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研究生: 陳韋辰
Wei-Chen Chen
論文名稱: 花蓮地區地震資料改變點之貝氏模型選擇
指導教授: 樊采虹
Tsai-Hung Fan
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計研究所
Graduate Institute of Statistics
畢業學年度: 88
語文別: 中文
論文頁數: 40
中文關鍵詞: 貝氏分析可逆跳躍馬可夫鏈蒙地卡羅法
外文關鍵詞: Bayesian Analysis, Reversible Jump Markov Chain Monte Carlo
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  • 有多重改變點發生的情形下,分析臺灣東部花蓮附近地區的地震資料,試
    著找出能夠適當解釋地震活動的模型。在卜瓦松過程模型中,利用數值的
    計算方法,尋找改變點可能發生的位置。在點過程模型中,利用 Green
    (1995) 所提出的可逆跳躍馬可夫鏈蒙地卡羅法 (Reversible Jump
    Markov Chain Monte Carlo),模擬改變點發生的個數、位置以及模型中
    的參數。並以貝氏因子以及 BIC 法則選擇較適當的模型。


    第一章 緒論 第二章 卜瓦松過程之改變點模型分析 2.1 貝氏估計 2.2 貝氏因子 第三章 點過程之改變點模型分析 3.1 地震模型簡介 3.2 多重改變點模型 3.3 可逆跳躍馬可夫鏈蒙地卡羅法 3.4 實際資料模擬 第四章 地震資料分析 4.1 卜瓦松過程程模型之分析 4.2 點過程模型之分析 4.3 模型選擇 第五章 結論與未來研究方向 附錄 參考文獻

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