21 |
三向資料的主成分分析 / 3-way data principal component analysis趙湘琪, Chao, Hsiang Chi Unknown Date (has links)
傳統的主成分分析(principal component analysis)法,只能分析二式二向的資料(2-mode 2-way data),若是要處裡三向三式的資料(3-mode 3-way data)或是更多維的資料,則必須用其它的方法。例如將某一向資料取平均數,再做分析。此法雖然可行,但卻忽略三向資料間可能潛藏的相關性。且社會科學的研究日趨複雜,三向資料也就更常見到,而我們可能也對三向資料間彼此的關聯感到興趣。因此在1960、1970年代,學者開始研究將主成分分析的模型加以擴展成適合分析三向資料的模型。本文除了介紹三向資料主成分分析所使用的Tucker3模型及其參數估計法外,也以28家股票上市公司為實例,探討資本結構影響因素於五年間(1989~1993年)在不同公司群組間的變化情形。
|
22 |
人民幣國際化程度與前景的實證分析 / Empirical study on the degree and prospect of renminbi internationalization王國臣, Wang, Guo Chen Unknown Date (has links)
人民幣是否可能成為另一個重要的國際貨幣,甚至挑戰美元的國際地位?此即本論文的問題意識。對此,本論文進一步提出三個研究問題:一是如何測量當前的人民幣國際化程度?二是如何測量當前的人民幣資本開放程度?三是資本開放對於人民幣國際化程度的影響為何?
為此,本研究利用主成分分析(PCA),以建構人民幣國際化程度(CIDI)與人民幣資本帳開放程度(CAOI)。其次再利用動態追蹤資料模型──系統一般動差估計法(SGMM),以檢證各項人民幣綜合競爭力對於貨幣國際化程度的影響。最後,本研究進一步梳理人民幣資本帳開放的進程,並結合上述所有實證分析的結果,進而預估漸進資本開放下人民幣國際化的前景。研究對象包括人民幣在內的33種國際貨幣,研究時間則起自1999年歐元成立,迄於2009年。
本論文的發現三:一是,當前人民幣國際化程度進展相當快速。但截至2009年年底,人民幣國際化程度還很低,遠落後於美元、歐元、日圓,以及英鎊等主要國際貨幣。不僅如此,人民幣國際化程度也遜於俄羅斯盧布、巴西里拉,以及印度盧比等開發中國家所發行的貨幣。
二是,過去10年來,人民幣資本帳開放程度不升反降,截至2009年年底,人民幣的資本帳開放程度維持在零,這表示:人民幣是世界上管制最為嚴格的貨幣。相對而言,美元、歐元、日圓,以及英鎊的資本帳開放程度至少都在70%以上,特別是英鎊的資本帳開放程度更趨近於完全開放。
三是,根據SGMM的實證結果顯示,網路外部性、經濟規模、金融市場規模、貨幣穩定度,以及資本開放程度都是影響貨幣國際化程度的關鍵因素。在此基礎上,本研究利用發生機率(odds ratio),以計算不同資本開放情境下,人民幣成為前10大國際貨幣的可能性。結果顯示,如果人民幣的資本帳開放到73%左右,人民幣便可擠進前10大國際貨幣(發生機率為65.6%)。
不過,這只是最為保守的估計。原因有二:一是,隨者中國經濟實力的崛起,以及人民幣預期升值的脈絡下,國際市場對於人民幣的需求原本就很高。此時,人民幣資本帳如果能適時開放,則人民幣的國際持有將大幅增加。換言之,本研究沒有考量到,各貨幣競爭力因素與資本開放程度之間的加乘效果。
二是,資本開放不僅直接對貨幣國際化程度產生影響,也會透過擴大金融市場規模與網路外部性等其他貨幣競爭力因素,間接對貨幣國際化程度造成影響。這間接效果,本研究也沒有考量到。因此,可以預期的是,只要人民幣資本帳能夠漸進開放,人民幣國際化的前景將比本研究所預估的高出許多。 / This paper discusses whether the Renminbi (RMB) will become an international currency, even challenging to the U.S. dollar. In order to examine above question, this paper take the following three steps:
1. By using principal component analyses (PCA), this paper constructs two indices: currency internationalization degree index (CIDI) and capital account liberalization degree index (CAOI);
2. By using dynamic panel data model-system generalized method of moment (SGMM), this paper analyzes factors affect the CIDI, including economic and trade size, financial system, network externalities, confidence in the currency’s value, and CAOI;
3. According to the PCA and SGMM results, this paper calculates the odds ratio of RMB becoming important international currency.
The reserch achieved the following results. First, the degree of internationalization of the RMB progress very fast, but the RMB CIDI is still very low, its CIDI far behinds the dollar, euro, Japanese yen, and pounds.
Second, over the past 10 years, RMB CAOI is not increased but decreased. Its CAOI is at zero in 2009, this means that: the RMB is the most stringent controls in the world currency. In contrast, U.S. dollars, euros, yen, and pound CAOI are at least in more than 70%.
Third, according to the SGMM results, economic size, financial system, network externalities, confidence in the currency’s value, and CAOI are key factors affect the CIDI. Based on this output, this paper forecasted that if the RMB CAOI is open to about 73%, RMB could be squeezed into the top 10 of the international currency. (The odds ratio is 65.6%)
It is noteworthy that this is only the lowest estimates. This is because that this paper did not consider the interaction effects of each currency competitiveness factors and CAOI. Therefore, if RMB CAOI continues open, the prospect of RMB CIDI is much higher than estimated by this paper.
|
23 |
ヒトの対象物保持タスクにおける指力と手指の姿勢を用いた感覚運動統合及び視覚運動変換モデル(バイオサイバネティックス,ニューロコンピューティング)福田, 浩士, 角谷, 直哉, 福村, 直博, 宇野, 洋二 01 September 2007 (has links)
No description available.
|
24 |
量子點顯示技術專利分析 / Patent Analysis for Quantum Dot Display陳禮佳, Chen, Li Chia Unknown Date (has links)
顯示器在日常生活中應用廣泛,未來市場發展朝向大尺寸、畫面精緻度兩方面發展,在畫面精緻度方面,目前主要發展技術有二:OLED及量子點,由於OLED尚有產品壽命短、畫面殘影、成本較高等缺點待克服,且在製程上與現今主流LCD相差甚多,因此本研究針對另一可能發展之技術-量子點進行研究,了解產業現況、技術發展趨勢,並給予台灣相關企業建議。
本研究蒐集與專利品質相關的專利量化指標-專利家族規模、申請專利範圍項數、引用專利數、被引用次數及專利年齡,並利用主成分分析法計算專利品質方程式,以針對研究範圍內的專利進行品質排序,並且蒐集專利權人相關市場及專利活動資訊。在專利分析部分將產業區分上、中、下游三區位進行分析,每一產業區位包含重點專利、重要專利權人分析,在中游部分,另進行專利權人研發專利佈局分析,以專利活動程度與專利品質兩軸向衡量市場競爭者之地位。
研究結論首先將總結如何以專利量化指標衡量專利品質,接者以專利分析結果說明量子點顯示技術整體產業發展現況,並歸納台灣企業未來策略。近年投入研究之企業、申請專利數量漸增,但目前尚無企業在此技術領域處於領導者之地位,上游企業的研發方向多是改善LED背光源各波長強度不均的問題,可加強與量子點研發製造商的合作;中游企業需注意韓國廠商大量申請專利所帶來的效果及部分專利權人專利活動程度低,然而握有高品質專利,對其他企業可能造成威脅;下游企業則須思考如何以其他關鍵技術搭配量子點顯示器,研發符合消費者需求之產品。研究最後,針對以專利量化指標進行專利品質分析的過程進行檢討,給予未來研究建議。 / Nowadays displays have wide applications in our daily life, people are looking forward to large size displays and high image performance displays. OLEDs and Quantum dots are the most important technologies which may enhance the image performance. However, OLEDs have some key disadvantages, including the high price, the motion blur and the short lifespan. Therefore, this study focused on Quantum dots. By looking into the industry and realizing the development of Quantum dots, this study gave advice to related companies in Taiwan.
To measure the value of patents, we collected five quantifiable indicators of each patent-the patent age, the size of patent family, the amount of claims, forward and backward citations. Then, we calculated the weight of each indicators by Principal Component Analysis(PCA). As the result, the value of patents were estimated. In the chapter of patent analysis, we classified patents and patentees to the upper, middle and lower stream, each category included the analysis of important patents and patentees. In the middle stream, we also analyzed the patent portfolio, according to two axis-the patent activity and the patent quality proposed by Ernst in 1998.
In sum, this study found that companies invested and researched in the industry increasingly; however, there was no company at the leader position. In the upper stream, companies were improving the intensity of different wavelengths in the backlight, cooperating with quantum dot suppliers could be a good strategy for those companies. In the middle stream, Taiwan companies should pay attention on competitors locating in the high patent activity and the low patent activity but high patent quality. In the lower stream, products disposed quantum dots should also fit in needs of customers. Finally, this study reviewed the analysis of patent quantifiable indicators and gave suggestions for the future research.
|
25 |
降低電源轉換器內部零件溫升之研究蘇桓毅 Unknown Date (has links)
在面對市場強力競爭之下,許多企業為了達到永續經營的目的,往往藉由改善產品品質、降低生產成本以及加強產品的彈性與效能,以便創造出符合顧客需求的優良產品,進而提升市場競爭力。
本研究主要的對象為電源轉換器(Switch Power Supply)。該電源轉換器在運轉的過程中時常會有溫度過高的情況發生,進而影響顧客對於產品的滿意程度,因此希望藉由降低電源轉換器的溫升以及溫升變異,來提升產品的品質以增加顧客的滿意度。在本研究中利用田口方法以及實驗設計去規劃出適當的實驗流程與實驗方法,並且經由實驗來收集實驗數據,分別採用灰關聯分析、主成分灰關聯分析、模糊評估分析和倒傳遞類神經網路等四種方法進行實驗分析,以決定出最適因子水準組合。
根據工程經驗與實驗結果得知,電源轉換器內主要發熱零件為IC、T1、LF1和D7。最適組合之確認實驗與現況比較發現,雖然LF1的平均溫升約比現況高2℃左右,但是IC、T1和D7的平均溫升卻可以降低2∼4℃,而且這四個主要發熱零件的溫升標準差也都有大幅降低的現象,由於降低產品變異也會提昇產品品質,一旦產品品質提升了便能夠增加市場競爭力,並且增加顧客的購買意願,因此本研究所找出的最適外殼鑽孔形狀與矽膠片厚度組合的改善效果良好。
|
26 |
探索性資料分析方法在文本資料中的應用─以「新青年」雜誌為例 / A Study of Exploratory Data Analysis on Text Data ── A Case study based on New Youth Magazine潘艷艷, Pan, Yan Yan Unknown Date (has links)
隨著經濟繁榮和網絡發展的日新月異,線上線下每時每刻都產生龐大數據,其中約有80%的文字、影像等非結構化數據,如何量化和採取適合的分析方法,成為有效提取有價值信息及對其加以利用的關鍵。針對文字類型的資料,本文提出探索性資料分析方法,並以《新青年》雜誌的語言變化為例,呈現如何選取文本特徵并对其量化及分析的過程。
首先,本文以卷為分析單位,多角度量化《新青年》雜誌各卷的文本結構,包括文本用字、用句、文言和白虛字使用以及常用字詞共用等方面,通過多種圖表相結合的呈現方式,窺探《新青年》雜誌語言變化歷程以及轉變特點。這其中既包括了對文言文到白話文轉變機制的探索,也包括白話語言演化的探索。其次,根據各卷初探的結果,尋找可區隔文言文和白話文兩種語言形式的文本特徵變數,再以《新青年》第一卷和第七卷為訓練樣本,結合主成分和羅吉斯迴歸,對文、白兩種語言形式的文章進行分類訓練,再利用第四卷進行測試。結果證實,所提取的文本變數能夠有效實現對文、白兩種語言形式的文章的區分。此外,本文亦根據前述初探結果以及人文學者經驗,探索《新青年》雜誌後期語言形式的變化,即從五四運動時期的白話文至以「紅色中文」為特徵的白話文(二戰之後中國使用的白話文)的變化。以第七卷和第十一卷為樣本進行訓練,結果證實這兩卷語言形式存在明顯區別;並加入台灣《聯合報》和中國大陸的《人民日報》進行分類預測,發現兩類報刊的語言偏向有明顯差異,值得後續深入研究。 / Tremendous data are produced every day, due to the rapid development of computer technology and economics. Unstructured data, such as text, pictures, videos, etc., account for nearly 80 percent of all data created. Choosing appropriate methods for quantifying and analyzing this kind of data would determine whether or not we can extract useful information. For that, we propose a standard operating process of exploratory data analysis (EDA) and use a case study of language changes in New Youth Magazine as a demonstration.
First, we quantify the texts of New Youth magazine from different perspectives, including the uses of words, sentences, function words, and share of common vocabulary. We aim to detect the evolution of modern language itself as well as changes from traditional Chinese to modern Chinese. Then, according to the results of exploratory data analysis, we treat the first and seventh volumes of New Youth magazine for training data to develop classification model and apply the model to fourth volume (i.e., testing data). The results show that the traditional Chinese and modern Chinese can be successfully classified. Next, we intend to verify the changes from modern Chinese of the May 4th Movement to those by advocating Socialism. We treat the seventh volume and eleventh volume of New Youth magazine as training data and again develop a classification model. Then we apply this model to the United Daily News from Taiwan and People’s Daily from Mainland China. We found these two newspapers are very different and the style of United Daily News is closer to that of seventh volume, while the style of People’s Daily is more like that of eleventh volume. This indicates that the People’s Daily is likely to be influenced by the Soviet Union.
|
27 |
西鶴浮世草子の文章に関する数量的研究 : 遺稿集を中心とした著者の検討 / サイカク ウキヨ ゾウシ ノ ブンショウ ニカンスル スウリョウテキ ケンキュウ : イコウシュウ オ チュウシン トシタ チョシャ ノ ケントウ上阪 彩香, Ayaka Uesaka 22 March 2016 (has links)
江戸時代の作家である井原西鶴(1642~1694)の浮世草子には、一部に偽作・補作があるのではないかという疑惑が残る等、未だ論争が繰り広げられている。それらのなかで解明すべき重要な課題として、西鶴没後に門下の北条団水(1663~1711)によって編集、出版された遺稿集5作品の著者に関する疑問がある。本研究では西鶴浮世草子24作品、団水浮世草子3作品、西鶴の役者評判記、浄瑠璃、地誌の4作品の計641,380語を用い、客観的に計量可能な情報を統計手法で分析することで、西鶴、団水の文章を比較検討し、遺稿集の著者問題について文章の数量分析の観点から解明を試みた。 / 博士(文化情報学) / Doctor of Culture and Information Science / 同志社大学 / Doshisha University
|
28 |
空間統計在研究犯罪外溢作用之應用張紹禕 Unknown Date (has links)
犯罪行為受到警力或法律執行的影響,會移動到鄰近警力較差地區。正如
Gylys所說:考量一個地區警力的多寡,將受到其他鄰近區域警力的影響
很大。Mehay亦認為:從實際經驗上來看,對於移動性的犯罪(如搶劫、縱
火、偷竊等),外部支配型式力量(如警力)的適當增加,將迫使其外溢(
spillovers)至鄰近區域。利用空間統計的自我迴歸模式,我們可以更了
解移動性犯罪受到相連區域自我相關的影響。即使相關性不高,在作了差
分之後,其主成分分析最大負載變數項,變化相當大。所以資料裡,如果
有區域自我相關的情形,就應該謹慎處裡。
|
29 |
高中職及五專免試入學採計國中在校學科分數加權機制之研究 / A study of adopting weighting schemes on academic performance in school as an access for senior high schools and junior colleges without entrance examinations戴岑熹 Unknown Date (has links)
國中基測實施迄今已十年,但是各種多元管道仍以國中基測量尺分數作為分發篩選之重要參據,多元能力評量參採比重偏低,國中學生升學競爭壓力未得緩解。本研究透過數學與統計分析的工具,尋找採用學生在校成績的方法,希望能找出更好的方式來代表學生在校三年的學習現況與學習成果,以做為免試升學採計在校成績的參考與依據。
本研究主要目的是要探討如何取決各科在校成績的權重(也就是在每個科目的分數之前乘上一個加權比重係數),以求得一個新的合成變量(由數個科目分數組成的線性組合),並用這個新合成變量做為學生在校的“綜合學科能力表現分數”,代表學生在校三年的基本學習能力及程度。
研究方法運用主成份分析與典型相關分析的觀念,但因限制條件設定的範圍與傳統主成分分析及典型相關分析的要求不一致,因此,我們便將所用的研究方法命名為「類主成分分析」與「類典型相關分析」。
研究中,方法主要在比較「類主成分分析」、「主成分分析」、「類典型相關分析」、以及「典型相關分析」四種方法與一般學校常用的「等加權比重」算平均成績的方法之分別;了解這些不同加權機制對同一所學校內學生的學科加權平均分數之成績排名百分比結果,以及與基測排名結果的差異。
「類主成份分析」研究結果發現,各科學科成績中變異數大的科目將獲得較大的權重比例,成為主導學生加權平均成績中舉足輕重的科目。另外;運用「類典型相關分析法」所求得的典型相關係數,其結果與傳統典型相關分析法以及使用最佳數值分析軟體(GAMS)所得的典型相關係數完全相同。
本研究最重要的貢獻之一,是我們在「類典型相關分析法」中證明並推導出一個求得各科權重的公式,只要使用此公式代入簡單的MATLAB程式,其所得的權重結果與最佳化數值分析軟體(GAMS)所得的結果完全相同,但花費的計算時間及成本卻遠少於GAMS所需,是一個求權重極便捷的方法,讀者可以在本論文附錄7.5.2或政大應數系網站上下載此程式。本研究最後結論也發現,類主成份分析的變異解釋率是所有方法中較高的;與基測總分結果較相近的則是類典型相關分析所得的權重機制;而等加權方法所得的排名結果則與基測排名結果差異最小。 / The BCTEST (Basic Competence Test) for junior high school students has been implemented for ten years, however, the screenings for a variety of entrance programs are still based on the scale scores of the BCTEST with a low proportion of multi-intelligence. Hence, the competitive entrance pressure for junior high school students remains un-relieved. In view of this, via mathematics and statistics, this study is to explore an alternative approach which can not only reflect students' in-school grade, their learning situations and achievements but also represent a reference for entering senior high schools and junior colleges without entrance examinations.
The purpose of this study is to determine the different weightings of five learning subjects (that is, multiply the score of each subject by a weighted coefficient) and acquire a new composite variable from the linear combinations of five learning subjects. Then, use this new composite variable as the synthetic score of students' in-school academic performance.
Principal Component Analysis and Canonical Correlation Analysis are used in this study. Due to inconsistent restraints, the other two approaches we use are based on the concept of previously mentioned methodologies and denominated Principal Component Type of Analysis and Canonical Correlation Type of Analysis.
In the study, we compare with the different results of Principal Component Analysis, Principal Component Type of Analysis, Canonical Correlation Analysis, Canonical Correlation Type of Analysis and identical weighted method to realize how these different weighted schemes affect the rankings of students from the same school on both their weighted in-school grade and scores of the BCTEST (Basic Competence Test).
The outcomes of Principal Component Type of Analysis show that subjects with greater variance acquire larger weightings and play a dominant role in weighted in-school grade. Moreover, the correlation coefficients of Canonical Correlation Type of Analysis are completely the same as the ones of Canonical Correlation Analysis and GAMS.
One of the most important contributions in this study is we have proven and derived a formula to acquire different weightings of five learning subjects by using Canonical Correlation Type of Analysis. The acquired weightings are completely the same as the ones of GAMS with less time consuming. Readers can download this program in appendix 7.5.2 or from the website of Department of Mathematical Sciences, National Chengchi University(NCCU). We have also found that, the explanation rate of variance obtained from Principal Component Type of Analysis is the highest; the weighted scheme of Canonical Correlation Type of Analysis is more similar to the scores of the BCTEST; the difference of the rankings between identical weighted method and the BCTEST is the smallest.
|
30 |
BASEL II 與銀行企業金融授信實務之申請進件模型陳靖芸, Chen,Chin-Yun Unknown Date (has links)
授信業務是銀行主要獲利來源之一,隨著國際化趨勢以及政府積極推動經濟自由,國內金融環境丕變,金融機構之授信業務競爭日漸激烈,加上近年來國內經濟成長趨緩,又於千禧年爆發本土性金融風暴,集團企業財務危機猶如骨牌效應ㄧ樁接ㄧ樁,原因在於大企業過度信用擴張,過高槓桿操作,導致負債比率上升,面臨償債困難;還有銀行對企業放款之授信審核常有大企業不會倒閉之迷思。故如何找出企業財務危機出現之徵兆,及早防範於未然,將是本研究在建立企業授信之申請進件模型的重點之ㄧ。
此外,2002年新修定的巴塞爾資本協定主在落實銀行風險管理,國際清算銀行決定於2006年正式實行新巴塞爾協定,我國修正的「銀行資本適足性管理辦法」自民國九十五年十二月三十一日起實施,故本國銀行需要依據本身的商品特色、市場區隔、客戶性質、以及經營方式與理念等因素,去建制一套適合自己的內部風險評估系統。故本研究第二個重點即在於依據我國現有法令,做出一個符合信用風險基礎內部評等法要求之申請進件模型。
本研究使用某銀行有財務報表之企業授信戶,利用財報中的財務比率變數建立模型。先使用主成分分析將所有變數分為七大類,分別是企業之財務構面、經營能力、獲利能力、償債能力、長期資本指標、流動性、以及現金流量,再進行羅吉斯迴歸模型分析。 / Business loan is one of the main profits in the bank. But increasing business competition causes the loan process in the bank is not very serious, the bankers allow enterprise to expand his credit or has higher debt ratio, that would cause financial crises. The first point in this study is to find the symptom when enterprise has financial crises.
The second point is that under the framework of New Basel Capital Accord〈Basel II〉, we try to build an application model that committed the domestic requirements. The bank should develop the fundamental internal rating-based approach that accords with its strategy、market segmentation、and customers type.
This research paper uses financial variables〈ex. liquid ratio、debt ratio、ROA、ROE、… 〉to build enterprise application model. We use the principle component analysis to separate different factors which affect loan process: financial facet、ability to pay、profitability、management ability、long-term index、liquidity、and cash flow. Then, we show the result about these factors in the logistic regression model.
|
Page generated in 0.0263 seconds