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政大機構典藏 > 商學院 > 統計學系 > 學位論文 > Item 140.119/87312

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87312

Title:	遺傳演算法在非線性時間數列結構改變之分析與應用 Using Genetic Algorithms to Search for the Structure Change of Non-linear Time Series
Authors:	阮正治 Juan, Cheng Chi
Contributors:	吳柏林阮正治 Juan, Cheng Chi
Keywords:	非線性時間數列分析門檻自迴歸模式遺傳演算法適應函數 Non-linear time series analysis Threshold autoregressive models Genetic algorithms Fitness function
Date:	1996
Issue Date:	2016-04-28 11:48:55 (UTC+8)
Abstract:	近幾年來，非線性時間數列分析一直是時間數列及計量經濟學者所熱衷的研究主題之一，而非線性時間數列結構改變的研究也越來越受到重視。其中的門檻自迴歸模式，雖具有線性模式所不能配適的特性，但模式建構的問題，一直是其在發展應用上的瓶頸。本研究擬以門檻自迴歸模式建構的流程並結合遺傳演算法的最佳化搜尋技術，架構出時間數列遺傳演算法，藉此演算法則及程序，全域性地搜尋最佳的門檻自迴歸模式。　　Non-linear time series analysis is a research topic which the schalors of time series and econometrics are intent on, and the research of structure change of non-linear time series is attentive. Threshold autoregressive model (TAR model) of non-linear time series has some characters which linear model fail to fit while the problem of how to find an appropriate threshold value is still attracted many researchers attention. In this paper, we present about searching the parameters for a TAR model by genetic algorithms.
Description:	碩士國立政治大學統計學系 82354013
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002002799
Data Type:	thesis
Appears in Collections:	[統計學系] 學位論文

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