本文嘗試以模糊理論的觀念，應用到時間數列分析上。研究重點包括模糊關係、模糊規則庫和模糊時間數列模式建構與預測等。我們首先給定模糊時間數列模式的概念與一些重要性質。接著提出模糊規則庫的定義，以及模式建構的流程，並以模糊關係方程式的推導，提出模糊時間數列模式建構方法。最後，利用提出的方法，對台灣地區加權股票指數建立模糊時間數列模式，並對未來進行預測，且考慮以平均預測準確度來做預測效果之比較。這對於財務金融的未來走勢分析將深具意義。 / The paper has attempted to apply the concept of fuzzy method on the analysis of time series. This reserch is also to include fuzzy relation, fuzzy rule base, fuzzy time series model constructed and forecasting. First, we'll define the concept of fuzzy time series model and some important properties. Next, the definition of fuzzy rule base will also be put forward, along with procedure of model constructed, the formation of fuzzy relation polynomial, and the methods to construct fuzzy time series model. At last, with the above methods, we'll build up fuzzy time series model on Taiwan Weighted Index and predict future trend while examine the predictive results with average forecasting accuracy. This shall carry profund signifigornce on the analysis of future trend in terms of financialism.
| Identifer | oai:union.ndltd.org:CHENGCHI/A2002001139 |
| Creators | 林玉鈞 |
| Publisher | 國立政治大學 |
| Source Sets | National Chengchi University Libraries |
| Language | 中文 |
| Detected Language | English |
| Type | text |
| Rights | Copyright © nccu library on behalf of the copyright holders |
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