Spelling suggestions: "subject:"time series model"" "subject:"lime series model""
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A multivariate gamma model with applications to hydrologyStott, David N. January 1990 (has links)
No description available.
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數據相關之二階製程管制 / Two-step Process Control for Autocorrelated data陳維倫, Chen, Wei-Lun Unknown Date (has links)
Most products are produced by several process steps and have more than one interested quality characteristics. If each step of the process is independent, and the observations taken from the process are also independent then we may use Shewhart control chart at each step. However, in many processes, most production steps are dependent and the observations taken from the process are correlated. In this research, we consider the process has two dependent steps and the observations taken from the process are correlated over time. We construct the individual residual control chart to monitor the previous process and the cause-selecting control chart to monitor the current process. Then simulate all the states occur in the process and present the individual residual control chart and the cause-selecting control chart of the simulations. Furthermore compare the proposed control charts with the Hotelling T2 control chart. At last, we give an example to illustrate how to construct the proposed control
From the proposed control charts, we can determine which step of the process is out of control easily. If there is a signal in the individual residual control chart, it means the previous process is out of control. If there is a signal in the cause-selecting control chart, it means the current process is out of control. The Hotelling T2 control chart only indicate the process is out of control but does not detect which step of the process is out of control.
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The Influence of Cost-sharing Programs on Southern Non-industrial Private ForestsGoodwin, Christopher C. H. 11 January 2002 (has links)
This study was undertaken in response to concerns that the decreasing levels of funding for government tree planting cost share programs will result in significant reductions in non-industrial private tree planting efforts in the South. The purpose of this study is to quantify how the funding of various cost share programs, and market signals interact and affect the level of private tree planting. The results indicate that the ACP, CRP, and Soil Bank programs have been more influential than the FIP, FRM, FSP, SIP, and State run subsidy programs. Reductions in the CRP funding will result in less tree planting; while it is not clear that funding reductions in FIP, or other programs targeted toward reforestation after harvest, will have a negative impact on tree planting levels. / Master of Science
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The determinants of internationalstudent mobility : An empirical study on U.S. DataLiu, Dong, Wang, Jing January 2009 (has links)
The increase in foreign students in countries such as the US, the UK and Francesuggests that the international ‘education industry’ is growing in importance. Thepurpose of this paper is to investigate the empirical determinants of internationalstudent mobility. A secondary purpose is to give tentative policy suggestions to hostcountry, source country and also to provide some recommendations to students whowant to study abroad. Using pooled cross-sectional time series data for the US overthe time period 1993-2006, we estimate an econometric model of enrolment rates offoreign students in the US. Our results suggest that tuition fees, US federal support ofeducation, and the size of the ‘young’ generation of source countries have asignificant influence on international student mobility. We also consider other factorsthat may be relevant in this context.
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Application of Intervention Analysis to Evaluate the Impacts of Special Events on FreewaysQi, Jing 16 May 2008 (has links)
In China in particular, large, planned special events (e.g., the Olympic Games, etc.) are viewed as great opportunities for economic development. Large numbers of visitors from other countries and provinces may be expected to attend such events, bringing in significant tourism dollars. However, as a direct result of such events, the transportation system is likely to face great challenges as travel demand increases beyond its original design capacity. Special events in central business districts (CBD) in particular will further exacerbate traffic congestion on surrounding freeway segments near event locations. To manage the transportation system, it is necessary to plan and prepare for such special events, which requires prediction of traffic conditions during the events. This dissertation presents a set of novel prototype models to forecast traffic volumes along freeway segments during special events. Almost all research to date has focused solely on traffic management techniques under special event conditions. These studies, at most, provided a qualitative analysis and there was a lack of an easy-to-implement method for quantitative analyses. This dissertation presents a systematic approach, based separately on univariate time series model with intervention analysis and multivariate time series model with intervention analysis for forecasting traffic volumes on freeway segments near an event location. A case study was carried out, which involved analyzing and modelling the historical time series data collected from loop-detector traffic monitoring stations on the Second and Third Ring Roads near Beijing Workers Stadium. The proposed time series models, with expected intervention, are found to provide reasonably accurate forecasts of traffic pattern changes efficiently. They may be used to support transportation planning and management for special events.
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Impacts of Transportation, Land Uses, and Meteorology on Urban Air QualityKim, Youngkook 23 August 2010 (has links)
No description available.
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Spatio-temporal pattern discovery and hypothesis exploration using a delay reconstruction approachCampbell, Alexander B. January 2008 (has links)
This thesis investigates the computer-based modelling and simulation of complex geospatial phenomena. Geospatial systems are real world processes which extend over some meaningful extent of the Earth's surface, such as cities and fisheries. There are many problems that require urgent attention in this domain (for example relating to sustainability) but despite increasing amounts of data and computational power there is a significant gap between the potential for model-based analyses and their actual impact on real world policy and planning. Analytical methods are confounded by the high dimensionality and nonlinearity of spatio-temporal systems and/or are hard to relate to meaningful policy decisions. Simulation-based approaches on the other hand are more heuristic and policy oriented in nature, but they are difficult to validate and almost always over-fit the data: although a given model can be calibrated on a given set of data, it usually performs very poorly on new unseen data sets. The central contribution of this thesis is a framework which is formally grounded and able to be rigourously validated, yet at the same time is interpretable in terms of real world phenomena and thus has a strong connection to domain knowledge. The scope of the thesis spans both theory and practice, and three specific contributions range along this span. Starting at the theoretical end, the first contribution concerns the conceptual and theoretical basis of the framework, which is a technique known as delay reconstruction. The underlying theory is rooted in the rather technical field of dynamical systems (itself largely based on differential topology), which has hindered its wider application and the formation of strong links with other areas. Therefore, the first contribution is an exposition of delay reconstruction in non-technical language, with a focus on explaining how some recent extensions to this theory make the concept far more widely applicable than is often assumed. The second contribution uses this theoretical foundation to develop a practical, unified framework for pattern discovery and hypothesis exploration in geo-spatial data. The central aspect of this framework is the linking of delay reconstruction with domain knowledge. This is done via the notion that determinism is not an on-off quantity, but rather that a given data set may be ascribed a particular 'degree' of determinism, and that that degree may be increased through manipulation of the data set using domain knowledge. This leads to a framework which can handle spatiotemporally complex (including multi-scale) data sets, is sensitive to the amount of data that is available, and is naturally geared to be used interactively with qualitative feedback conveyed to the user via geometry. The framework is complementary to other techniques in that it forms a scaffold within which almost all modelling approaches - including agent-based modelling - can be cast as particular kinds of 'manipulations' of the data, and as such are easily integrated. The third contribution examines the practical efficacy of the framework in a real world case study. This involves a high resolution spatio-temporal record of fishcatch data from trawlers operating in a large fishery. The study is used to test two fundamental capabilities of the framework: (i) whether real world spatio-temporal phenomena can be identified in the degree-of-determinism signature of the data set, (ii) whether the determinism-level can then be increased by manipulating the data in response to this phenomena. One of the main outcomes of this study is a clear identification of the influence of the lunar cycle on the behaviour of Tiger and Endeavour prawns. The framework allows for this to be 'non-destructively subtracted', increasing the detect-ability of further phenomena.
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Smart Additive Manufacturing Using Advanced Data Analytics and Closed Loop ControlLiu, Chenang 19 July 2019 (has links)
Additive manufacturing (AM) is a powerful emerging technology for fabrication of components with complex geometries using a variety of materials. However, despite promising potential, due to the complexity of the process dynamics, how to ensure product quality and consistency of AM parts efficiently during the process still remains challenging. Therefore, the objective of this dissertation is to develop effective methodologies for online automatic quality monitoring and improvement, i.e., to build a basis for smart additive manufacturing.
The fast-growing sensor technology can easily generate a massive amount of real-time process data, which provides excellent opportunities to address the barriers of online quality assurance in AM through data-driven perspectives. Although this direction is very promising, the online sensing data typically have high dimensionality and complex inherent structure, which causes the tasks of real-time data-driven analytics and decision-making to be very challenging.
To address these challenges, multiple data-driven approaches have been developed in this dissertation to achieve effective feature extraction, process modeling, and closed-loop quality control. These methods are successfully validated by a typical AM process, namely, fused filament fabrication (FFF). Specifically, four new methodologies are proposed and developed as listed below,
(1) To capture the variation of hidden patterns in sensor signals, a feature extraction approach based on spectral graph theory is developed for defect detection in online quality monitoring of AM. The most informative feature is extracted and integrated with a statistical control chart, which can effectively detect the anomalies caused by cyber-physical attack.
(2) To understand the underlying structure of high dimensional sensor data, an effective dimension reduction method based on an integrated manifold learning approach termed multi-kernel metric learning embedded isometric feature mapping (MKML-ISOMAP) is proposed for online process monitoring and defect diagnosis of AM. Based on the proposed method, process defects can be accurately identified by supervised classification algorithms.
(3) To quantify the layer-wise quality correlation in AM by taking into consideration of reheating effects, a novel bilateral time series modeling approach termed extended autoregressive (EAR) model is proposed, which successfully correlates the quality characteristics of the current layer with not only past but also future layers. The resulting model is able to online predict the defects in a layer-wise manner.
(4) To achieve online defect mitigation for AM process, a closed-loop quality control system is implemented using an image analysis-based proportional-integral-derivative (PID) controller, which can mitigate the defects by adaptively adjusting machine parameters during the printing process in a timely manner.
By fully utilizing the online sensor data with innovative data analytics and closed-loop control approaches, the above-proposed methodologies are expected to have excellent performance in online quality assurance for AM. In addition, these methodologies are inherently integrated into a generic framework. Thus, they can be easily transformed for applications in other advanced manufacturing processes. / Doctor of Philosophy / Additive manufacturing (AM) technology is rapidly changing the industry; and online sensor-based data analytics is one of the most effective enabling techniques to further improve AM product quality. The objective of this dissertation is to develop methodologies for online quality assurance of AM processes using sensor technology, advanced data analytics, and closed-loop control. It aims to build a basis for the implementation of smart additive manufacturing. The proposed new methodologies in this dissertation are focused to address the quality issues in AM through effective feature extraction, advanced statistical modeling, and closed-loop control. To validate their effectiveness and efficiency, a widely used AM process, namely, fused filament fabrication (FFF), is selected as the experimental platform for testing and validation. The results demonstrate that the proposed methods are very promising to detect and mitigate quality defects during AM operations. Consequently, with the research outcome in this dissertation, our capability of online defect detection, diagnosis, and mitigation for the AM process is significantly improved. However, the future applications of the accomplished work in this dissertation are not just limited to AM. The developed generic methodological framework can be further extended to many other types of advanced manufacturing processes.
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The effects of alcohol access on the spatial and temporal distribution of crimeFitterer, Jessica Laura 15 March 2017 (has links)
Increases in alcohol availability have caused crime rates to escalate across multiple regions around the world. As individuals consume alcohol they experience impaired judgment and a dose-response escalation in aggression that, for some, leads to criminal behaviour. By limiting alcohol availability it is possible to reduce crime; however, the literature remains mixed on the best practices for alcohol access restrictions. Variances in data quality and statistical methods have created an inconsistency in the reported effects of price, hour of sales, and alcohol outlet restrictions on crime. Most notably, the research findings are influenced by the different effects of alcohol establishments on crime. The objective of this PhD research was to develop novel quantitative approaches to establish the extent alcohol access (outlets) influences the frequency of crime (liquor, disorder, violent) at a fine level of spatial detail (x,y locations and block groups). Analyses were focused on British Columbia’s largest cities where policies are changing to allow greater alcohol access, but little is known about the crime-alcohol access relationship. Two reviews were conducted to summarize and contrast the effects of alcohol access restrictions (price, hours of sales, alcohol outlet density) on crime, and evaluate the state-of-the-art in statistical methods used to associate crime with alcohol availability. Results highlight key methodological limitations and fragmentation in alcohol policy effects on crime across multiple disciplines. Using a spatial data science approach, recommendations were made to increase spatial detail in modelling to limit the scale effects on crime-alcohol association. Providing guidelines for alcohol-associated crime reduction, kernel density space-time change detection methods were also applied to provide the first evaluation of active policing on alcohol-associated crime in the Granville St. entertainment district of Vancouver, British Columbia. Foot patrols were able to reduce the spatial density of crime, but hot spots of liquor and violent assaults remained within 60m proximity to bars (nightclubs). To estimate the association between alcohol establishment size, and type on disorder and violent crime reports in block groups across Victoria, British Columbia a Poisson Generalized Linear Model with spatial lag effects was applied. Estimates provided the factor increase (1.0009) expected in crime for every additional patron seat added to an establishment capacity, and indicated that establishments should be spaced greater than 300m a part to significantly reduce alcohol-associated crime. These results offer the first evaluation of seating capacity and establishment spacing on alcohol-associated crime for alcohol license decision making, and are pertinent at a time when alcohol policy reform is being prioritized by the British Columbia government. In summary, this dissertation contributes 1) cross-disciplinary policy and methodological reviews, 2) expands the application of spatial statistics to alcohol-attributable crime research, 3) advances knowledge on local scale of effects of different alcohol establishment types on crime, 4) and develops transferable models to estimate the effects of alcohol establishment seating capacity and proximity between establishments on the frequency of crime. / Graduate / 2018-02-27
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臺灣地區轉換公司債溢價之實證研究:時間數列分析 / Premiums on Convertible Bonds in Taiwan Market:Empirical Analysis賴玉分, Lai,Yu Fen Unknown Date (has links)
轉換公司債係指在一定條件下,能將該公司所發行的公司債,轉換為該公
司股票的金融債券,亦即轉換公司債兼具公司債和股票的雙重特性,因此
有必要對此一金融工具的評價方式進行了解。本研究之目的在於探討轉換
公司債之溢價理論,以及影響轉換公司債溢價之因素,並將其應用於臺灣
之轉換公司債,來分析其溢價行為,再建立轉換函數模型來估計與預測溢
價。本研究主要在於探討各個影響溢價因素對於溢價之影響,藉由整理
Brigham,Poensgen,Walter & Que,Weil、Segall & Green,Cretien
, Duvel,Mumey,West & Largay 等學者之溢價理論,再衡量臺灣之轉
換公司債市場,而選取股價變動性變數、轉換權利期間變數、未來所得差
異變數、價格底限變數以及交易成本差異變數五個變數,為迴歸模式中的
自變數,而溢價則為因變數。本研究之資料分析程序為:一、對於所選取
的五個自變數和一個因變數,分別建立單元迴歸,且進行逐步迴歸。二、
對於自變數和因變數建立複迴歸模型,利用刪除變數方法來解決線性重合
。三、將所得到無線性重合的自變數群和因變數,建立複迴歸模型,對其
進行t 檢定、 F檢定、自我相關檢定及殘差常態性檢定,若誤差項存在自
我相關,則建立時間數列方法中之轉換函數模型。四、利用轉換函數模型
將投入變數與產出變數,以一個動態體系相連結,經由轉換函數模型之認
定、估計、診斷性檢查之後,建立出一個最適模型,來對於溢價進行估計
與預測。本研究之研究對象為聲寶一及歌林一兩家轉換公司債,研究期間
為民國八十一年二月二十四日至民國八十三年五月一日,共114 週,而研
究結論為:一、聲寶一轉換公司債在對於溢價之單元迴歸中,轉換期間、
未來所得差異及價格底限三個變數,對溢價有顯著影響。通過線性重合檢
定的複迴歸模型中,只有股價變動性及未來所得差異,對於溢價的係數顯
著,且係數符號為正值。在轉換函數模型方面,投入變數(未來所得差異
變數)是以(1,0,0) 的形式影響溢價,且證明出轉換函數模型的預測力較
單變量模型佳。二、歌林一轉換公司債在對於溢價之單元迴歸中,股價變
動性、轉換期間、未來所得差異、價格底限及交易成本差異,這五個變數
,對溢價均有顯著影響。通過線性重合檢定的複迴歸模型中,只有價格底
限變數,對於溢價的係數顯著,且係數符號為負值。。在轉換函數模型方
面,投入變數(價格底限變數)是以(0,2,0) 的形式影響溢價,且證明出
轉換函數模型的預測力較單變量模型佳。
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