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政大機構典藏 > 理學院 > 應用數學系 > 學位論文 > Item 140.119/88464

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88464

Title:	非線型時間數列的分類與認定 Pattern Recognition and Classification in Nonlinear Time Series Analysis
Authors:	黃郁麟 Hwang, Yuh Lin
Contributors:	吳柏林 Wu, Bo Lin 黃郁麟 Hwang, Yuh Lin
Keywords:	應用數學數學 APPLIED-MATHEMATICS MATHEMATICS
Date:	1995 1994
Issue Date:	2016-04-29 16:00:32 (UTC+8)
Abstract:	傳統上，時間數列的型態分類與認定的分析方法，一般都應用在定態的隨機過程。雖然單根檢定的方法用來檢定一時間數列是否定態的判定，一直被計量經濟學家所重視。但由於近幾年來非直線性時間數列越來越受到重視與研究，以傳統的單根檢定法來分析已無法顯出其數列的特性，甚至許多時候會導致對其數列辨識準確度穩健性的喪失，所以結構轉變的檢定先行於單根檢定，對於非線型時間數列來說是非常重要的。　　Traditionally, the analysis methods of pattern classification and recognition for time series generally apply to the stationary process. Tests for unit roots used to test whether the time series is stationary has always been looked upon by the statisticians econometrics. Because there have been much more research on the nonlinear time series in recent years, the tests for unit roots can`t tell the features of time series and even result in the lost of robustness for the identification precision of the time series.
Description:	碩士國立政治大學應用數學系
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002003569
Data Type:	thesis
Appears in Collections:	[應用數學系] 學位論文

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