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世代和年代生育率、死亡率模型的比較 / Comparing fertility and mortality models in the view of cohort and period李心維, Lee, Sin Wei Unknown Date (has links)
臺灣婦女生育率下降快速,近年來屢創新低,堪稱全球生育率最低的國家,總生育率自民國89年1.68、降為民國98年1.03,民國99年甚至降至0.90以下,提升生育率成為政府施政的重要課題。因為資料限制,生育率大多以總生育率(Total Fertility Rate)表示,而非較能反映婦女一生生育總數的世代完成生育率(Completed Cohort Fertility Rate)。這兩者間存有不少差異,以生育率下降的臺灣為例,總生育率會因生育時機遞延而低估世代生育率,以總生育率詮釋生育率可能有瑕疵。有鑒於此,本文以比較「世代」及「年代」兩者的差異,以生育率及死亡率為研究對象,探討較適宜描述臺灣特性的模型。
由於世代生育率會有資料不足的問題,本文使用外推法(Extrapolation)補足年齡較高(如35歲以上)的婦女生育率,並以四種模型估計年代生育率與世代生育率,包括Gamma模型、Gompertz模型、主成份分析(Principle Component Analysis)與單一年齡組個別估計法,希望找出適合預測臺灣世代完成生育率的模型。除了台灣資料,也用日本、法國與美國的世代生育率資料,比較各國世代生育率模型的異同。另外,本文也以世代及年代兩種觀點,類似生育率的探討方式,比較常用死亡率模型的優劣。
不論是生育率或是死亡率資料,配適模型結果皆以世代資料可得到較好的估計結果,生育率以單一年齡組個別估計法為最佳的模型,死亡率則以Gamma模型、主成份分析、單一年齡組個別估計法為較佳的模型。 / Taiwan’s fertility rates have been declining radically in recent years, much faster than most countries in the world. For example, the total fertility rate (TFR) is 1.68 in 2000, 1.03 in 2009, and even reduces to 0.90 in 2010. Therefore, one of the top priorities for Taiwan government policies is to enhance the willingness of having children. Due to the data availability, the TFR is used more often, although the completed cohort fertility rate (CFR) is a more reasonable measurement. However, previous studies showed that the TFR is likely to be influenced by the deferring (i.e., tempo effect) of childbearing and produces misleading results. In order to measure the effect of deferring childbearing, this study focuses on exploring the difference of measures in the view of cohort and period (especially the CFR vs. TFR) and evaluates which fertility and mortality model is more appropriate for Taiwan.
Because there are fewer complete cohort fertility data, we use extrapolation to make up the higher age-group fertility data (such as aged 35 and above). We consider four fertility models in this study, including Gamma model, Gompertz model, principal component analysis, and individual group estimation. We use the data from Taiwan, Japan, France and United State data to evaluate these fertility models. The results indicate that the parametric models (Gamma and Gompertz) have the worst performance, probably due to the rapid change of fertility behaviors. In addition, similar to evaluating the fertility models, we compare the performance of frequently used mortality models using the cohort and period mortality data.
The result shows that using cohort data to estimate fertility and mortality is better than period data. Also individual group estimation is the best model to fit fertility; the better models to fit mortality are Gamma model, principle component analysis and individual group estimation.
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重疊法應用於蛋白質質譜儀資料 / Overlap Technique on Protein Mass Spectrometry Data徐竣建, Hsu, Chun-Chien Unknown Date (has links)
癌症至今已連續蟬聯並高居國人十大死因之首,由於癌症初期病患接受適時治療的存活率較高,因此若能「早期發現,早期診斷,早期治療」則可降低死亡率。本文所引用的資料庫,是經由「表面強化雷射解吸電離飛行質譜技術」(SELDI-TOF-MS)所擷取建置的蛋白質質譜儀資料,包括兩筆高維度資料:一筆為攝護腺癌症,另一筆則為頭頸癌症。然而蛋白質質譜儀資料常因維度變數繁雜眾多,對於資料的存取容量及運算時間而言,往往造成相當沉重的負擔與不便;有鑑於此,本文之目的即在探討將高維度資料經由維度縮減後,找出分錯率最小化之分析方法,希冀提高癌症病例資料分類的準確性。
本研究分為實驗組及對照組兩部分,實驗組是以主成份分析(Principal Component Analysis,PCA)進行維度縮減,再利用支持向量機(Support Vector Machine,SVM)予以分類,最後藉由重疊法(Overlap)以期改善分類效果;對照組則是以支持向量機直接進行分類。分析結果顯示,重疊法對於攝護腺癌症具有顯著的改善效果,但對於頭頸癌症的改善效果卻不明顯。此外,本研究也探討關於蛋白質質譜儀資料之質量範圍,藉以確認專家學者所建議的質量範圍是否與分析結果相互一致。在攝護腺癌症中的原始資料,專家學者所建議的質量範圍以外,似乎仍隱藏著重要的相關資訊;在頭頸癌症中的原始資料,專家學者所建議的質量範圍以外,對於研究分析而言則並沒有實質上的幫助。 / Cancer has been the number one leading cause of death in Taiwan for the past 24 years. Early detection of this disease would significantly reduce the mortality rate. The database adopted in this study is from the Protein Mass Spectrometry Data Sets acquired and established by “Surface-Enhanced Laser Desorption/Ionization Time-of-Flight Mass Spectrometry” (SELDI-TOF-MS) technique, including the Prostate Cancer and Head/Neck Cancer Data Sets. However, because of its high dimensionality, dealing the analysis of the raw data is not easy. Therefore, the purpose of this thesis is to search a feasible method, putting the dimension reduction and minimizing classification errors in the same time.
The data sets are separated into the experimental and controlled groups. The first step of the experimental group is to use dimension reduction by Principal Component Analysis (PCA), following by Support Vector Machine (SVM) for classification, and finally Overlap Method is used to reduce classification errors. For comparison, the controlled group uses SVM for classification. The empirical results indicate that the improvement of Overlap Method is significant in the Prostate Cancer case, but not in that of the Head/Neck case. We also study data range suggested according to the expert opinions. We find that there is information hidden outside the data range suggested by the experts in the Prostate Cancer case, but not in the Head/Neck case.
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應用資料包絡法降低電源轉換器溫升之研究廖 合, Liao,Ho Unknown Date (has links)
由績效觀點,品質(適質)與成本(適量),在概念上是完全一致的。因此,績效的管理,應以品質與成本作為其目標達成與否的衡量標準。本研究以績效觀點來解決公司面臨到品質與成本的兩難的問題。隨著電子產品的功能多樣化,發熱問題卻接踵而來,發熱密度的不斷提昇,對於散熱設計的需求也越來越受到重視。本研究以電源轉換器為對象,其目前已設計完成且已通過美國UL安規認證,但因為其溫升及其變異很大,因此降低電源轉換器的溫升及其變異是一急需解決的問題,以期能找出穩健於不可控因子,使產品變異小且各零件溫升與損失均能降至最低的最適外部零件組合。透過了田口與實驗設計的方法規劃及進行實驗並收集數據。引用加權SN比(multi-response S/N ratio)的方法,分別透過(1)管制圖法及(2)資料包絡法的CCR保證領域法(指CCR-AR模型)來決定加權SN比的權數,以決定可控因子及其水準值。對矩陣實驗的數據利用MTS ( M a h a l o n o b I s -
Taguchi System)來篩選研究問題中較重要的特性變數,再針對篩選結果中較重要的特性變數的數據分別利用(1)倒傳遞類神經網路結合資料包絡法及(2)資料包絡法結合主成份分析法兩種分析方法,得到外殼鑽孔形狀與矽膠片大小的最佳因子組合。由改善後的確認實驗結果得知,雖然平均溫升下降的程度不大,然而大部份量測點的溫升標準差都顯著變小了,因此本研究在降低該電源轉換器溫升變異的效果顯著。
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The Impact of Foreign Exchange Fluctuation on Taiwan Listed Firm Strategy and Economic Exposure / 外匯波動對企業策略與經濟風險影響之研究-以台灣為例吳彥臻, Wu,Jenny Yen-Chen Unknown Date (has links)
本篇論文從不同公司策略,以月資料來探討台灣532家上市公司在1999~2004年之公司對匯率風險曝露的敏感度,並以六十個月各上市公司股價報酬率為依變數,與台灣最大十五個貿易夥伴的匯率資料為自變數橫斷面資料,進行匯率風險對股價報酬關係之檢定。與之前實證研究不同之處是,本研究是利用多種貨幣模型來解釋各股價報酬,非只有一個貨幣當作唯一的指標。實證結果發現尚未加進大盤指數為控制變數時,只有0.93%受匯率風險暴露,反之,加進大盤指數之後,受到匯率風險的公司增加到88.2%。以公司策略及產業角度來看,結果顯示當公司外銷比例越大,此公司承受的經濟風險會越高。 / The purpose of this empirical study is to investigate sensitivity of company values to fluctuation in foreign exchange rates. Distinguishing from the previous research, this study employs a multiple currency proxy model to estimate firm’s exposures instead of using a single currency model.
The research sample includes all Taiwan listed firms’ data for the period from 1999 to 2004. The empirical evidence from Taiwan listed firms indicates that 85.3 to 88.2 percent of firms are exposed to foreign exchange rate movements when market return control variable is included in the regression. A small percentage of firms are exposed to the foreign exchange rate movements with exclusion of the control variable. Results from ordinary least square analyses reveal that export intensity increases economic exposure to fluctuation of foreign exchange rate.
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準蒙地卡羅法於多資產路徑相依債券之評價張極鑫, Chang, Chi-Shin Unknown Date (has links)
近年來隨著法規與市場逐漸的開放,使得券商可以發行衍生性商品的種類也逐漸增加,而在眾多結構型商品中,不少商品其連結標的包含了多資產與路徑相依條款,可以看成投資一藍子股票且具有多個觀察時間的商品,一方面若連結資產上漲投資人將可得到一定的報酬,另外一方面同時具有下方保護的條款可避免本金嚴重虧損。
而此類商品包含了多資產連結且有路徑相依條款,在評價方面是一個高維度的問題,若使用傳統的蒙地卡羅法來評價,因其收斂速度緩慢常需秏費大量的計算時間,使得蒙地卡羅法在應用上有此缺點,一般來說可以使用對立變數法或控制變數法來改進收斂的速度,另外也可以使用低差異性數列即所謂的準蒙地卡羅法來改進收斂速度,並且準蒙地卡羅法與布朗橋結構或主成份分析法相結合還可加快收斂速度。
本文主要提供二種不同報酬型態的商品,第一個商品為低維度上入局商品,其報酬型態與障礙型選擇類似,第二個商品為連結多資產且路徑相依商品,以此兩商品來探討各種不同方法在不同報酬型態下的收斂速度與準確性,最後文中模擬的結果顯示在所有方法中,使用準蒙地卡羅法結合主成份分析法皆可以得到不錯的收斂速度與準確性。
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