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研究生: 蔡佳玲
論文名稱: 多變量TAR模型分析及其在預測流浪教師數的應用
Multivariate TAR Model Analysis and its Applications to the Vagabond Teachers’ Forecasting
指導教授: 吳柏林
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系數學教學碩士在職專班
論文出版年: 2012
畢業學年度: 100
語文別: 中文
論文頁數: 39
中文關鍵詞: 時間數列外生變數流浪教師門檻值
外文關鍵詞: vagabond teachers
相關次數: 點閱:194下載:25
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  • 流浪教師問題是目前教育界中ㄧ重要問題,流浪教師數的預測精準與否,將會影響教育政策的裁定。本研究中,使用多變量門檻自迴歸模式,預測100年度到103年度的流浪教師數量。結果顯示,多變量門檻自迴歸模式較ARIMA模式更能顯現數列的趨勢,對於預測上有極大的幫助。且多變量門檻自迴歸模式的可用範圍很廣,因為一般的時間數列中或多或少都會有結構改變的現象,時間數列的資料普遍存在有非線性現象,且同時受到多個變數影響,此時加入多個外生變數作為考量,更能精準分析資料和做預測。


    The vagabond teachers in elementary schools is an important problem in education administration. An accurate forecast of the number of vagabond teachers in elementary schools may heavily affect educational policy. In this thesis, we use multivariate TAR model analysis to forecast the number of vagabond teachers in elementary schools in Taiwan Area during a period from 100 to 103.
    According to the result, multivariate TAR model perform well for prediction. Multivariate TAR model can be widely used in different circumstances, especially complicated situation. As far as common time series data is concerned, it has change point or change period occurs.Structural change of a non-linear time series is auniversal phenomenon. Selecting suitable data variables and using exogenous variables to be a threshold, we could obtain better predictable effect by multivariate TAR model.

    1. 前言 5
    2. 理論方法 7
    2.1門檻自迴歸模式 7
    2.2如何決定門檻值 9
    2.3模式預測的程序 10
    2.4 AIC的判定 10
    2.5 建構模型實例-美元對新台幣匯率 11
    3. 模式探討 17
    4. 實證分析-國小流浪教師數 24
    4.1 資料來源 24
    4.2 以ARIMA模式建構 26
    4.3 用外生多變數建構門檻轉換模式 26
    4.4 預測結果 27
    5. 實證分析-中等流浪教師數 30
    5.1 資料來源 30
    5.2 以ARIMA模式建構 31
    5.3 用外生多變數建構門檻轉換模式 31
    5.4 預測結果 32
    6. 結論 35
    7. 參考文獻 37

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