跳到主要內容

臺灣博碩士論文加值系統

(216.73.216.13) 您好!臺灣時間:2025/11/23 13:22
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果 :::

詳目顯示

: 
twitterline
研究生:歐陽嘉麒
研究生(外文):Jia-Chi O Yang
論文名稱:模糊時間序列分析
論文名稱(外文):Analysis of Fuzzy Time Series
指導教授:王小璠王小璠引用關係
指導教授(外文):Hsiao-Fan Wang
學位類別:碩士
校院名稱:國立清華大學
系所名稱:工業工程與工程管理學系
學門:工程學門
學類:工業工程學類
論文種類:學術論文
論文出版年:2001
畢業學年度:89
語文別:英文
論文頁數:41
中文關鍵詞:模糊集合模糊時間序列模糊迴歸
相關次數:
  • 被引用被引用:6
  • 點閱點閱:542
  • 評分評分:
  • 下載下載:86
  • 收藏至我的研究室書目清單書目收藏:2
模糊集合論是由L. A. Zadeh教授在1965年首先提出,到目前為止,模糊集合論已被應用到許多領域上,如決策分析(Decision Analysis)、系統理論(System Theory)、人工智慧(Artificial Intelligence)、經濟學(Economics)及控制理論(Control Theory)等,不過,直到1993年,才由Song及Chissom提出模糊時間序列方法來提供新的方法以因應一些特殊的動態過程。
本篇論文提出兩種方法去分別預測長期趨勢及季節變動時間序列問題,修改的模糊時間序列方法使用Song及Chissom的一階時間獨立模型來預測歷史資料是語意值的問題,我們使用阿拉巴馬大學的升學人數例子來說明我們的預測過程,這個方法可以獲得較佳的平均誤差;而使用模糊迴歸觀念的方法則解決了模糊時間序列方法無法解決季節性時間序列問題的缺點,這個方法也提供決策者彈性地在不同信心水準下選擇不一樣的預測區間。
Fuzzy Sets Theory was introduced by L. A. Zadeh in 1965. Up to now, fuzzy sets have been applied to many fields such as Decision Analysis, System Theory, Artificial Intelligence, Economics and Control Theory. However, until 1993, Q. Song and B.S Chissom proposed a fuzzy time series method which provides an alternative approach for some special dynamic process.
This paper presents two methods to forecast secular trend and seasonal variation time series problems respectively. The revised fuzzy time series method uses Song and Chissom’s first-order time-invariant model to predict such linguistic historical data problems and we illustrate the forecasting process by the enrollments of the University of Alabama. This method obtains a better average error than the error in Song and Chissom’s method. The method using fuzzy regression theory solves the shortcoming that fuzzy time series method could not work in dealing with seasonal variation time series problems. Under different confidence level the resultant forecasting interval would provide more flexibility for a decision maker in making decisions.
ABSTRACT ii
ACKNOWLEDGEMENTS iii
CONTENTS iv
TABLE CAPTIONS iv
FIGURE CAPTIONS iv
LIST OF NOTATIONS iv
Chapter 1 INTRODUCTION 1
Chapter 2 LITERATURE REVIEW 3
2.1 Fuzzy Time Series 3
2.2 Fuzzy Regression 8
2.3 Conclusions 11
Chapter 3 A FUZZY TIME SERIES MODEL FOR SECULAR DATA 12
3.1 S&C Fuzzy Time Series Method 13
3.2 A Revised Fuzzy Time Series Method 20
3.3 Evaluation and Discussion 25
Chapter 4 FUZZY REGRESSION METHOD FOR SEASONAL TREND 30
4.1 Fuzzy Regression Model 31
4.2 Conclusion and Discussion 36
Chapter 5 SUMMARY AND CONCLUSION 38
REFERENCE 40
[1] 郭明哲, 預測方法-理論與實例, 中興管理顧問公司, 1991.
[2] B. Abraham, Ledolter J., Statistical Methods for Forecasting, John Wiley & Sons, 1983.
[3] A. Bardossy, I. Bogardi and L. Duckstein, Fuzzy regression in hydrology, Water Resources Research, 26(1990) 1497-1508.
[4] P.T. Chang, Fuzzy seasonality forecasting, Fuzzy sets and systems, 90 (1997) 1-10.
[5] S.M. Chen, Forecasting enrollments based on fuzzy time series, Fuzzy sets and systems, 81 (1996) 311-319.
[6] De Luca, A., Termini, S. A definition of a nonprobabilistic entropy in the setting of fuzzy set theory, Inf. and Control, 20 (1972).
[7] J.R. Hwang, S.M. Chen and C.H. Lee, Handling forecasting problems using fuzzy time series, Fuzzy sets and systems, 100 (1998) 217-228.
[8] C. T. Lee, A Method for Fuzzy Time Series, Master Thesis, Department of Industrial Engineering, National Tsing Hua University, (1996).
[9] E.H. Mamdani, Application of fuzzy logic to approximate reasoning using linguistic synthesis, IEEE Trans. Comput. 26 (1977) 1182-1191.
[10] A. Pankratz, Forecasting with Dynamic Regression Models, John Wiley & Sons, 1991.
[11] Q. Song and B.S. Chissom, Fuzzy time series and its models, Fuzzy Sets and Systems, 54 (1993) 269-277.
[12] Q. Song and B.S. Chissom, Forecasting enrollments with fuzzy time series — Part Ⅰ, Fuzzy sets and systems, 54 (1993) 1-10.
[13] Q. Song and B.S Chissom, Forecasting enrollments with fuzzy time series — Part Ⅱ, Fuzzy sets and systems, 62 (1994) 1-8.
[14] H. Tanaka and S. Uejima and K. Asai, Fuzzy linear model, Fuzzy linear regression model, IEEE Trans. System, Man and Cybernet, 12 (1982) 903-907.
[15] H. Tanaka and J. Watada, Possibilistic linear systems and their application to the linear regression model, Fuzzy Sets and Systems, 27 (1988) 275-289.
[16] H. F. Wang and R. C. Tsaur, “Resolution of fuzzy regression model,” To appear at European J. of O.R. Vol. 126(3), (2000).
[17] L.A. Zadeh, Fuzzy Sets, Inform and Control 8 (1965) 338-353.
[18] L.A. Zadeh, The concept of a linguistic variable and its application to approximate reasoning Ⅰ, Information. Sci. 8 (1975) 199-249.
[19] H.-J. Zimmermann, Fuzzy set theory — and its applications, Klumer-Nijhoff, Boston, 1985.
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top