期刊論文
| 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 | en |
| ISSN | 1436-3240 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | DEU |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/46443 ) |