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    政大機構典藏 > 理學院 > 應用數學系 > 學位論文 >  Item 140.119/95621
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/95621

    Title: 信心度函數與模糊時間數列預測
    Belief Function and Fuzzy Time Series Forecasting
    Authors: 楊勝斌
    Contributors: 吳柏林
    Keywords: 信心度函數
    Date: 2002
    Issue Date: 2016-05-09 16:39:22 (UTC+8)
    Abstract:   投資的獲利多寡並不單單基於預測的準確性,信心度的大小亦攸關獲利的結果。因為信心度愈大,則投資人將會提高投資的金額,而獲得更多的利潤。反之,雖然預測的結果是準確的,但若信心度很小,則投資人將不敢投入較多的金額,如此一來所獲得的利潤就有限了。本文嘗試著應用信心度函數來輔助說明多變量模糊時間數列預測結果,亦即預測模式對預測結果的屬性所具有的信心程度。最後利用多變量模糊時間數列模式,結合加權股價指數的收盤價及成交量兩個變量,針對台灣加權股價指數進行預測及衡量預測屬性的信心度。相信這對於風險控管及提高投資報酬深具意義。
    1. 前言-----2
    2. 模糊時間數列分析與預測-----4
      2.1 模糊邏輯之引進-----4
      2.2 模糊時間數列分析-----5
      2.3 如何由模糊規則庫進行屬性判別-----8
      2.4 多變量模糊時間數列的預測-----11
      2.5 平均預測秩階準確度-----12
    3. 信心度函數-----13
      3.1 信心函數-----13
      3.2 如何建構與計算信心度-----15
    4. 實證分析與結果-----19
      4.1 資料分析-----19
      4.2 模糊時間數列模式建構-----21
      4.3 預測結果的比較與分析-----25
    5. 結論-----28
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    Description: 碩士
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2010000263
    Data Type: thesis
    Appears in Collections:[應用數學系] 學位論文

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