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研究生:羅怡人
研究生(外文):Lo, Yi-Jen
論文名稱:具有偵測極端值功能之模糊迴歸模式
指導教授:陳世彬陳世彬引用關係
指導教授(外文):Chen, Shih-Pin
口試委員:古政元阮金聲
口試委員(外文):KU,CHENG-YUANJUAN,CHIN-SHENG
口試日期:2013-06-13
學位類別:碩士
校院名稱:國立中正大學
系所名稱:企業管理研究所
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2013
畢業學年度:101
語文別:中文
論文頁數:95
中文關鍵詞:模糊迴歸預測極端值
外文關鍵詞:fuzzy regressionforcastingoutliers
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摘要
模糊迴歸模式已經引起學術界廣泛地討論,然而其穩健 (robust) 性之探討相對較少但又相當重要。本研究提出具極端值偵測功能之模糊迴歸模式,首先提出一套有系統且具統計理論基礎偵測模糊資料極端值之步驟,可以提供決策者再次審視並做適當處理之機會。再來採用隸屬度權重積分 (graded mean integration, GMI) 法修正距離測度 (distance criterion) 之權重,並以此為目標函數構建一數學規劃模式,以有效率一階段同時求出明確 (crisp) 迴歸係數之估計值與誤差項之建立。研究結果發現,本研究所提出之偵測極端值程序配合 GMI 所構建之模糊迴歸模式,在 GMI 與修正相異指標 (modified dissemblance index, MDI) 兩個較佳的評估準則下,確實能提供決策者構建出較穩健模糊迴歸模式之參考。

關鍵字:模糊迴歸、預測、隸屬度重積分均值法、穩健性、極端值

目錄
致謝 I
摘要 III
目錄 V
圖目錄 VII
表目錄 IX
第一章 緒論 1
第一節 研究動機 1
第二節 研究目的 3
第三節 研究方法 4
第四節 論文架構 4
第二章 文獻探討 7
第一節 模糊迴歸分析 7
第二節 考量極端值偵測與穩健性之模糊迴歸 100
第三章 模糊迴歸模式之構建 13
第一節 極端值之偵測 13
第二節 模式評估之準則 14
第三節 估計迴歸係數與建立誤差項:GMI準則 20
第四節 本章結論 21
第四章 數值範例 23
第一節 反應變數為模糊數 23
第二節 自變數與反應變數均為模糊數 45
第三節 討論 72
第五章 結論 75
第一節 結論與管理意涵 75
第二節 未來研究方向與建議 76
參考文獻 77

參考文獻
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