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    政大機構典藏 > 理學院 > 應用數學系 > 學位論文 >  Item 140.119/88742


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/88742


    题名: 季節性時間序列之預測─類神經網路模式之探討
    Forecasting Seasonal Time Series : A Neural Network Approach
    作者: 賴家瑞
    Lia, Chia Jui
    贡献者: 吳柏林
    Wu, Berlin
    賴家瑞
    Lia, Chia Jui
    关键词: 季節性時間序列
    神經網路
    移動學習法
    離群值
    預測
    seasonal time series
    neural networks
    shifting learning method
    outliers
    forecasting
    日期: 1993
    上传时间: 2016-04-29 16:32:33 (UTC+8)
    摘要: 本論文主要研究以類神經網路模式預測季節性時間序列之有效性。利用適
    We investigate the effectiveness of neural networks for
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    Conradsen, K. and Spliid, H. (1981) A seasonal adjustment filter for use in Box Jenkins analyses of seasonal time sereis. Applied Statistics, Vol. 30, No.1, 172-177.
    Cybenko, G. (1989) Approximation by superposition of a sigmoidal function. Methematics of control, signals and systems, Vol 2, 303-314.
    Dagum, E. B. (1975) Seasonal factor forecasts from ARIMA models, paper presented at the 40th session of the International Statistic Institute, Warsaw, Poland.
    Funahashi, K. I. (1989) On the approximate of continuous mappings by neural networks. Neural Networks, Vol. 2, 183-192.
    Hecht-Nielsen, R. (1990) Neurocomputing. Addisom-Wesley.
    Hornik, K., Stinchcombe, M. and White, H. (1989) Multilayer feedfoward networks are universal approximators, Neural Networks, Vol. 2, 359-366.
    Lee, K. Y. , Cha, Y. T. and Part, J. H. (1991) Short-term load forecasting using an artificial neural network. IEEE Winter Power Meeting , paper No.91WM 199-0 PWRS.
    Murthy, D. N. P. (1985) Parameter estimation with periodic observations. Journal of Time Sereis, Vol. 6, No.2. 91-96.
    Osborn, D. (1991) The implications of periodically varying coefficients for seasonal time-series process. Journal of Econometrics, Vol. 48, 373-384.


    Park, D. C. , El-Sharkawi, M. A. , Marks, R. J. , Atlas, L. E. and Damborg, M.J. (1990) Electric load forecasting using an artifical neural network. IEEE Summer Power Meeting, paper No.90SM 377-2 PWRS.
    Rumelhart, D. E., Hinton, G. E. and Williams, R. J. (1986) Learning representations by back-propagation errors. Nature, Vol. 323, 533-536.
    Vogl, T. P., Mangis, J. K., Rigler, A. K., Zink, W. T. and Alkon, D. L. (1988) Accelerating the convergence of the back-progation method. Biological Cybernetics, Vol.59, 257-263.
    Weiglend, A., Huberman, B. And Rumelhar, D. (1990) Predicting the future : a connectionist approach. International Journal of Neural Systems, Vol. 1, No.3, 193-209.
    Werbos, P. (1988) Generalization of back-propagation with application to recurrent gas market model. Neural Networks, Vol. 1. 339-256.
    White, H. (1981) Consequences and detection of misspecified nonlinaer regulartion models. Journal of the American Statistic Association, Vol. 76, 419-433.
    Wu, B. And Yu, C. (1992) Forecasting for nonstationary time series : a neural networks approach. Proceedings of the mid-America Chinese professional annual convention.
    描述: 碩士
    國立政治大學
    應用數學系
    80155005
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004239
    数据类型: thesis
    显示于类别:[應用數學系] 學位論文

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