教師資料查詢 | 類別: 期刊論文 | 教師: 虞國興 YU GWO-HSING (瀏覽個人網頁)

標題:A distribution-free method for forecasting non-gaussian time series
學年90
學期2
出版(發表)日期2002/04/01
作品名稱A distribution-free method for forecasting non-gaussian time series
作品名稱(其他語言)
著者虞國興; Yu, Gwo-hsing; Chen, H. L.; Wen, W. C.
單位淡江大學水資源及環境工程學系
出版者Springer
著錄名稱、卷期、頁數Stochastic environmental research and risk assessment 16(2), pp.101-111
摘要The non-linear instantaneous transformation is a method to model and forecast non-Gaussian time series. A restriction of this method is that the marginal distribution of data must be known, or a general distribution form has to be determined. A difficulty of this method is that in practice the distribution of observed data is usually unknown, and it needs to be determined by fitting the data. In this study, a distribution-free plotting position formula is applied to the non-linear instantaneous transformation method. Synthetic time series and observed data are used to illustrate the proposed method, which does not require fitting the marginal distribution of the data to be forecasted.
關鍵字
語言英文
ISSN1436-3240
期刊性質國外
收錄於
產學合作
通訊作者
審稿制度
國別德國
公開徵稿
出版型式,紙本
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