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零售商主導下CPFR銷售預測例外管理風險評估模型之研究-以國內某零售商為例陳瑞鴻 Unknown Date (has links)
由於隨著產品生命週期不斷的縮短,利用CPFR可幫助企業降低存貨管理的成本與提昇效率,然而有良好的銷售預測對降低存貨成本是極為重要的。因此,為了讓銷售預測更為準確,一個良好的例外管理機制,可以幫助企業有效率地辨識及處理銷售預測例外品項,對於銷售預測是有所幫助的。因此,本研究希望發展一個例外管理的風險評估模型,能夠讓企業在進行CPFR時銷售預測的例外管理活動時能夠了解組織需要承擔的風險來源有哪些,透過風險評估模型的計算可以事前估計因例外管理活動失效而造成銷售預測錯誤的機率有多高,進而作為企業進行例外管理活動之參考。本研究利用文獻探討及個案訪談從例外管理活動中篩選風險因子,並運用因素分析法及羅吉斯迴歸模型構建本研究之風險評估模型,以實際預測資料驗證本研究模型之正確性。
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羅吉斯迴歸模型之變數選擇方法吳靜瑤, WU, JING-YAO Unknown Date (has links)
在我們建立迴歸模型時,必須針對研究的目的去探求與相依變數有關的自變數,而且
這些自變數應能合理的解釋相依變數,然而這些自變數的組合數一定很大;所以在一
般線性迴歸分析中,最重要也是最困難的問題是如何選取模式中的自變數,棄卻不太
重要的自變數,獲得最後的模型,以符合經濟原則。
而近年來非線性迴歸模型在各種領域裡廣泛地被使用,這些線性回歸模型之自變數的
選取較線性迴歸模型之自變數的選取困難,因其必須用反覆的技術來找最大概似估計
量,然後利用此最大概似估計量來做為選取自變數的基礎所以計算的成本較高。
本文將以處理相依變數為屬質變數的羅吉斯迴歸模型(LOGISTIC REGRESSION MODEL
)為主要研究對象;首先導出此模型的CP統計量,以CP來作為選取自變數的準則;其
次介紹一種透過對數概似近似函數及一些資料的轉換,將羅吉斯迴歸模型之自變數選
擇問題變換成一般線性迴歸模型的自變數選擇問題;然後作一個模擬分析比較不經變
數變換與經變數變換的方法,所選出的自變數組合是否大致相同,若其差異不大,則
表示此種變數變換方法確時有效,往後遇到類似的非線性迴歸之自變數的選取都可轉
換成一般線性迴歸的問題來解決,可簡化許多計算過程,此亦為本文研究的目的。
本文結構:本文共分六章
第一章 緒論,說明井究動機與目的
第二章 建立羅吉斯迴歸模型(LOGISTIC REGRESSION MODEL )及定義其殘差(
RESIDUAI)
第三章 探討非線性模型之自變數選擇方法及針對LOGISTIC REGRESSION 求其CP統計
量。
第四章 介紹一重經過變數變換的自變數選擇程序及其應用的原理。
第五章 模擬分析,比較第三章與第四章所述二種方法的差異。
第六章 結論。
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台灣地區影音著作盜版率之研究 / The study of audio-visual works' piracy rate in Taiwan.邱奕傑, Chiu,Yi-Jye. Unknown Date (has links)
隨著資訊科技的發展與網際網路的普及,音樂與電影光碟盜版的問題也逐年嚴重,然影音盜版不僅影響權利人團體,影音業者及創作者之生存,亦攸關我國智慧財產之發展,更常成為我國在國際貿易諮商上的重要課題。在種種緣由與現況下,得使國內許多產、官、學、研團體想去研究影音盜版的相關議題,以了解其嚴重程度如何,或有無較客觀合理的指標或評估方式?並進一步研擬有效方法來防範盜版問題進一步惡化,為此上述問題乃是本研究之源起。
目前所有的影音盜版研究,多著重在計算盜版率,探討盜版因素,盜版行為的心理與法制問題,皆還尚未針對影音盜版率,建構出可供學者推論的盜版率機率分配,及其他相關的數量研究,因此,本研究的主要實証方向,乃根據2004年經濟部智慧財產局(intellectual property office ministry of economic affairs,R.O.C)委託政治大學之消費者調查資料,就音樂CD、影音VCD/DVD兩部分,針對筆者有興趣之變項(性別、年齡、有無上網下載等),(1)分別建構各自的混合分配並了解其分配間的差異與趨勢, (2)探討消費者對盜版行為的態度,(3)了解消費者對喜好的光碟所願付價格之差異,(4)建立盜版率分配的信賴帶,以及(5)針對現有的調查資料進行盜版辨別。
最後,就查緝盜版與維護智慧財產權兩方面,實證分析提供政府相關單位作為參考的依據,以求擬訂周詳且完善的措施來防範日益惡化的盜版問題。 / With the development of computer technology and widespread of internet, the piracy problem goes more serious. The piracy situation makes much influence not only on the rights of international oblige societies but also the growing of the intellectual properties in Taiwan. Moreover, it becomes the rock on the road of international commercial negotiations. Beyond the serious situation in the mean time, more researchers and relevant organizations on the island are trying to pay more attention to this important issue. This research intends to understand several questions: How is the actual situation on the piracy problem? Are there any objective evaluation ways? Are there any effective policies to prevent it from going deeper? These questions lead to this research.
In the meantime, most of Audio & Video piracy research emphasized only on calculating the piracy rate, or the reasons, or the relevant psychological and law problems, but few on piracy quantitative studies. Therefore the mainly intention of this research is based on the data from the IPO(Intellectual Property Office Ministry of Economic Affairs, ROC), which is executing by National Chengchi University. As for the two parts concerning music CD and visual VCD/DVD, and the variables those I am highly interested including gender, age, education level, downloading or not.
The empirical study results show as below: (1)The piracy rate distribution corresponds with the Mixed Model, that mean that it have been proportionally mixed two degenerate distribution (while X=0 and 100) with the Normal distribution. (2) On the facets of distribution differences and trends analysis, not only music CD and visual VCD/DVD, the results of the research by Mann-Whitney test and Kolmogorov-Smirnov two sample test both reveal the rising tendency of overall piracy rate. The generation of 20~29 years old is the mainly pirate group, moreover, higher education grades group does the more pirating behaviors, and lower income group intends more unauthorized copying conducts. Furthermore, along with the development of internet technology, the infringement behavior is more serious on the network connectors than the non-network downloaders. (3) Under surveying the opinions of consumers about the piracy, regardless of whether music or movies, the deviation is more serious on male than female, under 30-year-old than above, low educated than high, low income than high, pirate than non-pirate, downloaders than non-downloaders. The problem locates not only the lack of the concepts and recognition on the intellectual properties rights, but also the scarce of moral or legal limitations on the unauthorized rebuilding or downloading. But in the other curious facet, although the higher grade educated groups got more equitable standpoints on the piracy discussion, but evidenced depend upon the collected data they are also mainly the group who did the piracy behaviors more. (4) On the price range that a consumer would like to pay for, most of the pirate consumer tends to pay low price to buy the A/V goods, most of the non-pirating consumer group tends to pay general price to buy ones, and no significant difference of these two groups with high price, (5) On the facets of confidence bands on the whole music CD and visual VCD/DVD pirating rate, because of the specialties of pirating data- the higher frequency while the piracy rate values 0 and 100, so that the upper and lower bound reveals at 0 and 100. Futhermore, the confidence bands obtains from the population distribution function, therefore it’s suitable for the goodness-of-fit test. The results met the Kolmogorov-Smirnov one sample test. (6) On the data recognition facets, the logistic regression model of piracy is constructed in this research. Classification from the fitted logistic regression models, the results reveals 107 non-pirate are mis-judged to pirating behaviors, 186 pirating samples are neglected to non-pirate ones, the correct recognition rate goes high of 88 %.
Key Words:Piracy Rate, Mixture Models, Mann-Whitney, Kolmogorov-Smirnov, Logistic Regression Model, Nonparametric Statistics.
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「未來事件交易所」的選舉預測分析 / Analysis of Election Prediction of xFuture辛栢緯 Unknown Date (has links)
選舉事件在台灣一直是屬於重大事件,民眾對於選舉事務都非常關心。根據童振源等人(2009)和Forsythe, Rietz and Ross(1999),透過預測市場的機制來預測選舉結果非常準確,所以近年來預測市場也變得越來越熱門,新聞媒體也開始大幅報導未來事件交易所的預測結果。本論文將透過實證的方式探討除了價格之外,加入與未平倉相關的資訊是否能夠幫助我們更有效地預測選舉結果,並以此建議未來事件交易所揭露網站內的期貨未平倉合約量這項資訊,以提供交易人參考。
本論文使用資料為未來事件交易所中關於2008年總統選舉、立委選舉以及2010年五都市長選舉的資料,資料期間皆為各選舉的最後兩個交易日的資料,採用的變數有最後交易日的合約加權平均價格、最後交易日的合約未平倉量、最後交易日的合約成交量和最後交易日之價格漲跌及未平倉量增減的相乘項,並利用羅吉斯迴歸來幫助預測分析。
研究結果顯示:(一)與過去的研究結果相符合,未來事件交易所中選舉期貨合約的價格能有效幫助預測選舉的結果;(二)未平倉量和成交量均無法幫助預測選舉結果,這可能是由於未來事件交易所使用虛擬貨幣進行交易以及保證金制度,使得部分交易人在交易成交後不再關注自己的部位或是損益所導致;(三)利用最後交易日價格漲跌及未平倉量增減所得到的相乘項對於預測選情有顯著的幫助,當相乘項越大的時候,候選人當選的機率也隨之越小。
一般期貨交易中,透過未平倉合約量這項資訊可幫助交易人得到更多的資訊。而未來事件交易所的選舉期貨合約之未平倉量雖然無法提供額外的資訊,但是仍然建議可以將這項資訊揭露以供交易人參考。此外,相乘項在預測選情時能提供顯著的幫助,因此在交易上或是預測上都可以參考這項資訊以做出更佳的判斷。
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線性羅吉斯迴歸模型的最佳D型逐次設計 / The D-optimal sequential design for linear logistic regression model藍旭傑, Lan, Shiuh Jay Unknown Date (has links)
假設二元反應曲線為簡單線性羅吉斯迴歸模型(Simple Linear Logistic Regression Model),在樣本數為偶數的前題下,所謂的最佳D型設計(D-Optimal Design)是直接將半數的樣本點配置在第17.6個百分位數,而另一半則配置在第82.4個百分位數。很遺憾的是,這兩個位置在參數未知的情況下是無法決定的,因此逐次實驗設計法(Sequential Experimental Designs)在應用上就有其必要性。在大樣本的情況下,本文所探討的逐次實驗設計法在理論上具有良好的漸近最佳D型性質(Asymptotic D-Optimality)。尤其重要的是,這些特性並不會因為起始階段的配置不盡理想而消失,影響的只是收斂的快慢而已。但是在實際應用上,這些大樣本的理想性質卻不是我們關注的焦點。實驗步驟收斂速度的快慢,在小樣本的考慮下有決定性的重要性。基於這樣的考量,本文將提出三種起始階段設計的方法並透過模擬比較它們之間的優劣性。 / The D-optimal design is well known to be a two-point design for the simple linear logistic regression function model. Specif-ically , one half of the design points are allocated at the 17.6- th percentile, and the other half at the 82.4-th percentile. Since the locations of the two design points depend on the unknown parameters, the actual 2-locations can not be obtained. In order to dilemma, a sequential design is somehow necessary in practice. Sequential designs disscused in this context have some good properties that would not disappear even the initial stgae is not good enough under large sample size. The speed of converges of the sequential designs is influenced by the initial stage imposed under small sample size. Based on this, three initial stages will be provided in this study and will be compared through simulation conducted by C++ language.
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基於累積殘差之廣義線性模型的模型檢查 / Model-checking techniques based on cumulative residuals for the generalized linear model林宜蓉 Unknown Date (has links)
基於累積殘差的廣義線性模型檢查方法,由Su和Wei(1991)所提出。在本次研究中利用蒙地卡羅模擬的方式探討,在各種模型下該檢定方法的成效,當中包含:卜瓦松迴歸模型、羅吉斯迴歸模型及負二項迴歸模型。由於負二項分配相較於卜瓦松分配及二項分配多了一個參數r,其中負二項分配之隨機變數定義為:直到第r次成功之失敗次數。因此,亦探討了在不同參數r下,基於累積殘差的廣義線性模型檢查方法是否有成效上的差異。結果發現,當r較小時,該模型檢查方法,需要較多的樣本數;而當參數r過大時,由於參數r的估計結果與實際值差異過大,便會導致檢定結果成效不佳。另一部分,亦將基於累積殘差的廣義線性模型檢查方法輔以傳統的迴歸模型參數T檢定,使得模型的適合度檢定流程趨於完善。
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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.
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