近幾年來，國人自殺死亡率不斷提高，且自殺死亡從1997年起已連續多年列於國人十大死亡原因之一，所以自殺防治工作刻不容緩。本研究採用自殺防治中心在桃園縣六家居家服務單位(龍祥、中國、仁愛、紅十字、家輔及寬福)所做之問卷調查資料，目的在於找出何種特性者，BSRS5 (The Five-Item Brief Symptom Rating Scale)分數及自殺意念分數可能較高。本研究屬於時序性追蹤資料，自民國96年5月份起，由居服人員針對受測對象進行訪談，大約每隔兩週收集一次，總共進行四次。 針對問卷進行基本敘述性統計、單項排名分析以及交叉分析後發現，在人口特質方面，男女性比例相當，年齡層主要皆在65~84歲，教育程度以不識字及國小為主；在BSRS5五題排名方面，以第一題「睡眠困難(難以入睡或早醒)」的平均分數最高，第四題「覺得比不上別人」平均分數最低；由交叉分析的結果發現身體狀況為一個重要的變數，身體狀況差的人BSRS5總分6分以上或自殺意念2分以上明顯較多。 對資料配適廣義估計方程式及Alternating Logistic Regressions的結果，發現在反應變數為BSRS5總分時，女性、身體狀況差及曾經看過精神科者BSRS5分數達到6分以上的可能性較高。若反應變數為自殺意念時，無論是利用廣義估計方程式或Alternating Logistic Regressions，從模型配適的結果發現只有BSRS5的效應顯著。不管利用BSRS5總分或是各題分開來看，BSRS5對自殺意念是一個相當有效的檢測工具，BSRS5分數愈高則自殺意念2分以上的機會也愈高。此外利用多層結構分析方法配適廣義估計方程式，針對BSRS5與受測次數間的關聯性分析，發現與配適傳統unstructured相關性矩陣的估計結果差異不大，但是可以減少許多參數估計，並且在電腦計算時間上是較快速的。 / In Taiwan, suicide has been among the top ten causes of death since 1997, and suicide prevention has thus attracted much attention since. Using the data provided by Taiwan Suicide Prevention Center (TSPC), this study is aimed to find out possible personal characteristics that might have some impacts on the BSRS5 (the Five-Item Brief Symptom Rating Scale) and suicide ideation scores The data come from a longitudinal study in which subjects from six elderly home service centers in Taoyuan County, Taiwan were visited four times between May and July, 2007, about two weeks between each visit. The total number of subjects is 1981. The proportions of male and female are nearly the same, the age range is from 65 to 84, and most of them have only an elementary school degree. Preliminary analyses indicate that among the five items in BSRS5, insomnia (the first item) is ranked the highest, and inferiority (the fourth item) is the lowest. In addition, health status is highly correlated to the BSRS5 and suicide ideation scores, the worse the health status, the higher the BSRS5 and suicide ideation scores. Fitting the data with Generalized Estimating Equation (GEE) and Alternating Logistic Regressions models with respect to the BSRS5 score, we further find that female, those who have bad health status, and those who have ever consulted a psychiatrist have higher probability that the BSRS5 score is greater than 6. As far as the suicide ideation score is concerned, the BSRS5 score is the only covariate that is statistically significant, an indication that BSRS5 is a useful tool for screening subjects at risk of committing suicide. While the conclusions stay the same whether the data are analyzed through GEE with commonly used unstructured correlation structure or newly developed multiblock and multilayer correlation structure, the latter approach reduces the computer time significantly.

函數型資料分析為近年發展的統計方法。函數型資料是在一段特定時間上，我們只在離散的時間點上收集觀測值。例如:氣象觀測站所收集到的每月氣溫、雨量資料，即是一種常見的函數型資料。函數型資料主要有三種特色，共同趨勢性、觀測個體反應強度不同，觀測個體時間特色上的差異。本文研究主要是使用，Brumback與Lindstrom在2004所提出的自模型迴歸族(self-modeling)當作模型架構來處理函數型資料的趨勢性與個體反應強度。而為了處理函數型資料的時間差異性，我們在模型中加入時間轉換函數(time transformation function)，處理函數型資料的時間差異性步驟，這個過程稱為同步化。經過同步化的處理後，能幫助研究者更清楚資料的特性。模型中除了時間轉換函數的部份，其餘模型中的參數我們是利用馬可夫鏈蒙地卡羅法中的Gibbs Sampling來進行參數的抽樣，並以取出的抽樣值來估計參數。時間轉換函數的部份，我們使用概似懲罰函數(penalized likelihood function)來估計時間轉換函數的參數部份。由於函數型資料擁有趨勢性，我們預期不同類別的資料，會呈現不同的趨勢性，我們將利用此一特色當做分類上的標準。 關鍵詞:函數型資料分析、曲線同步化、曲線區別分析、馬可夫鏈蒙地卡羅法。 / Functional data are random curves observed in a period of time at discrete time points.They often exhibit a common shape, but with variations in amplitude and phase across curves.To estimate the common shape,some adjustment for synchronization is often made,which is also known as time warping or curve registration.In this thesis,splines are used to model the warping functions and the common shape. Certain parameters are allowed to be random.For the estimation of the random parameters,priors are proposed so that samples from the posteriors can be obtained using Markov chain Monte Carlo methods.For the estimation of non-random parameters, a penalized likelihood approach is used. It is found via simulation studies that for a set of random curves with a common shape,the estimated common shape function looks like the true function up to a location-scale transform,and the curve alignment based on estimated time warping functions looks reasonable.For two groups of random curves which differ in the group common shape functions,synchronization also improves the discrimination between groups in some cases. Key words: functional data analysis,curve registration,curve discrimination,markov chain monte carlo method.

為了符合國際清算銀行在 2006 年通過的新巴賽爾資本協定，且有鑑於近年 來整體經濟環境欠佳，銀行業者面對外部的規定以及內部的需求，積極地尋求 信用風險模型的建置方法，希望將整個融資的評等過程系統化以提高對信用風 險的控管。 本研究希望利用 92 至94 年未上市上櫃中小企業之營造業的資料，依循新 巴賽爾資本協定之規定並配合資料採礦的技術，擬出一套信用風險模型建置與 評估的標準流程，其中包含企業違約機率模型以及信用評等系統的建置，前者 能預測出授信戶的違約情形以及違約機率；後者則是能利用前者的分析結果將 授信戶分成數個不同的等級，藉此區別授信戶是否屬於具有高度風險的違約授 信戶，期待能提供銀行業者作為因應新巴賽爾協定中內部評等法的建置，以及 中小企業的融資業務上內部風險管理的需求一個參考的依據。 研究結果共選出 5 個變數作為企業違約機率模型建立之依據，訓練資料以 及原始資料的AUC 分別為0.799 以及0.773，表示模型能有效的預測違約機率 並判別出違約授信戶以及非違約授信戶。接著，經過回顧測試與係數拔靴測試， 證實本研究的模型具有一定的穩定性。另外，透過信用評等系統將所有授信戶 分為8 個評等等級，並藉由等級同質性檢定以及敏感度分析的測試，可以驗證 出本研究之評等系統具有將不同違約程度的授信戶正確歸類之能力。最後，經 由轉移矩陣可以發現，整體而言，營造業在2003 年到2005 年間的表現有逐漸 好轉的趨勢，與營造業實際發展情形相互比較之下，也確實得到相互吻合的結 論。 / In order to conform to the New Basel Capital Accord passing in 2006 by the Bank for International Settlements and due to the slump faced by economies globally and the rise in the number of defaulters in the recent years, the banking industry has aggressively looked for ways to establish the reliable credit risk model that can accommodate required regulations set forth by the Accord as well as the internal banking procedure demands. The banking industry attempts to standardize the process of evaluating credit rating in regards to capital risk in the loan business to enhance the control of credit risks. The attempt of this research is to perform the process of the establishment and evaluation of the credit risk model which includes the default risk model of companies and the credit rating system within the framework of the New Basel Capital Accord using the statistical tool known as data mining. The data adopted in this study is taken from the construction industry of the SMEs from 2003 to 2005. The default risk model assesses the probability whether a company is at risk of being defaulted. In addition the credit rating system assigns credit scores to a company in question based on the application result from the default risk model to differentiate those who have high risk of being defaulted. More importantly this research provides banking industry of varying degrees of complexity to monitor its risk assessment as well as becoming a reference basis of the loan business in the SMEs. Based on the result of this study, five variables are selected as the default probability model basis. The AUC for the training data is 0.799 and for the raw data is 0.773 which represents the accuracy and reliability of the model in predicting the probability of default risk and determining the likelihood of the companies to default. After series of testing, our model stability plays a key role in determining whether the algorithm produces an optimal model in this study. The credit rating system formulates credit scores of the companies into 8 credit ratings. Applying homogeneity test and sensitive analysis, this study is able to verify the validity and accuracy of the rating system to correctly classify different levels of credit risk that could have jeopardized the companies to default. Finally, through the transformation matrix, there has been an improvement trend of performance in the construction industry from 2003 to 2005 which coincides with the result of this study.

2008年，美國華爾街危機影響全球金融市場，即使美國擬出許多救市計畫，全球股市依舊暴跌。在此危機衝擊下，各大金融機構不但利潤下滑，且資產減記和信貸損失也愈來愈嚴重。造成此一現象的主因即是次級房貸的影響，次級房貸主要是針對收入低、信用不佳卻需要貸款購屋的民眾，這類客戶通常借貸不易，倘若銀行內部沒有完善的評等機制那放款則需承受較大的違約風險。為因應此趨勢，本研究以台灣未上市中小企業為實例，資料的觀察期間為2003至2005年，透過資料採礦流程，建構企業違約風險模型及其信用評等系統。 本研究分別利用羅吉斯迴歸、類神經網路、和分類迴歸樹三種方法建立模型並加以評估比較其預測能力。發現羅吉斯迴歸模型對於違約戶的預測能力及有效性皆優於其他兩者，並選定為本研究之最終模型，並對選定之模型作評估及驗證，發現模型的預測能力表現尚屬穩定，確實能夠在銀行授信流程實務中加以應用。 / In 2008, the financial crisis on Wall Street had severe impacted the global economy. Although the US government has drawn up regulatory policies in an attempt to save the stock market, the value of global stock market has shrunk drastically. As such, the profits of many financial institutes’ have not only plunged, their value of assets have decreased while loss related to mortgage became more severe. The main cause behind this global phenomenon can be attributed to the effect of subprime mortgages. Subprime mortgages are mainly aimed at consumers who have low income and poor credit history but wish to purchase homes through the means of mortgage. These consumers usually find it difficult to obtain mortgage loans. If banks do not have a well structured evaluation system, they would have to bear more risks in the case of a default. To better understand this trend, this research chooses middle and small private enterprises as its samples. The period of observation is 2003 to 2005. Using the data mining process, this research builds a model that shows the risk associated with contract failure and credit score system. The research builds a model based on logistic regression, Neural Network, and cart to compare and contrast each of the three model’s ability to predict. The result shows that logistic regression is better at predicting defaults and is more effective than the other two models. The research, therefore, concludes logistic regression model as the research’s final model to study and evaluate. In process, the research result demonstrates that the logistic regression model makes more precise prediction and its prediction is fairly stable. Logistic regression model is capable for banks to employ in performing credit check.

隨著國內法令規範對於隱私政策更加重視，國內外企業組織因應鉅額罰款與政策的施行，再加上個人資料外洩事件頻傳，各企業無不擔心客戶資料的保護與落實內部資料控制。而大型政府機關或企業，由於服務範圍廣大，應用系統繁多，針對資料外洩的保護與落實，將更加的複雜。大部份的組織針對實體文件、安全性儲存設備管制、使用採購防火牆設備等，皆有進行相關的管理與設備的採購，但上述機制未能解決應用系統的資料外洩問題。對稽核人員而言稽查應用程式是否有資料外洩之虞，由應用程式原始程式碼相當實為不易，而新制定一套更安全存取控管的介面更需投入相當高的成本與時間。 / 本研究在設計與實作資料外洩稽核工具，參考國際標準ISO27002與ISO 13569資訊安全作法，摘選出應用系統資訊安全指引，並根據實務經驗與金融產業的系統特性，找出資料外洩存取規則(Rules)。除此之外需搭配資料庫執行指令記錄器(DB Logger)，由大量的資料庫指令紀錄中快速產生稽核報表，藉以協助稽核人員查核資料外洩的線索並督促組織內部問題的改善，以落實內部資料控管政策與外部法令要求。 / The rapid spread of information technologies into every facet of our life results in a surge in attention to privacy recently. Bills are enacted and a comprehensive privacy policy becomes a sign of a responsible corporation. However, the complexity and diversity of application systems of information makes it very difficult to ensure that the information systems conform to all the privacy regulations and polices. Although most corporations have established some privacy policies for controlling physical documents and various hardware devices, the main problem for data leakage is at application layer. Application developers could retrieve sensitive data by exploiting application flaws. This poses great challenges to information system auditors. Firstly, it is rather difficult for auditors to review the code to spot the flaws. Secondly, it is impractical to make a new coding standard and re-write the legacy applications accordingly. Thirdly, application developers lack the motivation to improve the protection level of existing systems. / This thesis argues that a database audit tool can partly address the above difficulties faced by auditors. Specifically, we design and implement a tool for data leakage auditing. We derive right rules for identifying the potential sources of data leakage by referencing to information security practices such as ISO27002 and ISO 13569, and our practical experience in financial industry. Our tool makes good use of the database logger to produce an audit report based on those rules. The audit reports provide not only useful hints for auditors to detect possible data leakage, but also good evidence for urging developers to enhance their applications for privacy protection.

都市發展固然帶動了經濟成長、生活舒適、交通便利等諸多正面效益，但隨著都市不斷向外發展之成果，卻也帶來了都市內的空間擁擠、交通壅塞、空氣汙染、生活環境惡化等現象，以及都市外的分散、無秩序蔓延發展等環境問題。為解決這些問題，都市規劃者提出大眾運輸導向發展理念。從都市化之觀點來看，發展大眾運輸導向能降低都市蔓延，提昇都市內之使用密度，減少私人運具之使用，進而降低能源消耗、改善空氣品質。然而，運輸建設具有改變土地使用模式與活動區位，進而帶動人口、產業在空間上重新分布的特性；當運輸建設的興建促使周邊都市活動頻繁時，少有研究探討到大眾運輸導向帶來的效益，是否會隨著人口、產業往捷運沿線聚集，反而使交通流量增加，進而造成空氣品質愈加惡化之問題。因此，本研究從捷運營運前後台北市空氣品質變化之觀點，以台北市433個里之1995年至2006年為研究範圍，以懸浮微粒為汙染變數，運用空間分析法和長期追蹤資料實證分析法，探討捷運、人口及產業三者對空氣品質之影響程度。 / 研究結果顯示，人口密度和就業密度對懸浮微粒濃度有顯著正向影響，因此，政府在推廣大眾運輸導向理念，鼓勵人口和產業往捷運沿線發展時，需有完善配套措施，否則將導致反效果－空氣品質的惡化。而有捷運經過之村里對懸浮微粒濃度有顯著正相關；但是分析各年度懸浮微粒可發現，台北市年平均懸浮微粒濃度下降，且隨捷運路網愈加完善，空氣品質愈好。因此，捷運建設雖造成沿線懸浮微粒濃度的上升，但卻降低了整體懸浮微粒濃度，提昇台北市空氣品質。 / Urban development is driven by economic growth, comfortable living, convenient transportation and other positive benefits. However, the results of urban development also brought crowdedness, traffic congestion, air pollution, environment degradation inside the city, and sprawl development out of the city. To solve these problems, urban planners proposed mass transit-oriented development (TOD) concept. From the perspective of urbanization, developing TOD can reduce urban sprawl, enhance the use of space inside the city, and reduce the use of cars. Further, these can decrease energy consumption and improve air quality. However, a transportation system can change the land-use patterns and redistribute the population and industries. Few studies have discussed whether the benefits of TOD will gather people and industries along the mass rapid transit (MRT), where results in the increase in traffic and more deterioration of air quality are inconclusive. Therefore, from the perspective of air quality varies over time in Taipei before and after the operation of MRT, this study uses spatial analysis and panel data analysis to investigate the impact of MRT, population and industry on air quality in 433 villages of Taipei City from 1995 to 2006. / The results show that population density and employment density have significant positive effects on the concentrations of PM10. Thus, when promoting the concept of TOD and encouraging the development of population and industry along the rapid transit, the Government should plan and implement the proper procedure; otherwise they will result in rising air pollution. The villages along the rapid transit have significant positive effects on the concentrations of PM10. However, analysis of the annual PM10 concentration can be found that the annual average has declined in Taipei City; the air quality will be better with a more extensive rapid transit network. Although the construction of transit system will cause the increase in the concentration of PM10 along the rapid transit, it has decreases the overall concentration of PM10 in Taipei City.

於這篇論文中，我們運White (2000)的Reality Check與Romano and Wolf (2005)的stepwise multiple test檢測交易策略的獲利性以更正資料窺探的偏誤。不同於先前運用資料窺探法則的研究，我們的研究以技術分析及時間序列預測兩者為依歸來建立交易策略，另外我們探討的市場集中在六個主要的亞洲股票市場。大致上，我們發現鮮少證據支持技術交易策略的獲利性；於基礎分析中且考慮交易成本時，只有少數幾個獲利性交易法則出現於兩個興新市場。另外在子樣本期間中，我們發現獲利性策略的表現並不穩定且這幾年來獲利性有逐漸變弱的趨勢。在進階分析中，我們發現沒有任何交易策略表現優越於基本的買進持有策略。 / In this paper, we exam the profitability of trading strategies by using both White’s (2000) Reality Check and Romano and Wolf (2005)s’ stepwise multiple test that correct the data snooping bias. Different from previous studies with the data snooping methodology, our analysis set the universe of forecasts (trading strategies) based on both technical analysis and time series prediction, and the markets which our investigation focuses on are six major Asian stock markets. Overall we find little supportive evidence for the profitability of trading strategies. Our basic analysis shows that there are only few profitable trading strategies detected for two emerging markets while transaction costs are taken into account. Moreover, the performances of the profitable strategies are unstable and the profitability becomes much weaker in the recent years as we find in the sub-periods. In further analysis, we also find that there is no trading strategies in our universe that can outperform the basically buy and hold strategy.

本研究探討影響學生學業成就的學校、家庭、學生個人及背景因素，研究中以後設分析的方法計算出許多自變項的效應量大小。本研究的資料取自台灣教育長期追蹤資料庫（TEPS），包括2868名學生在2001年至2007年間接受的四波追蹤調查資料。研究結果發現，學校、家庭、學生個人及背景因素對學業成就之平均效應量具有顯著差異，其中以學生的「先前學業成就」具有最大的效應量，對綜合能力、數學能力及一般分析能力的效應量分別是2.39、1.45和1.90；其次為「背景因素」（效應量分別為.65、.53、.59）；再其次則為「家庭因素」及「學生投入」，但此兩者效應量小，且彼此間無顯著差異；而學校因素的平均效應量最小。最後，本研究針對研究結果提出多項教育實務的建議。 / The purpose of this study is to examine the longitudinal effects of school, family, student, and demographic factors on students’ academic achievement. A method of meta-analysis was used to estimate the magnitude of the effect size of various dependent variables. The data was obtained from Taiwan Education Panel Survey (TEPS). The members of the tracked panel of 2868 high school students were selected as samples for this present research. The tracked panel received four waves of questionnaires and standard tests from 2001 to 2007. The results of the present analysis shows significant differences between the mean effect sizes of the factors associated with academic achievement, and that students’ prior achievement had the largest effect size of 2.39, 1.45, and 1.90, respectively, based on the comprehensive ability score, the general analytic ability score, and the mathematic ability score. The demographic factor showed the second largest mean effect size (.65, .53, .59), larger than that of the family factor and students’ engagement, which both showed small effect without significant differences from each other. And the school factor showed the least mean effect size. In addition, it was found that the mean effect of all the variables based on the comprehensive ability score (.43) was significantly larger than that based on the general analytic ability score and on the mathematic ability score, specifically. Practical implications and suggestions are given in the present research after the general discussion of the research findings.

在財政適足的原則下，尋求公平與效率間的平衡點，一直是租稅制度所探討的重點，而針對租稅結構的討論更是焦點所在，可是對於稅務行政組織的檢討卻相對不受重視，惟一國租稅制度主要係由該國租稅結構與稅務行政組織所構成，所以不僅是租稅結構會影響國家整體資源的配置，稅務行政組織的調整亦是。觀察我國稅務機構之形成，諸多興革，每為遷就現實環境需要，暫行從權，欠缺具長期性、整體性與前瞻性之規劃，使得整個組織架構不甚協調。目前各級政府財政狀況日益惡化，行政效率亦履遭詬病，政府再造或是行政組織重整已成各界關注的焦點，因此本文先藉由相關文獻研究歸納採行稅務行政一元化或二元化之優缺點並與實務觀察作比較分析，再利用資料包絡分析法（DEA）從效率面著手，以臺北市稅務稽徵組織（臺北市國稅局與臺北市稅捐稽徵處）為樣本，除可瞭解稅務行政機關之效率表現外，亦可藉由實證數據佐證，重新評估現行稅務行政組織架構之妥適性。本文依據相關文獻研究及實證分析結果作以下結論：一、整體而言，臺北市稅捐稽徵處在總技術效率、純技術效率及規模效率的表現與穩定度，均不若臺北市國稅局，顯示無效率的原因除了資源運用的無效率外，未在最適規模下經營，亦是主要原因。二、就近十年來的變化觀察，2003年以後，臺北市稅捐稽徵處雖然在純技術效率表現上能與臺北市國稅局並駕其驅，但其規模效率之表現卻更形惡化，致總技術效率與臺北市國稅局相較仍有相當差距。三、推論原因，應為2003年後加值型與非加值型營業稅由國稅局收回自徵，地方稅捐稽徵單位雖然在資源使用上已作調適，但為達便民之效，仍維持原先各稽徵所的設置，造成規模不當，致無法在最適規模下從事稽徵工作。四、採行稅務行政一元化體制可收簡政便民、經濟節約、人員運用調度靈活且不影響地方財政自主等優點，佐以稽徵效率之實證數據，檢視我國現行稅務行政二元化的組織體系實有重行評估回復一元化體制之必要性。五、對民眾而言，政府係一體的組織，任何政府再造或組織調整工作，應有更大格局作通盤的考慮，才能真正運用有限資源並提升行政效率。基於提升稅務稽徵效率，避免稅務行政人力與資源配置的浪費，本文建議採取稅務行政一元化之組織體系，將地方稅委由國稅局代徵，地方稅務人力移撥至國稅局，或者整併為內地稅務局，統理內地稅之稽徵，藉由資源重組、整合的方式，讓有限的資源可以獲得更靈活的調度與運用。另為減少阻力，代徵經費可以視地方財政狀況從輕或是免除，以提高地方政府或議會同意的意願、降低合併阻力。

臺灣於1990年放寬銀行設立的限制後，本國銀行和外商銀行的數目快速增加，使得金融市場更加競爭，因此銀行的經營績效是個重要的議題，銀行可透過績效的評估結果找出可能的改善方向。本國銀行與外商銀行的進入條件、經營形態、銀行制度等因素可能使得兩種類型的銀行生產技術有所不同，因此本研究採用全域共同邊界法研究37家本國銀行與20家外商銀行在2005-2015年間效率與生產力的分析，並採用變動規模的方式拆解Malmquist生產力指數，使得生產力變動來源能更精準地衡量。最後使用Tobit迴歸分析找出影響銀行技術效率、最佳實務差距和技術差距比率之因素。 / Since Taiwan relaxed the restriction of setting up a bank in early 1990s, the number of both domestic and foreign banks in Taiwan had increased rapidly. This leads to the result that the financial market become more competitive. Consequently, the performance of bank is an important issue. It can be used to find some way for improvement. Due to the different entry conditions, types of operating system and bank systems between domestic and foreign banks, this paper uses global metafrontier approach to research the efficiency and productivity change of 37 domestic banks and 20 foreign banks during 2005-2015 in Taiwan. Furthermore, this research adopts VRS to decompose Malmquist productivity indexes, which makes the sources of the productivity change can be measured more accurately. Finally, Tobit regression analysis is used to investigate the factors accounting for the differences in technical efficiency, best practice gap and technology gap.