标题: 计量经济模式、时间数列模式与模糊时间数列模式在预测应用之探讨-以台湾出口金额为例
The Comparison of the Application of Econometric Model, Time Series and Fuzzy Time Series to Forecast Exports of Taiwan
作者: 曾淑惠
王志成
Shu-Hui Tseng
Chi-Chen Wang
Institute of Business and Management
经营管理研究所
关键字: 时间數列ARIMA模式;模糊时间數列;二因子模式;引导式模式;马可夫模式;ARIMA time series;fuzzy time series;Two-factor models;Heuristic models;Markov
公开日期: 1-七月-2004
摘要: 本研究目的是针对时间數列模式与模糊时间數列之二因子模式、引导式模式及马可夫模式预测方法在应用上之比较,同时探讨模糊时间數列模式在不同等份下,其预测误差之变化,并以台湾出口金额之预测为例。由本文实证结果发现,模糊时间數列模式在研究期间较短时有较佳的预测能力,其中以引导式模式之操作方法最为简易,预测结果相对较佳,时间數列ARIMA模式在较长的研究期间其预测误差(MSE)较小。而模糊时间數列模式最适区间长度的选取并非组距愈小愈好,最适区间长度会因模式不同而有所差異。
The study compares the application of the forecasting methods of ARIMA time series and fuzzy time series by Two-factor models, Heuristic models, and Markov models on the amount of Taiwan export. The study compares the forecasting results of different interval length by the three models of fuzzy time series From the conclusion, we find that the methods of fuzzy time series models have better forecasting ability than ARIMA time series model for a short period, namely their mean square error (MSE) is smaller. The Heuristic model is the easiest method to follow. The results suggested that the smaller the interval length is not always the better, and the effective length of interval differed from models.
URI: http://hdl.handle.net/11536/107855
ISSN: 1023-9863
期刊: 管理与系统
Journal of Management and Systems
Volume: 11
Issue: 3
起始页: 293
结束页: 322
显示于类别:Journal of Management and System


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