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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/96304


    Title: Genetic detection with application of time series analysis
    Authors: 呂素慧
    Contributors: 吳柏林
    Wu, Ber-Lin
    呂素慧
    Keywords: Non-linear time series
    Genetic algorithm
    The genetic detection
    Date: 1997
    Issue Date: 2016-05-10 18:56:23 (UTC+8)
    Abstract: This article investigates the detection and identification problems for changing of regimes about non-linear time series process. We apply the concept of genetic algorithm and AIC criterion to test the changing of regimes. This way is different from traditional detection methods According to our statistical decision procedure, the mean of moving average and the genetic detection for the underlying time series will be considered to decide change points. Finally, an empirical application about the detection and identification of change points for the Taiwan Business Cycle is illustrated.
    Reference: 黃仁德、吳柏林(Hwang and Wu) (1994), "台灣短期貨幣需求函數穩定性的檢定:模糊時間數列方法之應用"台灣經濟學會年會議文集: 169-190.
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    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G91NCCV1012012
    Data Type: thesis
    Appears in Collections:[Department of Statistics] Theses

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