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Following the significant transition from the traditional production industry to an informationbased economy, the telecommunications industry was faced with an explosion of innovation, resulting in a continuous change in user behaviour. The industry has made efforts to adapt to a more datadriven future, which has given rise to larger and more complex systems. Therefore, troubleshooting systems such as anomaly detection and root cause analysis are essential features for maintaining service quality and facilitating daily operations. This study aims to explore the possibilities, benefits, and drawbacks of implementing cluster analysis for anomaly detection in hybrid fibercoaxial networks. Based on the literature review on unsupervised anomaly detection and an assumption regarding the anomalous behaviour in hybrid fibercoaxial network data, the kmeans, SelfOrganizing Map, and Gaussian Mixture Model were implemented both with and without Principal Component Analysis. Analysis of the results demonstrated an increase in performance for all models when the Principal Component Analysis was applied, with kmeans outperforming both SelfOrganizing Map and Gaussian Mixture Model. On this basis, it is recommended to apply Principal Component Analysis for clusteringbased anomaly detection. Further research is necessary to identify whether cluster analysis is the most appropriate unsupervised anomaly detection approach. / Följt av övergången från den traditionella tillverkningsindustrin till en informationsbaserad ekonomi stod telekommunikationsbranschen inför en explosion av innovation. Detta skifte resulterade i en kontinuerlig förändring av användarbeteende och branschen tvingades genomgå stora ansträngningar för att lyckas anpassa sig till den mer datadrivna framtiden. Större och mer komplexa system utvecklades och således blev felsökningsfunktioner såsom anomalidetektering och rotfelsanalys centrala för att upprätthålla servicekvalitet samt underlätta för den dagliga driftverksamheten. Syftet med studien är att utforska de möjligheterna, för- samt nackdelar med att använda klusteranalys för anomalidetektering inom HFC- nätverk. Baserat på litteraturstudien för oövervakad anomalidetektering samt antaganden för anomalibeteenden inom HFC- data valdes algritmerna k- means, Self- Organizing Map och Gaussian Mixture Model att implementeras, både med och utan Principal Component Analysis. Analys av resultaten påvisade en uppenbar ökning av prestanda för samtliga modeller vid användning av PCA. Vidare överträffade k- means, både Self- Organizing Maps och Gaussian Mixture Model. Utifrån resultatanalysen rekommenderas det således att PCA bör tillämpas vid klusterings- baserad anomalidetektering. Vidare är ytterligare forskning nödvändig för att avgöra huruvida klusteranalys är den mest lämpliga metoden för oövervakad anomalidetektering.

In this dissertation we aim to perform a multi-wavelength analysis of galaxy clusters. We discuss various methods for clustering in order to determine physical parameters of galaxy clusters required for this type of study. A selection of galaxy clusters was chosen from 4 papers, (Popesso et al. 2007b, Yoon et al. 2008, Loubser et al. 2008, Brownstein & Mo at 2006) and restricted by redshift and galactic latitude to reveal a sample of 40 galaxy clusters with 0.0 < z < 0.15. Data mining using Virtual Observatory (VO) and a literature survey provided some background information about each of the galaxy clusters in our sample with respect to optical, radio and X-ray data. Using the Kayes Mixture Model (KMM) and the Gaussian Mixing Model (GMM), we determine the most likely cluster member candidates for each source in our sample. We compare the results obtained to SIMBADs method of hierarchy. We show that the GMM provides a very robust method to determine member candidates but in order to ensure that the right candidates are chosen we apply a select choice of outlier tests to our sources. We determine a method based on a combination of GMM, the QQ Plot and the Rosner test that provides a robust and consistent method for determining galaxy cluster members. Comparison between calculated physical parameters; velocity dispersion, radius, mass and temperature, and values obtained from literature show that for the majority of our galaxy clusters agree within 3 range. Inconsistencies are thought to be due to dynamically active clusters that have substructure or are undergoing mergers, making galaxy member identi cation di cult. Six correlations between di erent physical parameters in the optical and X-ray wavelength were consistent with published results. Comparing the velocity dispersion with the X-ray temperature, we found a relation of T0:43 as compared to T0:5 obtained from Bird et al. (1995). X-ray luminosity temperature and X-ray luminosity velocity dispersion relations gave the results LX T2:44 and LX 2:40 which lie within the uncertainty of results given by Rozgacheva & Kuvshinova (2010). These results all suggest that our method for determining galaxy cluster members is e cient and application to higher redshift sources can be considered. Further studies on galaxy clusters with substructure must be performed in order to improve this method. In future work, the physical parameters obtained here will be further compared to X-ray and radio properties in order to determine a link between bent radio sources and the galaxy cluster environment. / MSc (Space Physics), North-West University, Potchefstroom Campus, 2013

In this dissertation we aim to perform a multi-wavelength analysis of galaxy clusters. We discuss various methods for clustering in order to determine physical parameters of galaxy clusters required for this type of study. A selection of galaxy clusters was chosen from 4 papers, (Popesso et al. 2007b, Yoon et al. 2008, Loubser et al. 2008, Brownstein & Mo at 2006) and restricted by redshift and galactic latitude to reveal a sample of 40 galaxy clusters with 0.0 < z < 0.15. Data mining using Virtual Observatory (VO) and a literature survey provided some background information about each of the galaxy clusters in our sample with respect to optical, radio and X-ray data. Using the Kayes Mixture Model (KMM) and the Gaussian Mixing Model (GMM), we determine the most likely cluster member candidates for each source in our sample. We compare the results obtained to SIMBADs method of hierarchy. We show that the GMM provides a very robust method to determine member candidates but in order to ensure that the right candidates are chosen we apply a select choice of outlier tests to our sources. We determine a method based on a combination of GMM, the QQ Plot and the Rosner test that provides a robust and consistent method for determining galaxy cluster members. Comparison between calculated physical parameters; velocity dispersion, radius, mass and temperature, and values obtained from literature show that for the majority of our galaxy clusters agree within 3 range. Inconsistencies are thought to be due to dynamically active clusters that have substructure or are undergoing mergers, making galaxy member identi cation di cult. Six correlations between di erent physical parameters in the optical and X-ray wavelength were consistent with published results. Comparing the velocity dispersion with the X-ray temperature, we found a relation of T0:43 as compared to T0:5 obtained from Bird et al. (1995). X-ray luminosity temperature and X-ray luminosity velocity dispersion relations gave the results LX T2:44 and LX 2:40 which lie within the uncertainty of results given by Rozgacheva & Kuvshinova (2010). These results all suggest that our method for determining galaxy cluster members is e cient and application to higher redshift sources can be considered. Further studies on galaxy clusters with substructure must be performed in order to improve this method. In future work, the physical parameters obtained here will be further compared to X-ray and radio properties in order to determine a link between bent radio sources and the galaxy cluster environment. / MSc (Space Physics), North-West University, Potchefstroom Campus, 2013

為了處理在願付價格的研究中，極端受訪者對於估計結果所造成的誤差。本文沿用Tsai(2005)所建議採用的三要素混合模型，將受訪者區分為價格再高都願意支付、願意支付合理價格以及價格再低都不願意支付等三種類型。在評估願付價格時，以加速失敗模型(accelerated failure time model，簡稱AFT model)針對願意支付合理價格的受訪者進行估計，並且在考慮不同起價點可能會造成不同程度的起價點偏誤(starting point bias)或是定錨效果(anchoring effect)的情形下，提出一個起價點偏誤調整模型來做探討。我們並以CVDFACTS中的高血壓之願付價格資料進行實證分析。分析結果發現，教育程度越高的男性對於能降低高血壓病患罹患心臟血管相關疾病之新藥願意付較高的金額。此外我們也發現在此筆資料中，不同起價點確實會造成不同程度的偏誤，經由偏誤調整後會得到較高的願付金額。 / A study of willingness-to-pay often suffers from the bias introduced by extreme respondents who are willing to or not willing to pay any price. To overcome the problem, a three-component model proposed by Tsai (2005) is adopted. Under such a circumstance, respondents are classified into three categories, i.e. respondents who are willing to pay any price, unwilling to pay any price, or willing to pay a reasonable price. The willingness-to-pay for those subjects who are willing to pay a reasonable price is again modeled by an accelerated failure time model (AFT model). In this study, we, however, propose an unified model that allows us to look into the issue related to starting point bias and anchoring effect, simultaneously. Willingness-to-pay for cardiovascular disease treatment from a longitudinal follow-up survey- CVDFACTS, is investigated using the new model. Through the use of the model, we are able to detect the effects of starting point biases, and make a proper adjustment accordingly. Our analysis indicates that male respondents with higher education level have an inclination to pay higher price for the new treatment. Besides, we also discover that starting point bias does exist in this dataset.

本篇論文共分為兩部分，第一部份是以每年交易量非常大的外匯選擇權（FX Option）市場以及台指選擇權為例，以Brigo 及Mercurio這兩位學者於2000年提出的Lognormal Mixture model (簡稱LM model)為基礎，捕捉選擇權市場中典型的波動度微笑（Volatility smile）曲線之特性。第二部份係商品評價之應用，是以大陸地區發行的匯率連動結構型商品（Structure Notes）為主。 第一部份中我們分別採用LM 模型（Lognormal Mixture Model）、Shifting LM模型（Shifting Lognormal Mixture Model）及LMDM模型（Lognormal Mixture with Different Mean Model）等三種模型，用以衡量其實際上在外匯選擇權市場及台指選擇權中波動微笑曲線校準的準確性。結果顯示LM模型、Shifting LM模型及LMDM模型均能有效地反應並捕捉出選擇權市場中波動度微笑曲線之特性，而其中又以LMDM模型的效果最佳，其無論在波動度校準或是選擇權價格評價上的誤差均最小。 第二部分是以「中國銀行匯聚寶0709G掛鉤美元兌加元匯率之加元產品」的匯率連動結構型商品為例，以Garman and Kohlhagen（1983）外匯選擇權模型求出其封閉解並作發行商期初利潤分析，然後再用蒙地卡羅模擬法進行投資人期末報酬分析。此外，亦針對此種商品的敏感性與避險參數作分析。

本文主要著重在處理條件評估法下，「不知道」受訪者的回應。當「不知道」受訪者的產生機制並未符合完全隨機時，考量他們的真實意向就顯得極為重要。 文中使用中央研究院生醫所在其研究計畫「竹東及朴子地區心臟血管疾病長期追蹤研究」（CardioVascular Disease risk FACtor Two-township Study，簡稱CVDFACTS）第五循環中的研究調查資料。 　　由於以往的文獻對於「不知道」受訪者的處理，皆有不足之處。如Wang (1997)所提出的方法，就只能針對某種特定的「不知道」受訪者來做處理；而Caudill and Groothuis (2005)所提的方法，由於將「不知道」受訪者的差補與願付價格的估計分開，亦使其估計結果不具備一些好的性質。在本文中，我們提出一個能同時處理「不知道」受訪者且估計願付價格的方法。除了使得統計上較有效率外，也保有EM演算法的一個特性：願付價格模型中的估計參數為最大概似估計值。此外，在加入三要素混合模型(Tsai (2005))後，我們也可避免用到極端受訪者的訊息去差補那些「不知道」受訪者的意向。 　　在分析願付價格的過程中，我們發現此筆資料的「不知道」受訪者，其產生的機制為隨機，而非為完全隨機，這意謂著不考量「不知道」受訪者的分析結果，必定會產生偏差。而在比較有考量「不知道」受訪者與沒有的情況後，其結果確實應證了我們的想法：只要「不知道」受訪者不是完全隨機產生的，那麼不考量他們必定會產生某種程度的偏差。 / This paper investigates how to deal with “Don’t Know” (DK) responses in contingent valuation surveys, which must be taken into consideration when they are not completely at random. The data we use is collected from the fifth cycle of the Cardiovascular Disease Risk Factor Two-township Study (CVDFACTS), which is a series of long-term surveys conducted by the Institute of Biomedical Sciences, Academia Sinica. Previous methods used in dealing with DK responses have not been satisfactory because they only focus on some types of DK respondents (Wang (1997)), or separate the imputation of DK responses from the WTP estimation (Caudill and Groothuis (2005)). However, in this paper, we introduce an integrated method to cope with the incomplete data caused by DK responses. Besides being more efficient, the single-step method guarantees maximum likelihood estimates of the WTP model to be obtained due to the good property that the EM algorithm possesses. Furthermore, by adding the concept of the three-component mixture model (Tsai (2005)), some extreme information are drawn out when imputing the DK inclinations. In this hypertension data, the mechanism of the DK responses is “Don’t know at random”, which means the analysis of DK-dropped results in a bias. By using our method, the difference between DK-dropped and DK-included is actually revealed, which proves our suspicion that a DK-dropped analysis is accompanied by a biased result when DK is not completely at random.