Kong, Cheuk Kwan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 42-44). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Modelling Piecewise AR model --- p.4 / Chapter 2.1 --- Background --- p.4 / Chapter 2.2 --- Introduction to Auto-FARM --- p.5 / Chapter 2.3 --- Minimum Description Length --- p.6 / Chapter 2.4 --- Genetic Algorithm --- p.9 / Chapter 2.5 --- Reproduction Rules --- p.10 / Chapter 3 --- Bayesian-SCAD Approach --- p.14 / Chapter 3.1 --- Estimation via Penalty Function --- p.15 / Chapter 3.2 --- Introduction to SCAD --- p.17 / Chapter 3.3 --- Local Quadratic Approximation of SCAD --- p.20 / Chapter 3.4 --- Bayesian Formulation and GA Implementation --- p.22 / Chapter 4 --- Simulation Study --- p.25 / Chapter 4.1 --- Piecewise AR Process from Davis et al. (2006) --- p.25 / Chapter 4.2 --- Piecewise Seasonal AR Process --- p.29 / Chapter 5 --- Real Data Analysis --- p.33 / Chapter 5.1 --- Description and Source of Data --- p.33 / Chapter 5.2 --- Model Fitting --- p.36 / Chapter 5.3 --- Prediction Results --- p.39 / Chapter 6 --- Conclusion --- p.40 / Bibliography --- p.42
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325952 |
| Date | January 2007 |
| Contributors | Kong, Cheuk Kwan., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 44 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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