政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/87296

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 112704/143671 (78%)
Visitors : 49747968 Online Users : 683

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 商學院 > 統計學系 > 學位論文 > Item 140.119/87296

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87296

Title:	遺傳演算法在門檻自迴歸模式(d,r)值估計的應用 The Application of Genetic Algorithms in Parameters (d,r) Estimation of Threshold Autoregressions
Authors:	張新發 Chang, Sin Fa
Contributors:	吳柏林張新發 Chang, Sin Fa
Keywords:	非線性時間數列分析門檻模式遺傳演算法參數估計 Nonlinear time series analysis Threshold models Genetic algorithms Parameter estimation
Date:	1996
Issue Date:	2016-04-28 11:48:10 (UTC+8)
Abstract:	近幾年來，非線性時間數列分析有快速的發展。其中的門檻自迴歸模式(SETAR)，以具有許多線性ARIMA模式所不能配適的特性而受到重視。但是，自1978年Tong建立SETAR模式以來，門檻參數估計的問題一直是SETAR模式在發展應用上的一個瓶頸。本文將探討以實數編碼遺傳演算法，結合統計學上的模式選取準則，建構SETAR模式門檻與延遲參數估計程序的可行性。並從這個基礎上，進一步地研究較精確的門檻參數估計法。　　Non-linear time series analysis has rapidly developed in recent years. Self-exciting threshold autoregression(SETAR) model of non-linear time series models is attentive, because it has some characters which linear ARIMA model fail to fit. But, It has not yet been applied widely because the question of estimation of threshold parameter limits its development and application since Tong proposed SETAR model in 1978. In this paper, we will study the feasibility which constructs a procedure of estimation of SETAR`s threshod and delay parameters with real-coded genetic algorithm and statistical criterion of model selection, and develop a more precise estimation of threshold parameter in the basis.
Description:	碩士國立政治大學統計學系 83354002
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002002781
Data Type:	thesis
Appears in Collections:	[統計學系] 學位論文

Files in This Item:

There are no files associated with this item.

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...