對於一個具有結構性改變性質的非線性時間數列，通常很難判斷何處為轉
捩點，或者何處為所謂的轉型期。雖然長久以來已有不少偵查轉捩點的方
法被提出，但是對於轉捩區間以及對於一些語言性的時間數列資料問題（
例如：景氣指標的紅綠燈時間數列），都很少被提出來。本論文中，我們
首先引用Zadeh於1965年提出來的模糊理論的觀念來介紹糢糊時間數列（
FTS）。進而定義出在□水準下的模糊點（FP）和模糊轉捩區間（FCP），
並且證明了一些有用的性質。最後再以台灣地區出生率資料為例，說明□
水準的模糊轉捩區間的判定方法，並列出了詳細的執行步驟。實驗結果更
證明出我們的模糊檢驗法非常具有實用性及有效性。 / As far as structural change of a non-linear time series is
concerned, it is hard to tell when the change point or the
fuzzy change period occurs. Though many methods are used for
the task of detecting, most of them primarily deal with the
case of change point, and few examine the problem of fuzzy
change period and linguistic time series ( for example, the
index of prosperity represented by red or green light ). In
this article, we adopt the theory of fuzzy which is proposed by
Zedeh ( 1965 ) to introduce the concept of fuzzy time series (
FTS ). Furthermore, we define the □level of fuzzy point (FP)
as well as fuzzy change period (FCP), and prove some useful
properties. Finally we explain the method we proposed in
detecting the □level of fuzzy change period in terms of the
data of Taiwan birth rate and provide step-by-step procedures.
Experimental results show that the proposed method of fuzzy
detecting is available and practical in detecting the □level
of fuzzy change period.
| Identifer | oai:union.ndltd.org:CHENGCHI/B2002003820 |
| Creators | 李玉如, Lee, Alice |
| 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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