统计预测方法-台大数学系.ppt

多變量分析 陳 宏 台灣大學數學系 週四9:10至12:00 A211室 hchen@.tw 課程內容 基礎機率，統計語言及其工具（授課時數約2週） 重要的機率分配 模擬隨機變數 點估計、信賴區間、假設檢定 線性模型（授課時數約7週） 線性迴歸、羅吉斯迴歸 變異數分析 列聯表分析 多變量分析（授課時數約8週） 主成分分析（Principal Component Analysis） 因素分析（Factor Analysis） 判別分析法（Discriminant Analysis） 集群分析法（Cluster Analysis） 典型相關分析（Canonical Correlation Analysis） 參考書： 待定 程式語言： R（可由網路取得） R has a home page at / Download 成績評量方式： 期中考（30%）、projects（70%） 講 綱 概論 Exploratory Data Analysis: Decision Making Data Mining Data Collection: 抽樣與問卷 統計軟體 R Software 基礎機率，統計語言及其工具 Probability and Random Variables Variance 線性模型 Association IntroRegression MultipleRegression DAonREgression 講 綱 多變量分析 主成分分析（Principal Component Analysis） 因素分析（Factor Analysis） 判別分析法（Discriminant Analysis） 集群分析法（Cluster Analysis） 典型相關分析（Canonical Correlation Analysis） Statistics for Decision Making Describing Sets of Data Objective: Introduce numerical methods and graphical displays to summarize data sets. Graphical and numerical tools for examining the distribution of a single variable, for comparing several distributions, and for investigating changes over time. Sampling and Statistical Inference Objective: Provide methods to infer about a population based on a sample of observations drawn from that population Forecasting with Distinguishable Data Objective: Introduce the basic concepts of forecasting to motivate a regression model. Method for studying relationships among several variables. Regression Coefficients and Forecasts Objective: Understand regression coefficients and how to use them for forecasting Statistics for Decision Making Measures of Goodness of Fit and Residual Analysis Objective: Introduce a few statistics that measure how well a regression model fits the data and show how to use residual analysis to detect inadequacies of a regression model Developing a Regression Model Objective: Demonstrate how to develop a useful regression model through Selection of the Dependent Variable Selection of the Independent Variables Determining the Natu