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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/7802

    Title: 非定常性時間序列分析之研究(II)
    Other Titles: Studies on the Analysis of Nonstationary Time Series (II)
    Authors: 虞國興
    Contributors: 淡江大學水資源及環境工程研究所
    Keywords: 自相關函數;差分階數;平均值非定常性;變異數非定常性;Box-Cox轉換;預測誤差;Autocorrelation function;Differenced order;Non-stationary in the mean;Non-stationary in the variance;Box-cox transformation;Forecasting error
    Date: 1993
    Issue Date: 2009-03-16 16:54:29 (UTC+8)
    Abstract: 本研究首先擬以自相關函數絕對值之積分,建 立判定(1-B)/sup d/差分之階數d值,同時,擬將此方法 擴展至建立判定(1-B)差分之週期T及D之判定.另,由 於非定常性時間序列之特性可分下列三種:?平均值滿足定常性但變異數不滿足定常性.?平均值不滿足定常性但變異數滿足定常性.?平均值及變異數均不滿足定常性.
    Appears in Collections:[Graduate Institute & Department of Water Resources and Environmental Engineering] Research Paper

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