เอกสารการประชุมวิชาการและเสนอผลงานวิจัย มหาวิทยาลัยทักษิณ ครั้งที่ 19 2552 - page 190

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„µ¦ž¦³»¤ª·µ„µ¦Â¨³Áœ°Ÿ¨Šµœª· ‹´¥ ¤®µª·š¥µ¨´¥š´„¬·– ‡¦´ÊŠš¸É 19 ž¦³‹Î µže 2552
4. ‹µ„°¦œ· ˜ Á„˜» »(2547) „ε®œ—¨´„¬–³˜´ªÂž¦°· ¦³˜µ¤„µ¦Â‹„‹Š °Š o°¤¼¨ ×¥„µ¦Â‹„‹ŠÂž„˜·
ž¨°¤žœ (Contaminated Normal Distribution) 宦´‹Îµ¨°Š˜´ªÂž¦°· ¦³¤¸‡n µŸ·—ž„˜·¢{Š„r´œ‡ªµ¤®œµÂœnœ°¥¼n Ĝ¦¼ž
°Š 2 2 2 , , 1 V P V P C NP NP xf Á¤ºÉ° C šœ˜´ªž¦³„°Á„¨ (Scale Factor) Ž¹É ŠÂ—Š
¦³—´‡ªµ¤¦»œÂ¦Š °Š‡n µŸ·—ž„˜· °Š˜´ªÂž¦°· ¦³Ã—¥„ε®œ—Áž}œ 2 ¦³—´  ‡º° ¦³—´ Å¤n¦»œÂ¦Š 5 C ¨³¦³—´
¦»œÂ¦Š 12 C ¨³ P šœ´—nªœ„µ¦ž¨°¤žœ (Proportion of Contamination) ץ˜n¨³¦³—´‹³„ε®œ—Ä®o¤¸
´—nªœ„µ¦ž¨°¤žœ˜µ¤ œµ—˜´ª°¥nµŠÁšnµ„´ 0.00, 0.05 , 0.10 ¨³ 0.15
5. œµ—˜´ ª°¥nµŠš¸ÉšÎµ„µ¦«¹„¬µ ‡º° n = 20 , 50 , ¨³ 100
6. „µ¦ª·‹´¥‡¦´ÊŠœ¸ÊčoÁš‡œ·‡„µ¦‹Î µ¨°ŠÂ¤°œ˜·‡µ¦r è (Monte Carlo Simulation Technique) ×¥Á ¸¥œ—oª¥
ަ„¦¤ R šÎµ„µ¦‹Îµ¨°Š o °¤¼¨ŽÊεĜ˜n¨³™µœ„µ¦–rš¸ÉšÎµ„µ¦«¹ „¬µ ‹œ„ªnµ Ÿ¨˜nµŠ¦³®ªnµŠ E ˆ~ Ĝ¦°š¸É k „´¦°
š¸É 1 k ¤¸‡nµœo°¥¤µ„‹œ™º°ªnµÅ¤n˜„˜nµŠ„´œ ×¥¤¸Á„–”rªnµ 001 .0 | ˆ~ ˆ~|
1 k k E E
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1. ¦oµŠ o°¤¼¨ °Š˜´ªÂž¦°· ¦³ 1 X š¸É¤¸„µ¦Â‹„‹ŠÂž„˜· ×¥¤¸¡µ¦µ¤·Á˜°¦r 10 P ¨³ 2 2 V ¨³
˜´ªÂž¦°· ¦³ 2 X š¸É¤¸„µ¦Â‹„‹ŠÂž„˜· ×¥¤¸¡µ¦µ¤· Á˜°¦r 15 P ¨³ 4 2 V
2. ¦oµŠ o°¤¼¨ °Š‡ªµ¤‡¨µ—Á‡¨ºÉ°œ H Ä®o ¤¸„µ¦Â‹„‹ŠÁ°„¦¼ žÂ˜n°ÁœºÉ°ŠÄœnªŠ [-1,1]
3. ‹µ„ N. Kordzakhia G.D. Mishra ¨³ L.ReiersHlmoen (2001) ¦oµŠ o°¤¼¨ °Š˜´ ªÂž¦˜µ¤ Y ‹µ„
¦¼žÂ‡ªµ¤´¤¡´œ›r
¯
® t 5.0 ~ ; 1
5.0 ~ ; 0
i i
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i x
x
Y H S
H S
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n i
e
e
x i i
i i
x x
x x
i ,..., 2,1 ,
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4. ž¦³¤µ–‡n µ¡µ¦µ¤·Á˜°¦rš¸É˜o°Š„µ¦«¹ „¬µÃ—¥Äoª·›¸„µ¦ž¦³¤µ–¡µ¦µ¤·Á˜°¦r°Š˜´ªÂ ™—™°¥Ã¨‹· ˜·‡ Ĝ
„¦–¸š¸É˜´ªÂž¦°· ¦³¤¸‡nµŸ·—ž„˜· š´ÊŠ4 ª·›¸ ‡º° ª·›¸„µ¦ž¦³¤µ–‡nµ¡µ¦µ¤·Á˜°¦r—oª¥ª·›¸‡ªµ¤‡ª¦‹³Áž}œ¼Š»—™n ªŠœÊ宜´„
°Š Croux ¨³ Haesbroeck ª·›¸„µ¦ž¦³¤µ–‡nµ¡µ¦µ¤· Á˜°¦r—oª¥ª·›¸‡ªµ¤‡ª¦‹³Áž}œ¼ Š» —™nªŠœÊ宜´„ °Š
Rousseeuw ¨³ Christmann ¨³„µ¦ž¦³¤µ–‡nµ¡µ¦µ¤·Á˜°¦r—oª¥ª·›¸‡ªµ¤‡ª¦‹³Áž} œ¼Š»ŠÂ™n ªŠœÊ宜´„ °Š Daniel
5. šÎ µ„µ¦Áž¦¸¥Áš¸¥ž¦³·š›·Í £µ¡ °Š˜´ªž¦³¤µ–š¸Éŗoץčo¦o°¥¨³ °Š‡nµ‡¨µ—Á‡¨ºÉ°œÁŒ¨¸É¥´¤¼¦–r (Mean
Absolute Percentage Error : MAPE) °Š˜´ªž¦³¤µ–‡nµÄœÂ˜n¨³™µœ„µ¦–r°Š„µ¦š—¨°Š
6. ¦»žŸ¨„µ¦ª·‹´¥ÄœÂ˜n¨³™µœ„µ¦–r
ª·›¸ „µ¦ž¦³¤µ–¡µ¦µ¤·Á˜°¦rš¸É«¹„¬µ
1 . „µ¦ž¦³¤µ–‡nµ¡µ¦µ¤·Á˜°¦r—oª¥ª·›¸‡ªµ¤‡ª¦‹³Áž} œ¼Š»—™nªŠœÊÎ µ®œ´„ °Š Croux ¨³ Haesbroeck (WCH) Ž¹É Š
Croux ¨³ Haesbroeck (2003) ŗoÁœ°Åªo ×¥¤¸¢{Š„r´Éœ‡ªµ¤‡ª¦‹³Áž}œÂ™nªŠœÊ宜´„ ‡º °