Conventional time series analysis depends heavily on the twin assumptions of linearity and stationarity. However; there are certain cases where sampled data tend to violate the assumptions. In this paper, we use neural networks technology to explore the situation when the assumptions of linearity and stationarity are failed. At the end of the paper, we discuss an illustrative example about the annual expenditures of government and science-education-culture of R.O.C.
Identifer | oai:union.ndltd.org:CHENGCHI/B2002004642 |
Creators | 于健, YU, JIAN |
Publisher | 國立政治大學 |
Source Sets | National Chengchi University Libraries |
Detected Language | English |
Type | text |
Rights | Copyright © nccu library on behalf of the copyright holders |
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