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研究生:曾芳美
論文名稱:時間數列預測方法之整合與比較研究
論文名稱(外文):The Integration and Comparison of Time Series Models
指導教授:虞孝成虞孝成引用關係曾國雄曾國雄引用關係
指導教授(外文):Hsiao-Cheng YuGwo-Hsiung Tzeng
學位類別:博士
校院名稱:國立交通大學
系所名稱:工業工程與管理系
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:1998
畢業學年度:87
語文別:中文
中文關鍵詞:時間數列倒傳遞類神經網路模糊迴歸
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Cover
ANSTRACT IN CHINESE
ABSTRACT IN ENGLISH
ACKNOWLEDGMENTS
CONTENTS
Table Captions
Figure Captions
Chapter 1. Introduction
1.1 Background and motivatioin
1.2 Purposes
1.3 Framework and methodology
1.4 Organization of dissertation
Chapter 2. Forecasting and evaluation methods literature review
2.1 The classification of forecassting methods
2.2 Traditional time series methods
2.3 Fuzzy time series method
2.4 The dynamic methods
2.5 Box-Jenkins model
2.6 Fuzzy regression model
2.7 Neural network model
2.8 Grey forecasting
2.9 Comparisons and discussions
2.10 Forecast evaluation method
Chapter 3 Fuzzy ARIMA model
3.1 Formulate Fuzzy ARIMA model
3.2 The procedures of forecasting
3.3 Application: forecast the exchange rate of NT dollars to US dollars
3.4 Discussions and conclusions
Chapter 4 Fuzzy seasonal time series model
4.1 The procedures of fuzzy seasonal time series model formulation
4.2 Application: forecasst the production value of Taiwan''s machinery industry
4.3 Discussions and Comparison
4.4 Conclusions
Chapter 5 SARIMABP model
5.1 The SARIMABP model
5.2 The procedures of forecasting
5.3 Application: the total production value of Taiwan Machinery Industry
5.4
5.5 Conclusions
Chapter 6 Grey seasonal time series model
6.1 The hybrid forecasting model
6.2 Experiment results
6.3 Evalation and comparison
6.4 Conclusions
Chapter 7 Comparisons and conclusions
7.1 Comparison of the four proposed methods
7.2 Conclusions
References
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