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用地理加權迴歸分析獨立式與集合式住宅之價格分布-以改制前台中市為例 / The Price Distribution of Detached Houses and Condominiums in Taichung: Geographically Weighted Regression Approach程稚茵, Cheng, Chih Yin Unknown Date (has links)
不動產價格的影響因素可按影響範圍區分為三大類,分別為影響整體不動產市場的「總體環境因素」,對一定範圍內不動產產生價格影響的「區域環境因素」,及對於單一不動產價格有所影響的「房屋個體因素」。其中,區域環境因素為影響個別不動產價格之首要因素,不動產之價格會受到所屬區域之政治、經濟、自然、社會等因素影響,「公共建設因素」為重要之區域環境之一,包含公共設施水準及其配置狀態。影響個別不動產價格之次要因素為「房屋個體因素」,可再次細分為三大影響因素如下:房屋本身所具有的特徵因素,即建築物之內部結構;房屋的建築方式,住宅類型等與全棟房屋有關的因素;與房屋鄰近地區環境有關的因素。而集合式與獨立式住宅因分屬不同房屋類型,即上述房屋價格形成因素中「房屋之建築方式」。實際交易上,獨立式住宅多半以「整棟建物」作為交易計算單位,對於坐落之基地權利持分通常為全部,而集合式住宅係以「樓層」、「戶」作為交易之計算單位,所有之基地持分與其他住戶共同持有,基於上述差異,過去研究多將建築方式視為影響房屋價格的條件之一,並據此分類次市場,因此較少有研究同時探討二者在空間分布上所具有的區位差異,及購屋者對於環境的偏好是否有所不同。且過去文獻多半以使用傳統迴歸模型為主要分析方法。但傳統迴歸分析所使用最小平方法迴歸模型,經常會產生殘差項存在有空間自相關的問題,及空間本身所存在之空間異質性偏誤,即空間不穩定性。因此 本文以台中市都會區內之住家使用房屋為樣本,依特徵價格理論將獨立式住宅與集合式住宅視為差異化商品,其內外特徵納入變數,使用GeoDa軟體進行空間自相關分析,並使用ArcGIS軟體中的地理加權迴歸模組(GWR)進行迴歸分析,藉以探討不同類型房屋所偏好之外部特徵,瞭解不同空間環境對房屋價格之影響及台中市都會區空間發展型態,並驗證其於規劃建設產生的空間不穩定性。
研究結果顯示,台中市建立之重大市政建設及土地開發計畫會影響集合式住宅與獨立式住宅之地價熱點分布,其共同之房價熱點均座落於高地價市地重劃區及重大市政建設分布位置,而獨立式住宅之房價熱點,進一步分布於與高地價市重劃區鄰近之市地重劃區;在購屋者對周圍設施偏好方面,集合式住宅購屋者對於國中小學、大學、重大市政建設、市場、公園均有顯著偏好,惟獨立式住宅購屋者對於大學、重大市政建設、公園有顯著偏好,對於國中小學、市場有不偏好情形,顯示不同類型住宅對於公共設施之偏好不完全相同;集合式住宅與獨立式住宅之房屋特徵屬性呈現空間不穩定性,分析結果顯示,上述二種住宅類型,對於本研究所有公共設施距離特徵屬性均呈現空間不穩定、非均質性的結果,顯示不同類型住宅均會與彼此具有相依性,並形成各區域間的異質性。 / Locational characteristics are the determinants of house prices. While former research have examined the effects of proximity to resources and facilities have on residential property values, and the change of the importance as located regions or submarkets vary, the effects of different types of houses are rarely compared due to their dissimilarity in ways of building and ownership. Do house price effects of the same facility alter when properties are situated in different submarkets? Further, the issues of spatial non-stationarity are usually overlooked by previous studies.
By using transaction data of two common types of residential houses in Taichung City, we found house price hot spots of both detached houses and condos in regions with major constructions and development plans. Apart from the mutual hot spots found in high land price redevelopment zones, we also discovery hot spots of detached houses in areas in proximity to these redevelopment zones. As for desirable facilities for home buyers, neighborhood schools, universities, major constructions, local markets and parks were found to have an notable price impact on condos, whereas only universities, major constructions and parks in vicinity of in detached houses can we found significant price effects, suggesting the differences in the preference of consumers in distinct regions. Also, spatial dependence and heterogeneity are verified in both types of houses, making the entire market area spatial non-stationary.
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電路設計中電流值之罕見事件的統計估計探討 / A study of statistical method on estimating rare event in IC Current彭亞凌, Peng, Ya Ling Unknown Date (has links)
距離期望值4至6倍標準差以外的罕見機率電流值,是當前積體電路設計品質的關鍵之一,但隨著精確度的標準提升,實務上以蒙地卡羅方法模擬電路資料,因曠日廢時愈發不可行,而過去透過參數模型外插估計或迴歸分析方法,也因變數蒐集不易、操作電壓減小使得電流值尾端估計產生偏差,上述原因使得尾端電流值估計困難。因此本文引進統計方法改善罕見機率電流值的估計:先以Box-Cox轉換觀察值為近似常態,改善尾端分配值的估計,再以加權迴歸方法估計罕見電流值,其中迴歸解釋變數為Log或Z分數轉換的經驗累積機率,而加權方法採用Down-weight加重極值樣本資訊的重要性,此外,本研究也考慮能蒐集完整變數的情況,改以電路資料作為解釋變數進行加權迴歸。另一方面,本研究也採用極值理論作為估計方法。
本文先以電腦模擬評估各方法的優劣,假設母體分配為常態、T分配、Gamma分配,以均方誤差作為衡量指標,模擬結果驗證了加權迴歸方法的可行性。而後參考模擬結果決定篩選樣本方式進行實證研究,資料來源為新竹某科技公司,實證結果顯示加權迴歸配合Box-Cox轉換能以十萬筆樣本數,準確估計左、右尾機率10^(-4) 、10^(-5)、10^(-6)、10^(-7)極端電流值。其中右尾部分的加權迴歸解釋變數採用對數轉換,而左尾部分的加權迴歸解釋變數採用Z分數轉換,估計結果較為準確,又若能蒐集電路資訊作為解釋變數,在左尾部份可以有最準確的估計結果;而篩選樣本尾端1%和整筆資料的方式對於不同方法的估計準確度各有利弊,皆可考慮。另外,1%門檻值比例的極值理論能穩定且中等程度的估計不同電壓下的電流值,且有短程估計最準的趨勢。 / To obtain the tail distribution of current beyond 4 to 6 sigma is nowadays a key issue in integrated circuit (IC) design and computer simulation is a popular tool to estimate the tail values. Since creating rare events via simulation is time-consuming, often the linear extrapolation methods (such as regression analysis) are applied to enhance efficiency. However, it is shown from past work that the tail values is likely to behave differently if the operating voltage is getting lower. In this study, a statistical method is introduced to deal with the lower voltage case. The data are evaluated via the Box-Cox (or power) transformation and see if they need to be transformed into normally distributed data, following by weighted regression to extrapolate the tail values. In specific, the independent variable is the empirical CDF with logarithm or z-score transformation, and the weight is down-weight in order to emphasize the information of extreme values observations. In addition to regression analysis, Extreme Value Theory (EVT) is also adopted in the research.
The computer simulation and data sets from a famous IC manufacturer in Hsinchu are used to evaluate the proposed method, with respect to mean squared error. In computer simulation, the data are assumed to be generated from normal, student t, or Gamma distribution. For empirical data, there are 10^8 observations and tail values with probabilities 10^(-4),10^(-5),10^(-6),10^(-7) are set to be the study goal given that only 10^5 observations are available. Comparing to the traditional methods and EVT, the proposed method has the best performance in estimating the tail probabilities. If the IC current is produced from regression equation and the information of independent variables can be provided, using the weighted regression can reach the best estimation for the left-tailed rare events. Also, using EVT can also produce accurate estimates provided that the tail probabilities to be estimated and the observations available are on the similar scale, e.g., probabilities 10^(-5)~10^(-7) vs.10^5 observations.
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以部分法修正地理加權迴歸 / A conditional modification to geographically weighted regression梁穎誼, Leong , Yin Yee Unknown Date (has links)
在二十世紀九十年代,學者提出地理加權迴歸(Geographically Weighted Regression;簡稱GWR)。GWR是一個企圖解決空間非穩定性的方法。此方法最大的特性,是模型中的迴歸係數可以依空間的不同而改變,這也意味著不同的地理位置可以有不同的迴歸係數。在係數的估計上,每個觀察值都擁有一個固定環寬,而估計值可以由環寬範圍內的觀察值取得。然而,若變數之間的特性不同,固定環寬的設定可能會產生不可靠的估計值。
為了解決這個問題,本文章提出CGWR(Conditional-based GWR)的方法嘗試修正估計值,允許各迴歸變數有不同的環寬。在估計的程序中,CGWR運用疊代法與交叉驗證法得出最終的估計值。本文驗證了CGWR的收斂性,也同時透過電腦模擬比較GWR, CGWR與local linear法(Wang and Mei, 2008)的表現。研究發現,當迴歸係數之間存有正相關時,CGWR比其他兩個方法來的優異。最後,本文使用CGWR分析台灣高齡老人失能資料,驗證CGWR的效果。 / Geographically weighted regression (GWR), first proposed in the 1990s, is a modelling technique used to deal with spatial non-stationarity. The main characteristic of GWR is that it allows regression coefficients to vary across space, and so the values of the parameters can vary depending on locations. The parameters for each location can be estimated by observations within a fixed range (or bandwidth). However, if the parameters differ considerably, the fixed bandwidth may produce unreliable or even unstable estimates.
To deal with the estimation of greatly varying parameter values, we propose Conditional-based GWR (CGWR), where a different bandwidth is selected for each independent variable. The bandwidths for the independent variables are derived via an iteration algorithm using cross-validation. In addition to showing the convergence of the algorithm, we also use computer simulation to compare the proposed method with the basic GWR and a local linear method (Wang and Mei, 2008). We found that the CGWR outperforms the other two methods if the parameters are positively correlated. In addition, we use elderly disability data from Taiwan to demonstrate the proposed method.
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不動產評價之空間計量與地理統計 / Spatial Econometrics and Geostatistics for Real Estate Valuation陳靜宜, Chen, Jing Yi Unknown Date (has links)
近年來由於地理資訊系統(GIS)的快速發展發,空間資料分析開始受到重視並在社會科學領域中逐漸扮演重要的角色。雖然一般的統計方法已在傳統資料分析上發展已久,然而它們卻不能有效地說明空間性資料,並且無法充分處理空間相依或空間異質性問題。一般而言,空間資料分析主要有兩個分派:模型導向學派與資料導向學派。本文研究目的在於應用空間統計方法合理且充分地評估房地產價值,研究方法包含地理統計(克利金和共克利金)、地理加權迴歸與空間特徵價格模型等,並且以台中市不動產資料進行實證探究。這項新的研究技術在不動產評價領域中將可提供更好的解析能力,使其在評價過程中或是不動產投資決策時,成為一個更強而有力的分析工具。 / In recent years, spatial data analysis has received significant awareness and played an important role in social science because of the rapid development of Geographic Information System (GIS). Although classic statistical methods are attractive in traditional data analysis, they cannot be executed seriously for spatial data. Standard statistical techniques didn’t sufficiently deal with spatial dependence or spatial heterogeneity issues. Generally, the model-driven method and the data-driven method are mainly the two branches of the spatial data analysis. The purpose of this paper is to apply spatial statistics methods including geostatistical methods (kriging and cokiging), geographically weighted regression, and spatial hedonic price models to real estate analysis. It seems to be completely reasonable and sufficient. The real estate data in Taichung city (Taiwan) is used to carry out our exploration. These techniques give better insight in the field of real estate assessment. They can apply a good instrument in mass appraisal and decision concerning real estate investment.
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臺北市公共自行車站點需求分析之研究 / A research in the demand of the public bike station in Taipei.張辰尉 Unknown Date (has links)
近年來由於溫室效應加劇以及氣候變遷加劇,因此符合綠色運輸特性的公共自行車系統,成為各國交通部門發展綠運輸政策時的目標之一,同時,大數據分析亦是目前受到高度關注的熱門議題。而本研究首先使用臺北市微笑單車租借大數據探討在不同時間點下民眾日常使用微笑單車之旅運行為,分析不同站點間的旅次特性。再運用社群網絡分析,以站點之間旅次連結多寡作為權重,探討站點間之緊密程度,以及不同時間點下微笑單車租借量之熱點分布情形,並將其視覺化呈現。
後續透過文獻分析,擷取影響公共自行車使用量之因素後,本研究嘗試運用一般線性迴歸模型與地理加權迴歸進行模型建立,並探討各影響因素對於旅運需求之影響情形。實證結果顯示,地理加權迴歸模型可以解決一般線性迴歸所產生空間自相關問題,使得模型解釋能力獲得改善。本研究並使用地理加權迴歸進行使用需求分析以及預測,對未來公共自行車營運以及站點擴張提出結論以及建議,期能提升公共自行車系統之使用量。 / Due to the climate change and aggravation of the greenhouse effect in recent years, the public bicycle system with the feature of low-carbon emission has raised more and more attention internationally, and has become one of the targets in developing green transportation policies of transportation departments of governments around the world. Meanwhile Big Data analysis issues, on the other hand, are currently a sought-after topic which has caused great concern as well. In this study, we utilize the rental data of the YouBike system in Taipei to discuss the public usage of YouBike tour at different periods. With the use of social network analysis, we discuss the relationships between different bicycle stops based on applying the number of travels between different sites as the weight. Eventually, the hotspot analysis will be carried out by operating the GIS system. In this way, we are able to discuss the hotspot distribution of YouBike rentals in different time and then visualize the result.
After that this study pick up the variables which will effect the YouBike usage by reference review. This research try to built models by utilizing the Least Squares Method and Geographically Weighted Regression. Then we will have a discussion with the result of the two models. The result shows that Geographically Weighted Regression can resolve the spatial autocorrelation problem which happened in the Least Squares Method and to gain a better result. With the analysis and prediction of public bicycle system from Geographically Weighted Regression, we hope to raise the usage of public bicycle system by concluding as well as making recommendations for the future operation of public bicycle and the expansion of bicycle stops.
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