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題名:計量經濟模式、時間數列模式與模糊時間數列模式在預測應用之探討--以臺灣出口金額為例
書刊名:管理與系統
作者:曾淑惠 引用關係王志成
作者(外文):Tseng, Shu-huiWang, Chi-chen
出版日期:2004
卷期:11:3
頁次:頁293-322
主題關鍵詞:時間數列ARIMA模式模糊時間數列二因子模式引導式模式馬可夫模式ARIMA time seriesFuzzy time seriesTwo-factor modelsHeuristic modelsMarkov models
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:37
  • 點閱點閱:28
本研究目的是針對時間數列模式與模糊時間數列之二因子模式、引導式模式及馬可夫模式預測方法在應用上之比較,同時探討模糊時間數列模式在不同等份下,其預測誤差之變化,並以臺灣出口金額之預測為例。由本文實証結果發現,模糊時間數列模式在研究期間較短時有較佳的預測能力,其中以引導式模式之操作方法最為簡易,預測結果相對較佳,時間數列ARIMA模式在較長的研究期間其預測誤差(MSE)較小。而模糊時間數列模式最適區間長度的選取並非組距愈小愈好,最適區間長度會因模式不同而有所差異。
The study compares the application of the forecasting methods of ARIMA time series and fuzzy time series by Two-factor models, Heuristic models, and Markov models on the amount of Taiwan export. The study compares the forecasting results of different interval length by the three models of fuzzy time series From the conclusion, we find that the methods of fuzzy time series models have better forecasting ability than ARIMA time series model for a short period, namely their mean square error (MSE) is smaller. The Heuristic model is the easiest method to follow. The results suggested that the smaller the interval length is not always the better, and the effective length of interval differed from models.
期刊論文
1.廖敏治(20021200)。非穩定模糊時間數列的模式建構及預測。中國統計學報,40(4),452-481。new window  延伸查詢new window
2.吳柏林、許毓云(1999)。模糊統計分析在台灣地區失業率應用。中國統計學報,37(1),37-52。new window  延伸查詢new window
3.吳柏林、張鈿富、廖敏治(19961000)。模糊時間數列與臺灣地區中學教師人數需求之預測。國立政治大學學報,73(下),287-312。  延伸查詢new window
4.曹勝雄、曾國雄、江勁毅(19960600)。傳統計量迴歸、模糊迴歸、GMDH、類神經網路四種方法在預測應用之比較--以國人赴港旅客需求之預測為例。中國統計學報,34(2),132-161。new window  延伸查詢new window
5.Box, G. E. P.、Tiao, G. C.(1977)。A canonical analysis of multiple time series。Biometrika,64,355-365。  new window
6.曾芳美、曾國雄、袁建中、虞孝成(2001)。Fuzzy ARIMA Model for Forecasting the Foreign Exchange Market。Fuzzy Sets and Systems,118(1),9-19。  new window
7.Wu, B.、Chen, M.(1999)。Use fuzzy statistical methods in change periods detection。Applied Mathematics and Computation,99,241-254。  new window
8.Wu, B.、Hsu, Y-Y.、Tse, S.(2004)。A new approach of bivariate fuzzy time series: with applications to the stock index forecasting。International Journal of Uncertainty, Fuzziness and Knowledge-based Systems,11(6),671-690。  new window
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10.Huarng, K.(2001)。Heuristic models of fuzzy time series for forecasting。Fuzzy Sets and Systems,123,369-386。  new window
11.Chen, S. M.、Hwang, J. R.(2000)。Temperature prediction using fuzzy time series。IEEE Transactions on System, Man and Cybernetics,-Part B: Cybernetics,30(2),263-275。  new window
12.吳柏林、林玉鈞(2002)。模糊時間數列分析與預測:以臺灣地區加權股價指數為例。應用數學學報,25(1),67-76。  延伸查詢new window
13.吳柏林、曾能芳(19981200)。模糊迴歸參數估計及在景氣對策信號之分析應用。中國統計學報,36(4),399-420。new window  延伸查詢new window
14.Song, Q.、Chissom, B. S.(1993)。Forecasting enrollments with fuzzy time series。Fuzzy Sets and Systems,54(1),1-9。  new window
15.Song, Q.、Chisson, B. S.(1993)。Fuzzy time series and its models。Fuzzy Sets and Systems,54(3),269-277。  new window
16.Song, Q.、Chissom, B. S.(1994)。Forecasting Enrollments with Fuzzy Time Series。Fuzzy Sets and Systems,62(1),1-8。  new window
17.Chen, S. M.(1996)。Forecasting Enrollments Based on Fuzzy Time Series。Fuzzy Sets and Systems,81(3),311-319。  new window
18.Zadeh, Lotfi Asker(1965)。Fuzzy sets。Information and Control,8(3),338-353。  new window
19.吳望名(1986)。Fuzzy Reasoning and Fuzzy Relational Equations。Fuzzy Sets and Systems,20,67-78。  new window
20.李建興(1999)。臺灣貨幣需求函數之結構轉折點與轉折區間的比較研究:變數模糊時間序列的應用。復興學報,271-286。  延伸查詢new window
21.陳國任、林雅惠、吳柏林、謝邦昌(1998)。模糊統計分析及在茶葉品質評定的應用。臺灣茶葉研究彙報,17,19-37。  延伸查詢new window
學位論文
1.曾能芳(2002)。模糊隨機變數在線性迴歸模式上的應用(博士論文)。國立政治大學。new window  延伸查詢new window
圖書
1.Box, George E. P.、Jenkins, Gwilym M.(1970)。Time Series Analysis: Forecasting and Control。Holden-Day。  new window
 
 
 
 
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