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題名:Time Series Forecasting of Kaohsiung Unemployment Rate Using Neural Network Model
書刊名:輔仁管理評論
作者:邱志洲Cook,Deborah F.
作者(外文):Chiu, Chih-chou
出版日期:1997
卷期:4:2
頁次:頁101-112
主題關鍵詞:Unemployment rateSpace-time series analysisArtificial neural networkBackpropagation learning algorithm失業率預測類神經網路時間序列模式
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(2) 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:2
  • 共同引用共同引用:0
  • 點閱點閱:111
     本文針對高雄市失業率,利用倒傳遞類神經網路模式,進行預測並加以討論。其 中,對網路模式之相關參數,例如:學習率及隱藏層之神經元數目等,皆有進一步之探討。 文中所使用之資料數據為,自民國 72 年 6 月至民國 81 年 2 月之高雄市月失業率資料。 除類神經網路模式之應用外,時空數列分析,單變量時間序列模式及狀態空間分析模式等方 法,亦被引用來評估預測之好壞,根據結果顯示,類神經網路模式能提供高於其它方法,約 40% 之預測準確度。
     A backpropagation neural network was designed for short term unemployment rate forecasting. The forecasting was performed on Kaohsiung unemployemtn rate to demonstrate the predictive capability of the network. Extensive studies were performed on the effects of various factors such as learning rate and the number of hidden nodes. The monthly unemployment rate from June 1983 to Feb. 1992 was evaluated by neural network model and alternative methods, such as space-time series analysis, univerariate ARMA model and state space model, the utilization of neural model significantly provide better forecasting of unemployment rate than any other alternative methods. Generally, the prediction precision of the neural network is 40% higher than the prediciton made by the other models.
期刊論文
1.Wu, B.(1995)。Model-free forecasting for nonlinear time series (with application to exchange rates)。Computational Statistics and Data Analysis,19,433-459。  new window
2.Funke, Michael(1992)。Time-series Forecasting of the German Unemployment Rate。Journal of Forecasting,11(2),111-125。  new window
3.Bronars, S. G.、Jansen, D. W.(1987)。The geographic distribution of unemployment rates in the U.S.--a spatial-time series analysis。Journal of Econometrics,36,251-279。  new window
4.Chiu, C. C.、Cook, D. F.、Pignatiello, J. J. Jr.、Whittaker, A. D.(1997)。Design of a Radial Basis Function Neural Network with a Radius Modification Algorithm Using Response Surface Methodology。Journal of Intelligent Manufacturing,8(2),117-124。  new window
5.Granger, C. W. J.(1969)。Spatial data and time series analysis。London Papers in Regional Science,1,1-24。  new window
6.Wu, B.(1994)。Identification environment and robust forecasting for nonlinear time series。Computational Economics,7,37-53。  new window
7.Wu, B.、Chen, Y. M.(1993)。Space-time series analysis for the unemployment rate of Taiwan。Journal of Human Resources Development,3,1-34。  new window
8.Zellner, A.(1979)。Statistical analysis of econometric models。Journal of the American Statistical Association,74(367),628-643。  new window
9.Zellner, A.、Franz Palm(1974)。Time series analysis and simultaneous equation econometric models。Journal of Econometrics,2,17-54。  new window
10.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
學位論文
1.Bauer, B.(1988)。parallel distributed processing models using the back-propagation rule for studying analytic and holistic modes of processing in category learning(碩士論文)。Texas A&M University。  new window
圖書
1.Baffes, P. T.、Shelton, R. O.、Phillips, T. A.(1989)。NETS User Guide, Software Technology Branch。Clear Lake, Texas:Lyndon B. Johnson Space Center。  new window
2.Rumelhart, E.、Hinton, G. E.、Williams, R. J.(1986)。Learning internal representations by error propagation in parallel distributed processing。Cambridge, Massachusetts:MIT Press。  new window
 
 
 
 
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