• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • 1
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

區間SETAR模式的建構分析與預測 / Interval SETAR modelling and forecasting evaluation

廖育琳 Unknown Date (has links)
雖然傳統線性時間數列在預測上已被廣泛的使用,但是在一般的時間數列中或多或少都會有結構改變(structural changes)的現象,我們往往很難找到一簡單的線性模式來詮釋資料中普遍存在的非線性(nonlinearity)結構,同時隨著模糊理論的興起與區間軟計算(soft computing)的發展,區間預測(interval forecasting)已成為未來研究的重點。本文應用模糊分類法(fuzzy classification),找出結構改變的位置,藉此發展出非線性的區間門檻自迴歸模式(interval SETAR model),再以「來臺觀光客人數」與「新臺幣兌美元匯率」作為實例,建構兩種區間門檻自迴歸模式與區間ARIMA模式並比較之,結果顯示兩種非線性的預測效果都比線性模式好。

Page generated in 0.0219 seconds