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
當地建構樣本訓練集,網路經訓練後可作為季節性時間序列之預測工具。
文中亦提出移動學習法以期提高預測之準確度。並以台灣地區每季進口商
品與勞務總值則作為實證之研究。此季節性時間序列因受離群值之影響而
增加其預測困難度。實證結果顯示類神經網路模式之預測表現較傳統之統
計方法優異,即使此序列受到離群值之干擾。 / We investigate the effectiveness of neural networks for
predicting the future behavior of seasonal time series.
Utilizing the training set constructed properly, we can train
the network who can be used to predict the future of seasonal
time series. A shifting-learning method is also employed in
order to obtained a better forecasting performance. The
quarterly imports of goods and services of Taiwan between the
first quarter of 1968 and the fourth quarter of 1990 are
studied in the research. The series are contaminated with
outliers, which will increase the difficulty of forecasting.
Empirical results exhibit that neural networks model free
approach have better prediction performance than the classical
Box-Jenkins approach, even the series are contaminated with
outliers.
| Identifer | oai:union.ndltd.org:CHENGCHI/B2002004239 |
| Creators | 賴家瑞, Lia, Chia Jui |
| Publisher | 國立政治大學 |
| Source Sets | National Chengchi University Libraries |
| Language | 英文 |
| Detected Language | English |
| Type | text |
| Rights | Copyright © nccu library on behalf of the copyright holders |
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