee, Alice
    贡献者: 吳柏林
    Wu, Berllin
    李玉如
    Lee, Alice
    关键词: 結構性改變
    轉捩點
    模糊時間數列
    □ 水準
    模糊點
    模糊轉捩區間
    模糊分類
    歸屬度
    模糊度
    Structural change
    change point
    fuzzy time series
    □level
    FCP
    日期: 1994
    1993
    上传时间: 2016-04-29 15:30:48 (UTC+8)
    摘要: 對於一個具有結構性改變性質的非線性時間數列，通常很難判斷何處為轉
    As far as structural change of a non-linear time series is
    參考文獻: Bagshaw, M. and Johnson, R. A. (1977). Sequential procedures for detecting parameter changes in a time series model. Journal of American statistic Association, 72, 593-597.
    Balke, N. S. (1993). Detecting level shifts in time series. Journal of Business and Economic Statistics, 11(1), 81-92.
    Barry, D. and Hartigan, J. A. (1993). A bayesian analysis for change point problems. Journal of the American Statistical Association, 88(421), 309-319.
    Bezdek, J. C. (1981). Pattern Recognition with Fuzzy Objective Function Algorithms. New York: Ploenum Press.
    Broemeling, L.D. and Tsurumi, H. (1987). Econometrics and Structural change, Marcel Dekker Inc.
    Chan, W. S. and Tong, H. (1986). On test for non-linearity in time series analysis. Journal of Forecasting, 5, 217-228.
    Cutsem, B. V. and Gath, I, (1993). Detection of outliers and robust estimation using fuzzy clustering. Computational Statistics and Data Analysis, 15, 47-61.
    Gardner, E. S. (1983). Automatic monitoring of forecast errors. Journal of Forecasting, 2, 1-21.
    Gooijer, J. G. D. and Kumar, K.(1992). Some recent developments in non-linear time series modeling, testing, and forecasting. International Journal of Forecasting, 8,
    135-156.
    Hathaway, R. J. and Bezdek, J. C. (1993) Switching regression models and fuzzy clustering. IEEE Transactions on fuzzy systems, 1(3), 195-204.
    Heshmaty, B. and Kandel, A. (1985). Fuzzy linear regression and its applications to forecasting in uncertain environment. Fuzzy Sets and Systems, 15, 159-191.
    Li, W. K. (1990). A simple one degree of freedom test for non-linear time series model discrimination. Working paper (Department of Statistics, University of Hong Kong.)
    Oh, S. B., Kim, W. and Lee, J. K. (1990), An approach to causal modeling in fuzzy environment and its application. Fuzzy Sets and Systems, 35, 43-55.
    Page, E. S. (1955). A test for change in a parameter occurring at an unknown point. Biometrika, 42, 523-527.
    Priestley, M, B. (1988). Non-linear and non-stationary time series analysis. Academic Press inc.
    Sastri, T., Flores, B. and Valdes, J. (1989). Detecting points of change in time series. Computers Opns Res., 16(3), 271-293.
    Song, Q. and Chissom, B. S. (1993 a). Fuzzy time series and its models. Fuzzy Sets and Systems, 54, 269-277.
    Song, Q. and Chissom, B. S. (1993 b). Forecasting enrollments with fuzzy time series – part I. Fuzzy Sets and Systems, 54, 1-9.
    Tong, H. (1990). Non-linear time series. A dynamical system approach. Oxford University Press, New York.
    Tong, H. and Yeung, I. (1991). On tests for self-exciting threshold autoregressive-type Non-linearity in partially observed time series. Appl. Statist, 40(1), 43-62.
    Tsay, R. S. (1988). Outliers, level shifts, and variance changes in time series. Journal of forecasting, 7, 1-20.
    Wu, B. and Shih, N., (1992). On the identification problem for bilinear time series models. J. Statist. Comput. Simul. 43, 129-161.
    Wu, B. (1994). Identification environment and robust forecasting for nonlinear time series. Computational Economics, 7, 37-53.
    Yoshinari, Y. Pedrycz, W. and Hirota, K. (1993). Construction of fuzzy models through clustering techniques. Fuzzy sets and systems, 54, 157-165.
    Zadeh, L. A. (1965). Fuzzy sets. Inform. And Control, 8, 338-353.
    描述: 碩士
    國立政治大學
    統計學系
    81354005
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002003820
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

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