頁籤選單縮合
題名 | The Review and Study of Some Order Determing Critera for ARMA Process=對於自迴歸移動平均過程之一些階數決定準則的回顧與探討 |
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作者 | 廖苹邁; | 書刊名 | 臺中商專學報 |
卷期 | 30 1998.06[民87.06] |
頁次 | 頁201-212 |
分類號 | 319.51 |
關鍵詞 | 階數決定準則; 最後預期誤差; Akaike訊息準則; 貝氏訊息準則; Order determing criteria; Final prediction error; Akaike's information criterion; Bayesian information criterion; |
語文 | 英文(English) |
中文摘要 | 本文主要在回顧及探討一些經常被使用來選取自移動迴歸過程之模式的決定準則 , 包括最後預期誤差 (FPE) 準則與 FPE �須ヱh,Akaike 訊息準則 (AIC) 與 AIC �須ヱh ,以及 Akaike 的貝氏訊息準則 (BIC) 與 Schwarz 的貝氏準則 (SBC)。不同準則間的關係 亦將被討論。 |
英文摘要 | In this paper, we review and study some important criteria which are always presented in the literature or textbook, and used as the order determing for ARMA (autoregressive and moving average) process. These criteria considered here consist of the Final Prediction Error (FPE) criterion & FPE ��, criterion, Akaike's Information Criterion (AIC) & AIC �� criterion, and Bayesian Information Criterion (BIC) of Akaike & Schwarz's Bayesian Criterion (SBC). The relations of these various criteria are also discussed. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。