應用灰色模型於短期失業率預測

The Application of Grey Model for Short-Term Unemployment Rate Forecast

黃志輝(Chih-Hui HUANG)

指導教授 ： 施能義

亞洲大學/資訊學院/資訊工程學系碩士班/碩士(2009年)

摘要

近年來，因隨著世界人口逐漸的增加，世界各國在經濟政策上，努力擴充就業市場，研究如何降低失業率，一直是政策上重要的課題之一，然而在當前金融海嘯之下，各國的失業率攀升，我國也深受其影響，如何預測(Forecast)失業率以利經濟政策之研議是重要的，所以研究一個失業率模型，是極具重要的研究課題，尤其是在短時間、少資料的條件下，更是現今經濟行為的變化環境，所以我們提出灰色建模GM(1,N)，做為失業率預測模型。 本研究是利用灰色理論的短期預測特性，去觀察及預測在這場金融風暴中的台灣失業率之走向，本研究利用在行政院勞工委員會網站上的統計資料庫，之失業率及相關的數據，首先利用灰關聯分析(Grey Relation Analysis)找出數據中與失業率的相關因子，再利用灰色預測(Grey System Theory)的GM(1,N)方式去建構出其預測模型，進而去預測失業率未來的趨勢脈動，並觀測其結果提出結論與建議。

關鍵字

預測(Forecast) ； 灰色預測 (Grey System Theory) ； 灰關聯分析(Grey Relation Analysis) ； HASH(0xa167924)

並列摘要

In recent years, because along with world population gradual increase, various countries in the economic policy, expanded the employment market diligently, how studied to cut the unemployment rate, has been in the policy one of important topics, however under the current financial Tsunami, various countries' unemployment rate climbed, was our country deeply its influence, how also forecast that the unemployment rate thorough discussion in order to help the economic policy was important, therefore studied an unemployment rate model, has the important research subject extremely, particularly in the short time, under the few data condition, is the nowadays economic activities change environment, therefore we proposed that the grey modelling GM(1, N), for the unemployment rate forecast model.
This research is with the Gray Throry short-term forecast characteristic, inspects and the forecast in this financial storm trend of Taiwan unemployment rate, is also uses in the Executive Yuan Laborer Committee website the statistical information, obtains the unemployment rate and the correlation according to, r in the first data using the Grey Relation Analysis discove with the unemployment rate related member, then with Grey System Theory GM(1, N) way constructs its forecast model, then forecast that the unemployment rate future tendency pulsation, and will observe its result to propose the conclusion and the suggestion.

並列關鍵字

Forecast ； Grey Relation Analysis ； Grey System Theory

參考文獻

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[14] 趙慕芬，「單變量失業率預測模式與結構性失業之研究」，國立台北大學企業管理學系博士論文，民國93年。

[11] Funke, M., “Time-series Forecasting of the German Unemployment Rate”,Journal of Forecasting, Vol.11, No.2, 1992, pp.111-125.

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