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時間數列模型建立分析應用之研究朱健萍 Unknown Date (has links)
No description available.
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一階線性動態方程系統的振盪性 / Oscillation for a system of first order dynamic equations on time scales林名黎 Unknown Date (has links)
因有數學式子,所以無法編輯。 / 因有數學式子,所以無法編輯。
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動態系統與生育率及死亡率的估計 / Using dynamic system to model fertility and mortality rates李玢 Unknown Date (has links)
人口統計學家在傳統上習慣將人口的種種變化視為時間的函數,皆試圖以決定型(deterministic)的函數來刻劃,例如:1825年Gompertz提出的死力法則、1838年Verhulst以羅吉斯函數描述人口成長。近年則傾向於逐項(item-by-item)分析各種可能因素,例如:1992年Lee-Carter提出的死亡率模型、目前英國實務上使用的Renshaw與Haberman(2003)提出改善Lee-Carter模型的Reduction Factor模型、加入世代(Cohort)因素的Age-Period-Cohort模型等。但台灣地區近年來生育率與死亡率皆不斷下降,且有隨著時間而變化加劇的傾向,使得以往使用的模型不易捕捉變化。
本文以另一個角度思考生育與死亡變化,將台灣人口視為一隨時間變化的動態系統,使用微分方程來刻劃,找出此動態系統的背後所隱含的規則。人口動態系統的變化,主要來源是出生、死亡與遷移,在建模的過程中,我們先各別針對其中一項,在其他條件不變的情況下,以常微分方程建模,之後再同時考慮各項變動,以偏微分方程建模,找出台灣人口變化的模型。在本文中,我們先介紹使用微分方程模型分別配適與估計出生與死亡。
由台灣地區人口統計資料顯示,不論總生育率或各年齡組的死亡率都有逐漸下降的趨勢,但是每年之間的震盪很大,因此我們提出「二次逼近法」,從出生或死亡對時間的變化率與曲度來估計生育率與死亡率,對於此種震盪幅度較大的資料,可以得到頗精確的估計。唯在連續幾年資料呈現近似線性上升或下降處,非線性的模型容易出現較大的估計誤差,針對此問題我們也提出一些可能的修正方法,以降低整體的模型誤差率。 / Conventionally the change of population is considered as a function of time and described by using deterministic functions. The well-known examples are Gompertz law of mortality (1825) and Verhulst’s logistic growth model (1838). Recently demographers favor stochastic models when analyzing factors in an item-by-item fashion. Since 1992, Lee-Carter model is a most commonly used stochastic model in demographic studies. But empirical studies indicate that the rapid declines in both fertility and mortality rates are against the assumptions of Lee-Carter model.
In this study we treat Taiwan population as a dynamic system which changes over time and characterize it by differential equations. Since the changes are from birth, death and migration, we first separately build models using ordinary differential equations. Afterwards the model of Taiwan population can be built by using partial differential equations considering the three main factors simultaneously.
Total fertility and age-specific mortality rates in Taiwan decline over time but with shakes between years. Consequently we propose‘parabola approximation method’and apply it to velocity and acceleration of birth or death to solve the differential equations of Taiwan fertility and mortality. Empirical study shows the method allows us to get accurate estimates of mortality and fertility when the data change a lot in a short period of time. But we found the model may over-fit the data at some time point where the function does not seem to be very continuous.
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展延心靈觀 / On the extended mind唐孝儀, Tang, Hsiao Yi Unknown Date (has links)
心靈範圍在哪裡?以往我們討論心靈議題時,不外乎都是將心靈視為存在於體表之內的一種實體、一種器官或是一種功能,例如:靈魂、大腦、又或者是指包含大腦與所有在體表之內的神經系統。但是,Andy Clark與David Chalmers告訴我們在某些情況下,心靈是可以超越體表而存在的,心靈的界限不是我們的體表;這個立場被我們稱為「外在論」或是「展延心靈觀」。對照於Clark與Chalmers的立場,以往將體表視為心靈界限的立場就被統稱為「內在論」。
本篇論文以Clark與Chalmers於1998年發表的文章“The Extended Mind”為主,透過介紹展延心靈觀的發展背景聚焦於展延心靈觀的主要論點,並且根據Frederick Adams與Kenneth Aizawa對展延心靈觀的批評及Clark、Richard Menary等人所提出的回應讓我們對於展延心靈觀有更深入的討論與理解。最後,由Clark與Chalmers所提到的「社會性的展延心靈(socially extended mind)」回到語言與心靈的討論,透過Clark曾多次在文章與著作中提到俄國語言及心理學家Lev Semenovich Vygotsky的語言理論,試圖連結Clark與Chalmers的主動外在論與Putnam和Burge的傳統外在論,並且進一步地思考展延心靈觀發展性。
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在常微分方程下利用二次逼近法探討人口成長模型問題 / On the Parabola Approximation Method in Ordinary Differential Equation - Modelling Problem on The Population Growth李育佐, Li,Yu Tso Unknown Date (has links)
在人口統計領域中,早期習慣將人口變化視為時間的函數,企圖以Deterministic Function來刻劃,例如:1798年Malthus提出的Malthusian Growth Model ;1825年Gompertz提出的Gompertz Model以及1838年Verhulst主張以Logistic Function描述人口成長。而近年來則是傾向於逐項分析各種因素的隨機性模型,例如:1983年Holford加入世代的APC模型;1992年Lee 和Carter提出的Lee-Carter死亡率模型以及2003年Renshaw與Haberman提出改善Lee-Carter死亡率模型的Reduction Factor模型。
人口變化主要分成自然增加與社會增加,而自然增加是為出生扣掉死亡,社會增加則為移入扣掉移出。首先,本文先不考慮遷移的部分,各別以出生與死亡人口的變化為研究對象,視其變化為一隨時間變動的動態系統,以常微分方程來刻劃。由台灣地區人口統計資料顯示,出生率或死亡率都有逐年下降的趨勢,而且隨著時間而變化加劇的傾向,使得以往使用的模型不易捕捉變化,因此我們提出「二次逼近法」,從出生、死亡人數對時間的變化率與曲度利用數值分析的方式來估計出生與死亡數,進而從中找出在此動態系統背後隱藏的規則。而後再同時考慮其他各種變項,以偏微分方程來刻劃,最後即可建立台灣地區人口變化模型。 / In early population statistics, the population changes were regarded as a function of time so that people tended to
describe the variations by deterministic functions. For instance, Malthus proposed the Malthusian Growth Model in 1798; Gompertz presented Gompertz Model in 1825; Verhulst advocated using logistic function to describe an increase in population. In recent years, people tend to use the stochastic forecast method to analyse every factor term by term. For instance, the Age-Period-Cohort (APC) Model which was proposed by Holford in 1983; Lee and Carter proposed the Lee-Carter Mortality Model in 2003; and Renshaw and Haberman proposed the Reduction Factor Model in 2003 that improve the Lee-Carter Mortality Model.
The population changes equal to nature and social increase, where the nature increase is the difference between birth and death population, and the social increase is the difference between immigrants and emigrants. First, we focus on natural increase rather than social increase. Moreover, we use ordinary differential equation to decribe the variation as a dynamic system over time. From the data obtained from the Ministry of Interior Taiwan, we know that the fertility and mortality has been decreasing, and the change is getting more violent year by year. Under the consideration that previous models are not able to accurately present the changes of birth and death, we proposed "second-order (or parabola) approximation method." From the variation rates and curvatures of birth and death population, we estimated the population size. Furthermore, we want to find the rule in the dynamic system. Later we will consider other factors simultaneously, and describe them by partial differential equation. Finally, the population model is constructed.
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時間數列分析中控制設計之研究李朝元, Li, Zhao-Yuan Unknown Date (has links)
本文旨在探討控制設計,而誤差項採用自我迴歸移動平均隨幾模式,損失函數分為平
方誤差與一般函數兩種。全文一冊,共分五章,約三萬餘子。內容如下:
第一章 導論:說明控制設計之目的,理想控制設計的條件,及本文的結構。
第二章 自我迴歸移動平均隨機模式:說明模式的理論基礎,性質,應用及模式的建
立。
第三章 動態系統隨機模式:說明模式的性質,建立,及應用。
第四章 控制設計:分為前饋控制、回饋控制,及一般損失函數的控制。
第五章 結論:說明本文所採用方法的利弊。
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