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
VITA