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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88741


    Title: 非線型時間序列之穩健預測
    Robust Forecasting For Nonlinear Time Series
    Authors: 劉勇杉
    Liu, Yung Shan
    Contributors: 吳柏林
    Wu, Berlin
    劉勇杉
    Liu, Yung Shan
    Keywords: 神經網路
    雙線型模式
    倒傳遞網路
    匯率
    neural networks
    bilinear model
    backpropagation
    exchange rates
    Date: 1993
    Issue Date: 2016-04-29 16:32:31 (UTC+8)
    Abstract: 由於時間序列在不同範疇的廣泛應用，許多實證結果已明白指出時間序列
    With rapid development at the study of time series, the
    Reference: [1] Box, G. E. P. and Jenkins, G. M. (1976). Time Series Analysis: Fore-casting and Control. 2nd ed. San Francisco : Holden-Day.
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    [5] De Gooijer, J.G. and Kumar, K.(1992). Some recent developments in nonlinear time series modelling, testing and forecasting. International Journal of Forecasting, 8, 135-156.
    [6] Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of U.K. inflation. Econometrica, 50, 987-1008.
    [7] Funahashi, K. I., (1989). On the approximate of continuous mappings by neural networks, Neural Networks, 2, 183-192.
    [8] Granger, C.W.J. and Anderson, A. P. (1978). An Introduction to Bi-linear Time Series Models. Vandenhoeck and Ruprech, Gottingen.
    [9] Granger, C.W.J. (1991). Developments in the nonlinear analysis of economic series. Scand. J. Of Economics. 93(2), 263-276.
    [10] Grosberg, S. (1988). Studics of Mind and Brain: Neural Principles of Learning, Perception, Development, Cognition and Motor Control. Boston, MA: Reidel.
    [11] Guegan, D. and Pham, T.D. (1992). Power of the score test against bilinear time series models. Statistica Sinica, Vol. 2, 1, 157-169.
    [12] Hecht-Nielsen, R., (1989). Neurocomputing, IEEE Spectrum, March, 36-41.
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    [14] Kolen, J. F. and Goel, A. K. (1991). Learning in parallel distributed processing networks: computational complexity and information con-tent. IEEE Transactions on Systems, Man, and Cybernetics, 21, 2, 359-367.
    [15] Kosko, B. (1992). Neural Networks for Signal Processing, Prentice Hall, Englewood Cliffs, NJ.
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    [18] McKenzie, E. (1985). Some simple models for discrete variate time series. In Time Series Analysis in Water Resources. (ed. K. W. Hipel), 645-650, AM. Water Res. Assoc.
    [19] Priestley, M. B. (1980). State-dependent models: a general approach to nonlinear time series. J. Time Series Anal. 1, 47-71.
    [20] Saikkonen, P. and Luukkonen, K. (1988). Lagrange multiplier test for testing non-linearities in time series models. Scand. J. of Statistics, 15, 55-68.
    [21] Saikkonen, P. and Luukkonen, K. (1991). Power properties of a time series linearity test against some simple bilinear alternatives. Statistica Sinica, Vol. 1, 2, 453-464.
    [22] Subba Rao, T. and Gabr, M. M. (1984). An Introduction to Bispectral Analysis and Bilinear Time Series Models. Lecture Notes in statistics, Springer- Verlag, London.
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    Description: 碩士
    國立政治大學
    應用數學系
    80155004
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004238
    Data Type: thesis
    Appears in Collections:[Department of Mathematical Sciences] Theses

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