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| 研究生： |
吳佩容 Wu, Pei Jung |
|---|---|
| 論文名稱： |
加權模糊時間數列分析與預測效率評估 Analysis and Efficiency Evaluation with Forecasting for Weighted Fuzzy Time Series |
| 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： | 2012 |
| 畢業學年度： | 100 |
| 語文別： | 中文 |
| 論文頁數： | 30 |
| 中文關鍵詞： | 模糊時間數列分析 、預測 、整合測度 、效率評估 |
| 相關次數： | 點閱：145 下載：13 |
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近年來，預測技術的創新與改進愈來愈受到重視。對於預測效率評估的要求也愈來愈高。尤其在經濟建設、人口政策、經營規畫、管理控制等問題上，預測更是決策過程中不可或缺的重要資訊。目前有關模糊時間數列分析與預測效率評估並不多見。主要是模糊殘差值的測量相當困難。有鑑於此，本文提出以模糊距離來進行效率評估。並且從不同的角度來探討預測的準確度。實證研究顯示，藉由中心點與區間長度的整合測度，可以得到一個合理的評估結果。這對於財務金融的模糊數據分析與未來市場的走勢將深具意義。
1. 前言.................................. 3
2. 區間模糊數與預測效率分析.............. 5
2.1 模糊時間數列..................... 5
2.2 常見的區間時間數列預測模式....... 6
2.3 預測效率評估..................... 9
3. 研究方法.............................. 12
3.1 加權時間數列法................... 12
3.2 加權模糊時間數列法............... 16
4. 實證分析.............................. 17
4.1 資料來源......................... 17
4.2 加權模糊時間數列法............... 17
4.3 左右端點k階區間移動平均法........ 22
4.4 比較「加權模糊時間數列法」及「左右端點k階區間移動平均法」 的測量誤差：................. 27
5. 結論.................................. 28
參考目錄................................. 29
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