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題名:臺灣證券交易所上市公司月營收之預測--以元大臺灣50ETF成分股為例
書刊名:東亞論壇
作者:莊政宏陳瑞奇
作者(外文):Chuang, Cheng-hungChen, Jui-chi
出版日期:2022
卷期:515
頁次:頁1-18
主題關鍵詞:月營收預測自迴歸整合移動平均模型資訊內涵平均絕對百分比誤差Monthly revenueForecastARIMA modelInformation connotationMAPE
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:9
  • 點閱點閱:4
期刊論文
1.吳幸姬、李顯儀(20061200)。產業月營收變化與股價報酬的關聯性之研究。管理科學研究,3(2),61-74。new window  延伸查詢new window
2.Kass, Robert E.、Raftery, Adrian E.(1995)。Bayes factors。Journal of the American Statistical Association,90(430),773-795。  new window
3.Schwarz, Gideon E.(1978)。Estimating the Dimension of a Model。Annals of Statistics,6(2),461-464。  new window
4.Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control,19(6),716-723。  new window
5.Chuang, Cheng-Hung、Lu, Wei-Fu、Lin, Ying-Chen、Chen, Jui-Chi(2018)。Visual Exploration Using Improved Moving Average Methods for Time Series Datasets。International Journal of Electronics and Information Engineering,9(1),46-60。  new window
6.李顯儀、陳信宏、白翔文(20141200)。月營收對股價報酬影響性之研究。財金論文叢刊,21,37-56。new window  延伸查詢new window
7.蔡彥卿、楊孟萍(20081000)。月營收與股價關聯性--臺灣上市電子業公司個別探討。會計研究月刊,275,38-49。  延伸查詢new window
8.張漢傑(19990700)。月營收資訊與股價關係之探索。會計研究月刊,164,85-89。  延伸查詢new window
9.王蘭芬、張仲岳、劉昃恩(20200500)。月營收編製基礎變動前後資訊內涵之比較。當代會計,21(1),33-62。new window  延伸查詢new window
10.王賢崙、顧聖傑、陳宏瑋(20120800)。單變量ARIMA及類神經網路模式預測香港國際航空站旅客流量。明新學報,38(2),69-83。new window  延伸查詢new window
11.許陽婷(2015)。ARIMA模型在流行性腮腺炎發病率預測中的應用。華南預防醫學,41(3),255-259。  延伸查詢new window
12.Jane, Chuen-jiuan(20180600)。A Hybrid Model Combined Grey Prediction and Autoregressive Integrated Moving Average Model for Talent Prediction。Journal of Grey System,21(2),91-102。  new window
13.Wang, Y. W.、Shen, Z. Z.、Jiang, Y.(2018)。Comparison of ARIMA and GM(1,1) models for prediction of hepatitis B in China。PLoS One,13(9),1-11。  new window
會議論文
1.Chuang, Cheng-Hung、Mong, Mei-Chin、Wang, Ching-Yi、Chen, Jui-Chi(2018)。Study on Parameter Optimization for a ARIMA Model in R Packages Using Government Open Data。2018 International Conference on Information Technology and Industrial Application,(會議日期: Apr. 27, 2018),96-103。  new window
圖書
1.Tsay, Ruey S.(2010)。Analysis of Financial Time Series。John Wiley and Sons。  new window
2.Lewis, C. D.(1982)。Industrial and business forecasting methods。Butterworths。  new window
3.Burnham, K. P.、Anderson, D. R.(2002)。Model Selection and Multimodel Inference: A Practical-Theoretic Approach。Springer-Verlag。  new window
其他
1.Hyndman, Rob J.,O'Hara-Wild, Mitchell,Bergmeir, Christoph,Razbash, Slava,Wang, Earo(2017)。Package 'forecast',https://cran.r-project.org/web/packages/forecast/forecast.pdf。  new window
圖書論文
1.Box, George、Jenkins, Gwilym(2012)。Time Series Analysis, Forecasting and Control。A Very British Affair: Six Britons and the Development of Time Series Analysis During the Twentieth Century。Palgrave Macmillan。  new window
2.Hyndman, Rob J.(2014)。Measuring forecast accuracy。Forecasting: principles and practice。  new window
 
 
 
 
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