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The Analysis of Price Strategy in Domestic Oil marketYang, Sin-cheng 27 June 2006 (has links)
After experienced two energy crises, the shock of oil price volatility has become more and more critical economically and strategically. In recent years, the phenomena of high demand, high oil production, and high price of oil have resulted in significant impact on economy and people¡¦s welfare in Taiwan. Two major suppliers are Chinese Petroleum Corporation (CPC) and Formosa Petrochemical Corporation (FPC) in Taiwan. Their responsive strategy become more challenging. To discuss this subject deeply, the event study is applied to understand how the differential price strategy influences their operation. Besides, the non-parametric method is also used to analyze the behavior of the competitive price.
Empirical results indicate that after taking the measure of remaining price constant, total sales volume of CPC doesn¡¦t increase. In the other hand, total demand of FPC decreases as expected after increasing price. The results also show that CPC¡¦s operation becomes poorer, and FPC¡¦s operation becomes better. The reason behind FPC¡¦s success may be by expanding foreign market timely. However, the statement needs more data to prove it. Finally, two chosen strategic behaviors can¡¦t explain the price setting of unleaded gasoline, but Bertrand¡¦s statement may explain the phenomenon of price-cutting in 98 unleaded gasoline.
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Short Term Load Forecasting Using Semi-Parametric Method and Support Vector MachinesJordaan, JA, Ukil, A 23 September 2009 (has links)
Accurate short term load forecasting plays a very
important role in power system management. As electrical load
data is highly non-linear in nature, in the proposed approach,
we first separate out the linear and the non-linear parts, and
then forecast the load using the non-linear part only. The Semiparametric
spectral estimation method is used to decompose a
load data signal into a harmonic linear signal model and a nonlinear
trend. A support vector machine is then used to predict
the non-linear trend. The final predicted signal is then found by
adding the support vector machine predicted trend and the linear
signal part. With careful determination of the linear component,
the performance of the proposed method seems to be more
robust than using only the raw load data, and in many cases
the predicted signal of the proposed method is more accurate
when we have only a small training set.
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Modelling transport, accessibility and productivity in ÖresundPetersen, Tom January 2004 (has links)
<p>This licentiate thesis is about the provision of transportinfrastructure and the regional impacts of such provision.Three different techniques have been investigated that can beused for the assessment and forecasting of the effects ofinfrastructure: transport demand models and parametric andnon-parametric econometric estimation techniques. The maininterest is focused around the regional effects of theÖresund fixed link, which was opened on July 1, 2000.</p><p>The thesis is a collection of three papers plus a generalintroduction: papers 1 and 2 are concerned with the effect ofaccessibility in the transport networks on productivity on anindividual firm level. In paper 1, a translog cost function,extended with an accessibility variable, is estimated for 24business aggregates using panel data techniques and tests on adataset covering single workplaces in Scania over the years199098. The results are not conclusive, and cannot beused for forecasting of the after-situation. In paper 2, anon-parametric method, propensity score matching, is applied onthe same dataset to test if productivity differs in highaccessibiliby areas compared to those with low accessibility,while controlling for other differences between firms. Theresult here is the same as in the first paper: for no businessthere is a significant difference in productivity that can berelated to accessibility. In paper 3, a framework for theexternal validation of models of transport, landuse andenvironment is developed, with a focus on transport forecastmodels. The scenario assumptions and forecast results ofearlier models are presented and compared. A before-and-afterdatabase under construction for the Öresund region is alsopresented, to be used for validation of such models.</p><p><b>Key words:</b>infrastructure assessment, validation,Öresund, transport demand models, regionalconsequences.</p>
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Modelling transport, accessibility and productivity in ÖresundPetersen, Tom January 2004 (has links)
This licentiate thesis is about the provision of transportinfrastructure and the regional impacts of such provision.Three different techniques have been investigated that can beused for the assessment and forecasting of the effects ofinfrastructure: transport demand models and parametric andnon-parametric econometric estimation techniques. The maininterest is focused around the regional effects of theÖresund fixed link, which was opened on July 1, 2000. The thesis is a collection of three papers plus a generalintroduction: papers 1 and 2 are concerned with the effect ofaccessibility in the transport networks on productivity on anindividual firm level. In paper 1, a translog cost function,extended with an accessibility variable, is estimated for 24business aggregates using panel data techniques and tests on adataset covering single workplaces in Scania over the years199098. The results are not conclusive, and cannot beused for forecasting of the after-situation. In paper 2, anon-parametric method, propensity score matching, is applied onthe same dataset to test if productivity differs in highaccessibiliby areas compared to those with low accessibility,while controlling for other differences between firms. Theresult here is the same as in the first paper: for no businessthere is a significant difference in productivity that can berelated to accessibility. In paper 3, a framework for theexternal validation of models of transport, landuse andenvironment is developed, with a focus on transport forecastmodels. The scenario assumptions and forecast results ofearlier models are presented and compared. A before-and-afterdatabase under construction for the Öresund region is alsopresented, to be used for validation of such models. Key words:infrastructure assessment, validation,Öresund, transport demand models, regionalconsequences.
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Some Inferential Results for One-Shot Device Testing Data AnalysisSo, Hon Yiu January 2016 (has links)
In this thesis, we develop some inferential results for one-shot device testing data analysis. These extend and generalize existing methods in the literature.
First, a competing-risk model is introduced for one-shot testing data under accelerated life-tests. One-shot devices are products which will be destroyed immediately after use. Therefore, we can observe only a binary status as data, success or failure, of such products instead of its lifetime. Many one-shot devices contain multiple components and failure of any one of them will lead to the failure of the device. Failed devices are inspected to identify the specific cause of failure. Since the exact lifetime is not observed, EM algorithm becomes a natural tool to obtain the maximum likelihood estimates of the model parameters. Here, we develop the EM algorithm for competing exponential and Weibull cases.
Second, a semi-parametric approach is developed for simple one-shot device testing data. Semi-parametric estimation is a model that consists of parametric and non-parametric components. For this purpose, we only assume the hazards at different stress levels are proportional to each other, but no distributional assumption is made on the lifetimes. This provides a greater flexibility in model fitting and enables us to examine the relationship between the reliability of devices and the stress factors.
Third, Bayesian inference is developed for one-shot device testing data under exponential distribution and Weibull distribution with non-constant shape parameters for competing risks. Bayesian framework provides statistical inference from another perspective. It assumes the model parameters to be random and then improves the inference by incorporating expert's experience as prior information. This method is shown to be very useful if we have limited failure observation wherein the maximum likelihood estimator may not exist.
The thesis proceeds as follows. In Chapter 2, we assume the one-shot devices to have two components with lifetimes having exponential distributions with multiple stress factors. We then develop an EM algorithm for developing likelihood inference for the model parameters as well as some useful reliability characteristics. In Chapter 3, we generalize to the situation when lifetimes follow a Weibull distribution with non-constant shape parameters. In Chapter 4, we propose a semi-parametric model for simple one-shot device test data based on proportional hazards model and develop associated inferential results. In Chapter 5, we consider the competing risk model with exponential lifetimes and develop inference by adopting the Bayesian approach. In Chapter 6, we generalize these results on Bayesian inference to the situation when the lifetimes have a Weibull distribution. Finally, we provide some concluding remarks and indicate some future research directions in Chapter 7. / Thesis / Doctor of Philosophy (PhD)
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Entwicklung einer Analysemethode für Institutional Repositories unter Verwendung von NutzungsdatenHenneberger, Sabine 31 October 2011 (has links)
Nutzungsdaten von elektronischen wissenschaftlichen Publikationen und insbesondere die Anzahl ihrer Downloads rücken mit der Verbreitung des Internets zunehmend in den Blickpunkt des Interesses der Autoren, der Herausgeber, der technischen Anbieter und der Nutzer solcher Publikationen. Downloadzahlen von Publikationen, welche durch Auswertung der Protokolle der IT-Systeme der Anbieter ermittelt werden, sind solche Nutzungsdaten. Die Erhebung erfolgt durch Filterung aller stattgefundenen Zugriffe und Summierung über eine definierte Zeiteinheit. Downloadzahlen sind Gegenstand wissenschaftlicher Untersuchungen, in welchen das Konzept des Citation Impact auf die Nutzungshäufigkeit einer Publikation übertragen und der sogenannte Download Impact gebil-det wird. Besonderes Augenmerk wird dem Zusammenhang von Citation Impact und Download Impact gewidmet. Handelt es sich um Open-Access-Publikationen, muss davon ausgegangen werden, dass in den Downloadzahlen nicht nur menschliche, sondern auch maschinelle Zugriffe erfasst wurden, da eine sichere Unterscheidung unmöglich ist. Das hat zur Folge, dass die gewonnenen Daten für die einzelnen Publikationen unzuverlässig sind und starken Schwankungen unterliegen. Trotzdem enthalten sie wertvolle Informationen, welche mit Hilfe der Mathematischen Statistik nutzbar gemacht werden können. Mit nichtparametrischen Methoden ausgewertet, geben Downloadzahlen Auskunft über die Sichtbarkeit von elektronischen Publikationen im Internet. Diese Methoden bilden den Kern von NoRA (Non-parametric Repository Analysis), mit deren Hilfe die Betreiber von Open Access Repositories die Downloadzahlen ihrer elektronischen Publikationen auswerten können, um Sichtbarkeitsdefizite zu ermitteln und zu beheben und so die Qualität ihres Online-Angebotes zu erhöhen. Die Analysemethode NoRA wurde auf die Daten von vier universitären Institutional Repositories erfolgreich angewendet. Es konnten jeweils Gruppen von Publikationen identifiziert werden, die sich hinsichtlich ihrer Nutzung signifikant unterscheiden. Die Parallelen in den Ergebnissen weisen auf Einflussfaktoren für die Nutzungsdaten hin, welche in der gegenwärtigen Diskussion bisher keine Berücksichtigung finden. Hier erschließen sich weitere Anwendungsfelder für NoRA. Gleichzeitig geben die Ergebnisse Anlass, den Informationsgehalt von Downloadzahlen für die einzelne Publikation kritisch zu hinterfragen. / With the spread of internet usage over the past decades, access characteristics of electronic scientific publica-tions, especially the number of document downloads, are of increasing interest to the authors, publishers, technical providers and users of such publications. These download data of publications are usually obtained from the protocols of the IT systems of the provider. A data set is then created by filtering all accesses and subsequent summarizing over a certain time unit. Download data are the subject of scientific investigations, in which the concept of the Citation Impact is applied to the rate of use of a publication and the so-called Download Impact is formed. Special attention is paid to the relation between Citation Impact and Download Impact. In the case of Open Access publications, two types of access need to be distinguished. Human access and machine access are both captured and a reliable distinction is not possible yet. As a result, the data obtained for single publications are unreliable and subject to strong fluctuations. Nevertheless, they contain valuable information that can be made useful with the help of mathematical statistics. Analyzed with nonparametric methods, download data give information about the visibility of electronic publications on the Internet. These methods form the core of NoRA (Non-parametric Repository Analysis). With the help of NoRA, the operators of Open Access Repositories are able to analyze the download data of their electronic publications, to identify and correct deficiencies of visibility and to increase the quality of their online platform. The analytical method NoRA was successfully applied to data from Institutional Repositories of four universities. In each case, groups of publications were identified that differed significantly in their usage. Similarities in the results reveal factors that influence the usage data, which have not been taken into account previously. The presented results imply further applications of NoRA but also raise doubts about the value of download data of single publications.
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The Eigenvalue Problem in Linear Viscoelastic Structures: New Numerical Approaches and the Equivalent Viscous ModelLázaro Navarro, Mario 25 June 2013 (has links)
El análisis y el control de las vibraciones cobra especial importancia en muchas
ramas de la ingeniería, en especial la ingeniería mecánica, civil, aeronáutica y
automovilística. Tal es así que prácticamente se identi¿ca como un área independiente dentro del análisis dinámico de estructuras. Desde los comienzos de esta
teoría, las fuerzas disipativas o de amortiguamiento han sido uno de los fenómenos
más difíciles de modelizar. El modelo viscoso, por su sencillez y versatilidad ha
sido y sigue siendo el gran paradigma de los modelos de amortiguamiento. Sin embargo, como consecuencia de la aparición de materiales con memoria se introdujo
el fenómeno de la viscoelasticidad; Esta, si bien está también 'íntimamente ligada '
a la velocidad de la respuesta, necesito de la introducción de las denominadas funciones hereditarias, que permiten poner a las fuerzas disipativas como función no
solo de la velocidad instantánea sino de la historia de velocidades desde el comienzo
del movimiento, de ahí el termino memoria. De forma natural, el avance teórico
introducido en el modelo supone también una complicación computacional, pues
donde antes teníamos un sistema lineal de ecuaciones diferenciales ahora tenemos
un sistema de ecuaciones integro-diferenciales.
El análisis de las vibraciones libres de los sistemas con amortiguamiento viscoelástico conduce a un problema nolineal de autovalores donde la característica
principal es una matriz de amortiguamiento que depende de la frecuencia de excitación. El estudio de la solución de autovalores y autovectores de este problema
es importante si se desean conocer los modos de vibración de la estructura o si se
pretende obtener la respuesta en el dominio de la frecuencia del sistema. El objetivo fundamental de esta Tesis Doctoral es doble: Por un lado, profundizar en el
conocimiento del problema de autovalores de sistemas viscoelásticos proponiendo
para ello nuevos métodos numéricos de resolución. Por otro, desarrollar un nuevo
modelo viscoso que, bajo ciertas condiciones, reproduzca la respuesta del modelo
viscoelástico con su¿ciente aproximación.
La Tesis se divide en ocho capítulos, de ellos el cuerpo principal se encuentra en
los seis centrales (Capítulos 2 a 7. Todos ellos son artículos de investigación que,
o bien han sido publicados, o bien están en proceso de revisión en revistas contenidas en el Journal Citation Reports (JCR). Por esta razón, todos los capítulos
conservan la estructura intrínseca de un artículo, incluidas una introducción y una
bibliografía en cada uno.
Los cuatro primeros capítulos (Capítulos 2 a 5) se centran en el estudio del problema no lineal de autovalores. Se proponen dos metodologías de resolución: la
primera es un procedimiento iterativo basado en el esquema del punto-¿jo y desarrollado para sistemas proporcionales o ligeramente no-proporcionales (aquellos
en los que los modos se presentan desacoplados o casi desacoplados). La segunda
metodología (presentada en dos capítulos diferentes), denominada paramétrica,
permite obtener soluciones casi-analíticas de los autovalores, tanto para sistemas
de un grado de libertad como para sistemas de múltiples grados de libertad y
dentro de 'estos, para sistemas proporcionales y no proporcionales. El estudio del
problema de autovalores se completa con un capítulo dedicado a los autovalores
reales, también denominados autovalores no viscosos. En 'él se demuestra una
nueva caracterización maten ática que deben cumplir dichos autovalores y que
permite proponer un nuevo concepto: el conjunto no-viscoso.
Los dos 'últimos capítulos (Capítulos 6 y 7) analizan el Modelo Viscoso Equivalente
como propuesta para la modelización de la respuesta de sistemas viscoelásticos.
El análisis se realiza desde el dominio de la frecuencia estudiando la función de
transferencia. En una primera etapa (pen último capítulo), de naturaleza más
maten ática, se demuestra que la función de transferencia exacta de un modelo viscoelástico se puede expresar como suma de una función de transferencia
propia de un modelo viscoso más un término denominado residual, directamente
dependiente del nivel de amortiguamiento inducido y del acoplamiento modal (noproporcionalidad de la matriz de amortiguamiento). En una segunda etapa ('ultimo
capítulo), se desarrolla una aplicación para estructuras reales formadas por entramados planos de elementos 1D amortiguados con capas de material visco elástico.
Este tipo de estructuras ha permitido usar una variante mejorada del método
paramétrico para la obtención de los autovalores, de forma que en este 'ultimo
capítulo ha servido como nexo de unión de las metodologías más importantes desarrolladas en la Tesis. / Lázaro Navarro, M. (2013). The Eigenvalue Problem in Linear Viscoelastic Structures: New Numerical Approaches and the Equivalent Viscous Model [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/30062 / TESIS
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