| 研究生: |
莊委桐 ZHUANG, WEI-TONG |
|---|---|
| 論文名稱: |
非線型動態模型檢定與在總體經濟模型之應用 |
| 指導教授: |
毛維凌
MAO, WEI-LING |
| 學位類別: |
碩士
Master |
| 系所名稱: |
社會科學學院 - 經濟學系 Department of Economics |
| 論文出版年: | 1992 |
| 畢業學年度: | 80 |
| 語文別: | 中文 |
| 論文頁數: | 81 |
| 中文關鍵詞: | 檢定 、動態模型 |
| 相關次數: | 點閱:177 下載:0 |
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第一章引言..........1
第二章DETERMINISTIC CHAOS 基本概念之釐清..........4
第2.1 節混沌的特性..........4
第2.2 節分岔、劇變與磁滯..........8
第三章應用範例與討論..........12
第3.1 節應用範例..........12
第3.2 節實證檢定之難題..........18
第四章STRANGE ATTRACTOR 檢定之理論探討..........21
第4.1 節三種檢定原理說明..........21
第4.2 節三種檢定原理之關聯性..........27
第五章實驗設計..........35
(一)CORRELATION DIMENSION..........36
(二)LYAPUNOV EXPONENT..........38
(三)KOLMOGOROV ENTROPY..........39
第六章檢定結果說明..........42
(一)CORRELATION DIMENSION..........42
(二)LYAPUNOV EXPONENT..........50
(三)KOLMOGOROV ENTROPY..........55
(四)綜合說明..........59
第七章結論..........66
林和 譯(1991)混沌:不測風雲的背後,天下文化
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