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研究生: 潘俊延
Pan, Chun Yen
論文名稱: 加權模糊時間數列在區間預測上之應用
The application of weighted fuzzy time series to Interval forecasting
指導教授: 吳柏林
Wu, Berlin
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系
Department of Mathematical Sciences
論文出版年: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 35
中文關鍵詞: 模糊時間數列
相關次數: 點閱:191下載:20
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  • 預測技術在決策過程中是不可或缺的重要工具。精確的預測可以提供決策者更多的資訊去做出正確的決策。傳統的點預測方法是目前使用最多的預測方式,其預測模式常需要較嚴格的基本假設,這使得預測模式的建構較為困難。而加權模糊時間數列模式並不需要強烈的基本假設,模式架構較傳統更為簡易,也提供決策者更多的選擇。本研究將傳統的加權模糊時間數列推廣為區間加權模糊時間數列。與常用的幾種區間模糊時間數列做比較,以預測每日台幣對美元的匯率的方式來探討幾種預測方法的效率評估與準確性。


    Forecasting technology has played an important role for the decision makers. Accurate forecasts can provide decision makers more information to make the right decisions. Currently, the most use of forecasts is the traditional point forecasting, whose forecasting model often requires strict assumptions, and this makes it more difficult to construct the forecasting model. Weighted fuzzy time series model does not require so strong assumptions, so the model construction is simpler than traditional ones. It also provides the decision makers more options. In this research, we promote the weighted fuzzy time series model to the interval weighted fuzzy time series model. And we compare it with some commonly used interval fuzzy time series models, to discuss their efficiency evaluations and accuracy by forecasting daily exchange rate for US Dollars to NT Dollars.

    第一章 前言………………………..……….……………1
    第二章 區間模糊數與反模糊化……………..………….3
    2.1 模糊集合理論…………………..…….….…..3
    2.1 區間模糊數…………………………..……....6
    2.3 模糊時間數列………….………….….……...7
    第三章 研究方法………………………….….…….……9
    3.1 常見的區間時間數列預測模式及效率分析…..10
    3.2 加權模糊時間數列法………….....…………14
    3.3 區間加權模糊時間數列法……………………..18
    第四章 實證分析…………….……………………………19
    第五章 結論……………………………….……………..33
    參考文獻………….………………………….…………….34

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