本文以維度縮減(dimension reduction)為主題，介紹其定義以及四種目前較被廣為討論的處理方式。文中首先針對Li (1991)所使用的維度縮減定義型式y = g(x,ε) = g1(βx,ε)，與Cook (1994)所採用的定義型式「條件密度函數f(y | x)=f(y |βx)」作探討，並就Cook (1994)對最小維度縮減子空間的相關討論作介紹。此外文中也試圖提出另一種適用於pHd的可能定義(E(y | x)=E(y |βx)，亦即縮減前後y的條件期望值不變)，並發現在此一新定義下所衍生而成的子空間會包含於Cook (1994)所定義的子空間。 有關現有四種維度縮減方法(SIR、SAVE、SIR-II、pHd)的理論架構，則重新予以說明並作必要的補充證明，並以兩個機率模式(y = bx +ε及y = |z| +ε)為例，分別測試四種方法能否縮減出正確的方向。文中同時也分別找出對應於這四種方法的等價條件，並利用這些等價條件相互比較，得到彼此間的關係。我們發現當解釋變數x為多維常態情形下，四種方法理論上都不會保留可以被縮減的方向，而該保留住的方向卻不一定能夠被保留住，但是使用SAVE所可以保留住的方向會比單獨使用其他三者之一來的多(或至少一樣多)，而如果SIR與SIR-II同時使用則恰好等同於使用SAVE。另外使用pHd似乎時並不需要「E(y│x)二次可微分」這個先決條件。 / The focus of the study is on the dimension reduction and the over-view of the four methods frequently cited in the literature, i.e. SIR, SAVE, SIR-II, and pHd. The definitions of dimension reduction proposed by Li (1991)(y = g( x,ε) = g1(βx,ε)), and by Cook (1994)(f(y | x)=f(y|βx)) are briefly reviewed. Issues on minimum dimension reduction subspace (Cook (1994)) are also discussed. In addition, we propose a possible definition (E(y | x)=E(y |βx)), i.e. the conditional expectation of y remains the same both in the original subspace and the reduced subspace), which seems more appropriate when pHd is concerned. We also found that the subspace induced by this definition would be contained in the subspace generated based on Cook (1994). We then take a closer look at basic ideas behind the four methods, and supplement some more explanations and proofs, if necessary. Equivalent conditions related to the four methods that can be used to locate "right" directions are presented. Two models (y = bx +ε and y = |z| +ε) are used to demonstrate the methods and to see how good they can be. In order to further understand the possible relationships among the four methods, some comparisons are made. We learn that when x is normally distributed, directions that are redundant will not be preserved by any of the four methods. Directions that contribute significantly, however, may be mistakenly removed. Overall, SAVE has the best performance in terms of saving the "right" directions, and applying SIR along with SIR-II performs just as well. We also found that the prerequisite, 「E(y | x) is twice differentiable」, does not seem to be necessary when pHd is applied.

人的一生避免不了大小病痛，一但身體不適、罹患疾病，就須由醫師診斷、服用藥物；而藥物之生產首重有效與安全，要能有效的治療疾病，也要限制其毒性不超過安全限制以避免危害人體。 　　藥品之開發需要極為龐大之成本，故而各藥廠對於可以節省開發成本的藥品新劑型與學名藥之研究深感興趣；相對的，也就對於如何證明藥品新劑型（或學名藥）與原廠藥為生體相等可互用的方法多加探討。 　　美國FDA對於生體相等之評估準則，擬由過去的平均生體相等轉換成為個體生體相等評估準則；更改後的準則考慮面向較為完整周全，但是其應用卻須要更為繁複的試驗方式與更多的成本來配合，為了保留新準則之評估概念並簡化試驗與降低評估成本，本篇論文試圖找出新、舊評估準則之關聯，並以舊有準則為基礎做調整，盼能透過對舊準則之調整達到與新準則相類似之評估結果。如此一來，可沿用舊有試驗方法完成新準則所欲進行之評估，降低此評估研究之耗資，同時確保藥品新劑型（或學名藥）與原廠藥為生體相等可互用，具有相同療效與安全保證。

技術分析一直是許多研究的熱門主題，也被眾多市場參與者廣泛運用在市場交易，而最普遍且最受歡迎的技術分析工具即為移動平均法。 本研究設計三種移動平均交易方法（一種只考慮收盤價，一種考慮收盤價及交易量，而另一種則將交易量作為收盤價的權重），每種交易方法皆使用五天為短期移動平均天數，十天、五十天、一百天、一百五十天、兩百天為長期移動平均天數，總計十五種移動平均交易規則，運用在臺灣中型100成分股以產生買進與賣出訊號，並依訊號進行交易動作，進而在未考慮交易成本的假設下計算出單次交易的平均報酬、平均持有天數，以及Hit ratio（正報酬的交易次數占總交易次數的比例），藉以探討移動平均法在此種股票的獲利性。而以交易量為價格權重來產生移動平均交易方法是基於相信帶有較高交易量的價格較有意義，盼藉以測試此種方法是否正如預期，相較於一般傳統的價格移動平均法有更好的績效。 本研究雖然未考慮交易成本，但呈現的單次交易平均報酬可以提供讀者與實際臺灣股票市場交易成本作比較，藉以了解考慮交易成本後的情況。而本研究除了呈現所有成分股單次交易的平均報酬、平均持有天數及Hit ratio的平均值，也將成分股依照ICB行業分類指標分成幾個主要產業，並呈現各產業內成分股的平均值，企圖了解特定交易方法是否在特定產業有較好的績效。 結果顯示，產生最好績效的移動平均交易方法也僅能有一半的交易次數得到正報酬，而就整體而言，將交易量作為價格權重的移動平均方法，也沒有產生相較於傳統價格移動平均法更好的績效，因此可以說，這類的技術分析對於這些股票無法有較好的績效。 / Technical analysis has been widely studied and used by many researchers and market participants. The most common and popular technical trading rule is moving average since it is mathematically well defined and used by many analysts. This article examines the profitability of technical analysis for FTSE TWSE Mid-Cap Taiwan 100 Index constituents under the hypothesis of no transaction costs. It uses three strategies (Price Strategy, Price and Volume Strategy, and PV Strategy) and fifteen moving average rules to generate buy and sell signals, and then compute average returns per trading, average holding days per trading, and hit ratios to see the profitability. It is believed that prices come with high volumes are more meaningful than those with low volumes. All of these strategies and trading rules are not only used for all constituents of FTSE TWSE Mid-Cap Taiwan 100 Index without consid-ering industry classifications but also for each major industry classifications of these constituents. Therefore, we can understand whether specific trading rules have better performances for specific industries of these stocks. The results are not that optimistic. Overall Price and Volume Strategy has the best results of hit ratio, however, the highest value is barely 50%, which means it can only have a half trading times positive returns. As for PV Strategy which uses weighted price moving average to trade, the performance has no significantly better than using simple price moving average rule. It can say that Technical Analysis like moving average can hardly have good performances on these stocks.

學術上不接受技術分析等方法，認為股價已經在市場上充分反應，過去的歷史股價不能對未來進行預測。然而，業界或一般的投資人，卻往往把技術分析拿來做為買賣的依據。實際上以歷史資料做模擬交易，卻可以發現許多技術分析的法則在某些市場、股票、期間之中，可以獲得相對於買進賣出更好的報酬。有趣的是，任何一種操作法則或是特定一組參數選擇，在樣本外的操作則無法完全發現同樣的結果。故以技術分析所獲得的超額報酬，究竟是此機制有效還是單純運氣成分，許多技術分析的文獻以及著作往往著墨甚少。 本論文利用狀態轉換模型(Regime Switching Model)捕捉台灣加權股價指數，將股價的動態分為上漲以及下跌兩種狀態，並估計其市場參數—漲跌速度、漲跌速度標準差、轉換機率。其次將所估計的市場參數做為模擬的依據，可發現在單純隨機的環境下，某些市場參數組合存在移動平均線的交易策略明顯優於買進持有策略。研究中以敏感度分析的方法，呈現各個單一市場參數的改變情形，對於操作績效影響的方向。 最後將2001~2010的的台灣加權股價指數，估計市場參數並找尋當下最適的移動平均組合，允許每季重新調整參數，並實際以收盤價做為買賣模擬。結果發現移動平均線操作，確實能提供比買進持有更好的報酬，並減低每年報酬率變異。

In this thesis two different problems in distributed sensor networks are considered. Part I involves optimal quantiser design for decentralised estimation of a two-state hidden Markov model with dual sensors. The notion of optimality for quantiser design is based on minimising the probability of error in estimating the hidden Markov state. Equations for the filter error are derived for the continuous (unquantised) sensor outputs (signals), which are used to benchmark the performance of the quantisers. Minimising the probability of filter error to obtain the quantiser breakpoints is a difficult problem therefore an alternative method is employed. The quantiser breakpoints are obtained by maximising the mutual information between the quantised signals and the hidden Markov state. This method is known to work well for the single sensor case. Cases with independent and correlated noise across the signals are considered. The method is then applied to Markov processes with Gaussian signal noise, and further investigated through simulation studies. Simulations involving both independent and correlated noise across the sensors are performed and a number of interesting new theoretical results are obtained, particularly in the case of correlated noise. In Part II, the focus shifts to the detection of faults in helicopter transmission systems. The aim of the investigation is to determine whether the acoustic signature can be used for fault detection and diagnosis. To investigate this, statistical change detection algorithms are applied to acoustic vibration data obtained from the main rotor gearbox of a Bell 206 helicopter, which is run at high load under test conditions.

Les futurs systèmes de radiocommunications devront proposer des services nécessitant des transferts de données à haut débit, tout en garantissant une grande mobilité aux utilisateurs. Pour y parvenir, de nouvelles techniques de traitement de signal doivent être mises en oeuvre. Une de ces approches constituant actuellement un axe important de la recherche dans ce domaine est la technique MC-CDMA. Cette dernière repose sur la combinaison de deux techniques : les modulations à porteuses multiples et l'étalement de spectre. Les travaux de recherche présentés dans cette thèse ont pour buts l'étude et l'optimisation des systèmes de communications mettant en oeuvre cette technique MC-CDMA.<br /><br />Après une présentation générale des différentes façons de combiner les techniques de modulations à porteuses multiples et d'étalement de spectre, les performances des systèmes MC-CDMA sont présentées sur des canaux de Rayleigh et BRAN dans le cas de détection mono-utilisateur et multi-utilisateur.<br /><br />Puis, l'influence des codes d'étalement sur la variation de la dynamique de l'enveloppe du signal émis, et sur l'interférence produite par la cohabitation des données de plusieurs utilisateurs sur les mêmes ressources fréquentielles et temporelles est étudiée. Pour cela, nous nous sommes intéressés aux variations de l'enveloppe des sisgnaux MC-CDMA à travers l'étude du facteur de crête et du facteur de crête global. Ces quantités permettent d'estimer les fluctuations du signal transmis respectivement en voie montante et descendante. En ce qui concerne la minimisation de l'interférence d'accès multiple, une technique reposant sur l'allocation des séquences d'étalement est décrite et plusieurs critères de sélection des codes d'étalement sont proposés.<br /><br />Enfin, une attention particulière est portée à l'optimisation de la voie montante des systèmes MC-CDMA. Afin d'éviter l'insertion de Nu jeux de sous-porteuses pilotes servant à estimer les Nu canaux de la voie montante, une solution reposant sur le principe de la réciprocité du canal radiomobile est ici proposée. Cette alternative consiste à effectuer une prédistorsion du signal utile dans le terminal avant son émission. Deux variantes sont envisagées, la première repose sur un multiplexage temporel des voies montante et descendante alors que la seconde repose sur un multiplexage fréquentiel de ces deux voies.

Thesis (M.Pharm. (Pharmacy Practice))--North-West University, Potchefstroom Campus, 2006.

This is a study of the ex-dividend day. The study covers six years (2007-2012) and studies the shares included in the OMXS30 on the Stockholm stock exchange. OMXS30 is a share index of the 30 most actively traded stocks on the exchange. The study comprised a total of 145 observations. The purpose of this study is to investigate if the stock price on the ex-dividend day unfolds as the efficient market hypothesis teach or if there exists room for speculation, and thus earn a return higher than the market.The ex-dividend day effect has been studied previously, both on the Swedish market but also abroad. The results of previous researchers are different but they all have one thing in common, namely that there is a certain ex-dividend day effect.When calculating the ex-dividend day effect, the stock prices had to be adjusted for the normal return that occurs during the ex-dividend day. The normal return is not something that is universally known, but must be estimated by the author. In this study, it was estimated using the OMXS30 index movements relative to each company's beta. After that price drop ratio is calculated. The authors found that the share price on average fell by about 90 % of the dividend amount, with the possibility of an excess return of approximately 0.37 %. This was according to statistical tests significantly different from one, indicating that the ex-dividend day effect exists. By studying each year the authors found significant discrepancies between the years that cannot be explained, the authors themselves could conclude that the price drop ratio exists in symbiosis with the current economic situation.

In 2008, the excitement to teach the class, Introduction to College to new students who are beginning college, was greatly accepted with much reservation. Numerous memories reflected back to that special period when the writer was faced with those daunting decisions of where to attend college. Those memories of excitement and fear of being away from home the very first time, starting college life, meeting new friends, and what career path to choose, were difficult decisions during that transitional time. Orientation class back then consisted mainly of a half day spent touring the college campus and listening to various speakers; if you could stay awake. The scope of this study will be to assess the effectiveness of Introduction to College (GE-100), on student GPAs and “persistence-to-graduation” rates as measures of success. In the course, the student will learn about the variety of support services available at the college, the behaviors necessary to be successful in college, and issues that relate to choice of major and/or careers. This study used a quantitative approach utilizing an ex-post facto longitudinal design that measures student grade point averages (GPA) and persistence-to-graduation rates for the five- year period from the Fall Semester of 2003 through the Spring Semester of 2008. Overall, at the conclusion, the results indicated that GE-100 students had significantly higher GPAs and significantly greater persistence- to-graduation rates over a five year period when compared with student who did not take or complete (GE- 100).

Aquesta Tesi Doctoral se centra en el disseny d'un nou linealitzador de Predistorsió Digital (Digital Predistortion - DPD) capaç de compensar la dinàmica i els efectes no lineals introduïts pels Amplificadors de Potència (Power Amplifiers - PAs). Un dels trets més rellevants d'aquest nou predistorsionador digital i adaptatiu consisteix en ser deduïble a partir d'un model de PA anomenat Nonlinear Auto-Regressive Moving Average (NARMA). A més, la seva arquitectura multi-LUT (multi-Taula) permet la implementació en un dispositiu Field Programmable Gate Array (FPGA).La funció de predistorsió es realitza en banda base, per tant, és independent de la banda freqüencial on es durà a terme l'amplificació del senyal de RF, el que pot resultar útil si tenim en compte escenaris multibanda o reconfigurables. D'altra banda, el fet que aquest DPD tingui en compte els efectes de memòria introduïts pel PA, representa una clara millora de les prestacions aconseguides per un simple DPD sense memòria. En comparació amb d'altres DPDs basats en models més computacionalment complexos, com és el cas de les xarxes neuronals amb memòria (Time-Delayed Neural Networks - TDNN), la estructura recursiva del DPD proposat permet reduir el nombre de LUTs necessàries per compensar els efectes de memòria del PA. A més, la seva estructura multi-LUT permet l'escalabilitat, és a dir, activar or desactivar les LUTs que formen el DPD en funció de la dinàmica que presenti el PA.En una primera aproximació al disseny del DPD, és necessari identificar el model NARMA del PA. Un dels majors avantatges que presenta el model NARMA és la seva capacitat per trobar un compromís entre la fidelitat en l'estimació del PA i la complexitat computacional introduïda. Per reforçar aquest compromís, l' ús d'algoritmes heurístics de cerca, com són el Simulated Annealing o els Genetic Algorithms, s'utilitzen per trobar els retards que millor caracteritzen la memòria del PA i per tant, permeten la reducció del nombre de coeficients necessaris per caracteritzar-la. Tot i així, la naturalesa recursiva del model NARMA comporta que, de cara a garantir l'estabilitat final del DPD, cal dur a terme un estudi previ sobre l'estabilitat del model.Una vegada s'ha obtingut el model NARMA del PA i s'ha verificat l'estabilitat d'aquest, es procedeix a l'obtenció de la funció de predistorsió a través del mètode d'identificació predictiu. Aquest mètode es basa en la continua identificació del model NARMA del PA i posteriorment, a partir del model obtingut, es força al PA perquè es comporti de manera lineal. Per poder implementar la funció de predistorsió en la FPGA, cal primer expressar-la en forma de combinacions en paral·lel i cascada de les anomenades Cel·les Bàsiques de Predistorsió (BPCs), que són les unitats fonamentals que composen el DPD. Una BPC està formada per un multiplicador complex, un port RAM dual que actua com a LUT (taula de registres) i un calculador d'adreces. Les LUTs s'omplen tenint en compte una distribució uniforme dels continguts i l'indexat d'aquestes es duu a terme mitjançant el mòdul de l'envoltant del senyal. Finalment, l'adaptació del DPD consisteix en monitoritzar els senyals d'entrada i sortida del PA i anar duent a terme actualitzacions periòdiques del contingut de les LUTs que formen les BPCs. El procés d'adaptació del contingut de les LUTs es pot dur a terme en la mateixa FPGA encarregada de fer la funció de predistorsió, o de manera alternativa, pot ser duta a terme per un dispositiu extern (com per exemple un DSP - Digital Signal Processor) en una escala de temps més relaxada. Per validar l'exposició teòrica i provar el bon funcionalment del DPD proposat en aquesta Tesi, es proporcionen resultats tant de simulació com experimentals que reflecteixen els objectius assolits en la linealització del PA. A més, certes qüestions derivades de la implementació pràctica, tals com el consum de potència o la eficiència del PA, són també tractades amb detall. / This Ph.D. thesis addresses the design of a new Digital Predistortion (DPD) linearizer capable to compensate the unwanted nonlinear and dynamic behavior of power amplifiers (PAs). The distinctive characteristic of this new adaptive DPD is its deduction from a Nonlinear Auto Regressive Moving Average (NARMA) PA behavioral model and its particular multi look-up table (LUT) architecture that allows its implementation in a Field Programmable Gate Array (FPGA) device.The DPD linearizer presented in this thesis operates at baseband, thus becoming independent on the final RF frequency band and making it suitable for multiband or reconfigurable scenarios. Moreover, the proposed DPD takes into account PA memory effects compensation which representsan step forward in overcoming classical limitations of memoryless predistorters. Compared to more computational complex DPDs with dynamic compensation, such Time-Delayed Neural Networks (TDNN), this new DPD takes advantage of the recursive nature of the NARMA structure to relax the number of LUTs required to compensate memory effects in PAs. Furthermore, its parallel multi-LUT architecture is scalable, that is, permits enabling or disabling the contribution of specific LUTs depending on the dynamics presented by a particular PA.In a first approach, it is necessary to identify a NARMA PA behavioral model. The extraction of PA behavioral models for DPD linearization purposes is carried out by means of input and output complex envelope signal observations. One of the major advantages of the NARMA structure regards its capacity to deal with the existing trade-off between computational complexity and accuracy in PA behavioral modeling. To reinforce this compromise, heuristic search algorithms such the Simulated Annealing or Genetic Algorithms are utilized to find the best sparse delays that permit accurately reproducing the PA nonlinear dynamic behavior. However, due to the recursive nature of the NARMA model, an stability test becomes a previous requisite before advancing towards DPD linearization.Once the PA model is identified and its stability verified, the DPD function is extracted applying a predictive predistortion method. This identification method relies just on the PA NARMA model and consists in adaptively forcing the PA to behave as a linear device. Focusing in the DPD implementation, it is possible to map the predistortion function in a FPGA, but to fulfill this objective it is first necessary to express the predistortion function as a combined set of LUTs.In order to store the DPD function into a FPGA, it has to be stated in terms of parallel and cascade Basic Predistortion Cells (BPCs), which are the fundamental building blocks of the NARMA based DPD. A BPC is formed by a complex multiplier, a dual port RAM memory block acting as LUT and an address calculator. The LUT contents are filled following an uniform spacing procedure and its indexing is performed with the amplitude (modulus) of the signal's envelope.Finally, the DPD adaptation consists in monitoring the input-output data and performing frequent updates of the LUT contents that conform the BPCs. This adaptation process can be carried out in the same FPGA in charge of performing the DPD function, or alternatively can be performed by an external device (i.e. a DSP device) in a different time-scale than real-time operation.To support all the theoretical design and to prove the linearization performance achieved by this new DPD, simulation and experimental results are provided. Moreover, some issues derived from practical experimentation, such as power consumption and efficiency, are also reported and discussed within this thesis.