Using nonparametric estimation method in non-stationary time series clustering analysis
碩士 === 國立臺北大學 === 統計學系 === 93 === The traditional analysis of dealing with non-stationary time series is to decompose it as , where , and represent the common “trend”, “season” and “random” on statistics respectively. Similarly, it often deal non-normality and non-linearity with the logarith...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/16678689538750095154 |