• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 2
  • 2
  • Tagged with
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 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

計數值模糊資料相關係數之研究及應用 / The Study on Computation and Application of Correlation Coefficient Based on Attribute Fuzzy Data

張書瑜, Chang, Shu Yu Unknown Date (has links)
「模糊」這個名詞常被用來表示為不確定性,而模糊理論其實就是在探討統計機率中所表達的「隨機性」。而對於區間型的資料時,由於單一的數值(例如:平均數)常會隱藏住資料的真實情況,因此在處理區間型資料時,我們大多會採用相關係數進行計算。   以往之模糊區間資料大多為連續型資料,然而仍有許多計數值資料,例如:旅運量、品管中的缺點數、公司出勤人次等,而本文將針對計數值資料之模糊區間加以討論,並藉由計數值模糊區間資料,生成模糊相關係數。另外,我們也將導入針對計數值資料進行轉換的ISRT法,透過此方法,將計數值資料轉為連續型資料,並比較其兩組數據所生成之模糊相關係數。本文利用模擬分析,生成若干種間斷型分配後再模擬計數型模糊區間資料(Attribute Fuzzy Interval Data);並加入實證分析,利用實際資料來分析驗證。
2

模糊資料之相關係數研究及其應用 / Evaluating Correlation Coefficient with Fuzzy Data and Its Applications

楊志清, Yang, Chih Ching Unknown Date (has links)
近年來,由於人類對自然現象、社會現象或經濟現象的認知意識逐漸產生多元化的研判與詮釋,也因此致使人類思維數據化的概念已逐漸廣泛的被應用,對數據分析已從傳統以單一數值或平均值的分析作法,演變為考量多元化數值的分析作為。有鑑於此,在數據資料具備「模糊性」特質的現今,藉由模糊區間的演算方法,進一步探討之間的關係。 傳統的統計分析,對於兩變數間線性關係的強度判斷,一般是藉由皮爾森相關係數(Pearson’s Correlation Coefficient)的方法予以衡量,同時也可以經由係數的正、負符號判斷變數間的關係方向。然而,在現實生活中無論是環境資料或社會經濟資料等,均可能以模糊的資料型態被蒐集,如果當資料型態係屬於模糊性質時,將無法透過皮爾森相關係數的方法計算。 因此,本研究欲研擬一個較簡而易懂的方法,計算模糊區間資料的相關係數,據以呈現兩組模糊區間資料的相互影響程度。此外,若時間性之模糊區間資料被蒐集之際,我們亦提出利用中心點與長度之模糊自相關係數(ACF with the Fuzzy Data of Center and Length;簡稱CLACF)及模糊區間資料之自相關函數(ACF with Fuzzy Interval Data;簡稱FIACF)的方法,探討時間性模糊資料的自相關係數予以衡量。 / The classical Pearson’s correlation coefficient has been widely adopted in various fields of application. However, when the data are composed of fuzzy interval values, it is not feasible to use such a traditional approach to evaluate the correlation coefficient. In this study, we propose the specific calculation of fuzzy interval correlation coefficient with fuzzy interval data to measure the relationship between various stocks. In addition, in time series analysis, the auto-correlation function (ACF) can evaluate the effect of stationary for time series data. However, as the fuzzy interval data could be occurred, then the classical time series analysis will be not applied. In this paper, we proposed two approaches, ACF with the fuzzy data of center and length (CLACF) and ACF with fuzzy interval data (FIACF), to calculate the auto-correlation coefficient for fuzzy interval data, and use the scheme of Mote Carlo simulation to illustrate the effect of evaluation methods. Finally, we offer empirical study to indentify the performance of CLACF and FIACF which may measure the effect of lagged period of fuzzy interval data for daily price (low, high) of the Centralized Securities Trading Market and the result show that the effect of evaluation lagged period via CLACF and FIACF may response the effect more easily than classical evaluation of ACF for the close price of Centralized Securities Trading Market.

Page generated in 0.3914 seconds