Taiwan is a small island state surrounded by the oceans but with large population. With limited land space, it would be worthwhile considering how to stabilize the existing coast or to create stable artificial beaches. Under the onslaught of storm surge and large wave from typhoons, beach erosion would occur accompanying by formation of a submerged bar beyond the surf zone with the sand removed from the beach. After the storm, the bar material maybe transport back by the swell and predominant waves which helps recover the original beach, thus producing a beach profile in dynamic equilibrium. The main purpose of this research is to use the back-propagation neural network¡]BPNN¡^, which trains a sample model and creates a system for the estimation, prediction, decision making and verification of an anticipated event. By the BPNN, we can simulate the key characteristic parameters for the storm beach profile resulting from typhoon action. Source data for training and verification are taken from the experimental results of beach profile change observed in large-scale wave tank¡]LWT¡^conducted by Coastal Engineering Research Center¡]CERC¡^in the USA in the 1960s and that from the Central Research Institute of Electric Power Industry in Japan in the 1980s. Some of the data are used as training pairs and others for verification and prediction of the key parameters of berm erosion and bar formation. Through literature review and simulation on the related parameters for storm beach profile, methodology for the prediction of the beach profile and bar/berm characteristics can be established.

Abstract The traditional fault inspection of the motorcar engine cannot detect the noise and sound signal resulted from the abnormalities of some mechanical parts. For instance, the cylinder misfires; the looseness of the fan belt is irregular; the valve clearance is out of order¡K. and so on. When the fault message cannot be delivered by the ECU of the computer, the skilled senior engineers are required at this moment to make the experiential judgments. In the present society, due to the development of information, the computer technology makes progress by leaps and bounds. If we can make use of the monitoring method by the Acoustic signal instrument, build up a set of complete and efficient fault diagnosis system through the computer software and apply speedy and accurate way to assist the repairmen in relocating the causes for such faults, the accuracy of inspection can be greatly enhanced with a huge help in the preventive maintenance work. In that case, the fault conditions of the engine can be validated precisely and effectively, so the overhaul efficiency of the engine can be upgraded to a large extent. In this article, the procedures of sound signal recording will be brought forward by linking the digital camera with such a recording equipment as the high-precision microphone to make records of the fault sounds made when the engine runs. It uses the frequency analyzer to conduct the sampling and combine the computer software to further process and analyze the same. Finally the character parameters will be obtained. By applying the mathematical exercise of ¡§Back-Propagation Neural Network¡¨ to undertake the training and detection of the sounds for the purpose of identifying the kinds of the faults. It replaces the errors caused from the experiential judgments made by the expert senior engineers. In terms of the training and maintenance ability of the newly recruited technical repairmen, their capability for exact and reasonable recognition of the fault types is substantially promoted. Keywords¡GAcoustic Signal¡ABack Propagation Neural Network

In this research, a single PAN-TILT image servo system has been developed with real-time face tracing technology. First, the target face is detected, and then the target template is kept at the image center with the integration of optical flow algorithm and control theory. In motion control, back-propagation neural network is taken to predict and estimate the target position. Experiments are made to analyze the performance of the video servo control system.

No description available.

This research employs five predicting variables to implementing the market timing strategy. These five variables are E/P1, E/P2, B/M, CP and GM. The investment performances of market timing under a variety of investment horizons are examined. There are four different forecasting horizons, which are one-month, three-month, six-month, and twelve-month investment horizons. Both the linear approach and artificial neural networks are employed to forecasting the market. The artificial neural network is employed with a view to capture the non-linearity property embedded in the market. The results are summarized as follows. (1) Both the linearity and nonlinear approaches are able to outperform the market. According to the results of Cumby-Modest test, they do have the market timing ability. (2) In the simple regression models, the performance of CP is relatively well compared to those of other variables. (3) The correct prediction rate increases as the investment horizon increases. (4) The performance of the expanding window approach is on average inferior to that of the moving window approach. (5) In the simulations of timing abilities over the period of May, 1991 to December, 1997. The multiple regression models has the best performance for the cases of one-month, three-month, and six-month investment horizons. On the other hand, BP(1) has the best performance for the case of one-year investment horizon. Contents Chapter 1 Introduction ……………………………………… 1 1.1 Background……………………………………………………………. 1 1.2 Motivations and objectives…………………………………………….3 1.3 Thesis organization ………………………………………………….. 4 Chapter 2 Literature Review…………………………………6 2.1 Previous studies on market timing……………………………………. 6 2.2 Predicting variables…………………………………………………… 8 2.3 Artificial Neural Networks……………………………………………10 2.4 Back Propagation Neural Networks…………………………………..11 2.5 Applications of ANNs to financial fields………………….………….12 Chapter 3 Data and Methodology……………………….….15 3.1 Data………………………………………………………………..….15 3.2 Linear approaches to implementing market timing strategy……….…18 3.3 ANNs to implementing market timing strategy…………..…………..23 Chapter 4 Results on Timing Performance……………..…26 4.1 Performance of linear approach………………………………………26 4.2 Performance of ANNs………………………………………………...38 4.3 Performance evaluation……………………………………………….39 Chapter 5 Summary…………………………………………54 5.1 Conclusions……………………………………………………….….54 5.2 Future works…………………………………………………………55 Appendix……………………………………………………..56 References……………………………………………………57 / This research employs five predicting variables to implementing the market timing strategy. These five variables are E/P1, E/P2, B/M, CP and GM. The investment performances of market timing under a variety of investment horizons are examined. There are four different forecasting horizons, which are one-month, three-month, six-month, and twelve-month investment horizons. Both the linear approach and artificial neural networks are employed to forecasting the market. The artificial neural network is employed with a view to capture the non-linearity property embedded in the market. The results are summarized as follows. (1) Both the linearity and nonlinear approaches are able to outperform the market. According to the results of Cumby-Modest test, they do have the market timing ability. (2) In the simple regression models, the performance of CP is relatively well compared to those of other variables. (3) The correct prediction rate increases as the investment horizon increases. (4) The performance of the expanding window approach is on average inferior to that of the moving window approach. (5) In the simulations of timing abilities over the period of May, 1991 to December, 1997. The multiple regression models has the best performance for the cases of one-month, three-month, and six-month investment horizons. On the other hand, BP(1) has the best performance for the case of one-year investment horizon.

在全球經貿體系自由化下，國際資金流通快速，匯率變動也非常頻繁，廠商的產銷決策與營運，面對匯率風險更加難以掌控。如何掌握匯率的變動，並採取有效的避險措施，是廠商從事貿易必須面臨之重要課題。本研究採用自我迴歸整合移動平均模式、倒傳遞類神經網路及混合式自我迴歸整合移動平均模式及倒傳遞類神經網路模型進行未來即期匯率報酬率之預測。試圖找出合適的新台幣兌美元即期匯率之預測模型，並將其應用於外匯避險操作。 研究結果顯示，關於預測誤差的績效表現，整體來說，以自我迴歸整合移動平均及倒傳遞類神經網路混合式模型表現最佳，顯示傳統時間序列模型捕捉匯率報酬率走勢之能力，藉由倒傳遞類神經網路捕捉其線性預測誤差中非線性的部分，可更符合資料的特性，加強匯率報酬率預測的準確性。考慮預測方向的正確性，在兩個不同的準則下(SR、PT)，皆以自我迴歸整合移動平均模型表現最差，代表其在進行匯率報酬率之預測時正確率較為不足。而在PT檢定當中，倒傳遞類神經網路模型及混合式模型皆達到顯著。因此利用人工智慧模型對報酬率之方向進行預測是有效的，又以自我迴歸整合移動平均及倒傳遞類神經網路混合式模型表現最好。總結來說，利用倒傳遞類神經網路模型針對自我迴歸整合移動平均模型做非線性的調整，同時涵蓋未來匯率報酬率線性與非線性的部分，使得自我迴歸整合移動平均模型之預測誤差、方向準確性皆得到改善，藉由倒傳遞類神經網路捕捉其線性預測誤差中非線性的部分，可更符合資料的特性，加強匯率報酬率預測的準確性。

This thesis deals with wavelet analysis of sleep electroencephalogram to sleep stages scoring. The theoretical part of the thesis deals with the theory of EEG signal creation and analysis. The polysomnography (PSG) is also described. This is the method for simultaneous measuring the different electrical signals; main of them are electroencephalogram (EEG), electromyogram (EMG) and electrooculogram (EOG). This method is used to diagnose sleep failure. Therefore sleep, sleep stages and sleep disorders are also described in the present study. In practical part, some results of application of discrete wavelet transform (DWT) for decomposing the sleep EEGs using mother wavelet Daubechies 2 „db2“ are shown and the level of the seven. The classification of the resulting data was used feedforward neural network with backpropagation errors.

迴歸分析與類神經網路此兩種方法皆是預測領域上的主要工具。本論文嘗試在線性迴歸模式及非線性迴歸模式的條件下，隨機產生不同特性的資料以完整探討資料特性對迴歸分析與類神經網路之預測效果的影響。這些特性包括常態分配、偏態分配、不等變異、Michaelis-Menten關係模式及指數迴歸模式。 再者，我們使用區域搜尋法(local search methods)中的演化策略法(evolution strategies，ES)作為類神經網路的學習(learning)方法以提高其預測功能。我們稱這種類型的類神經網路為ESNN。 模擬結果顯示，ESNN確實可以取代常用來與迴歸分析做比較的倒傳遞類神經網路(back-propagation neural network，BPNN)，成為類神經網路的新選擇。針對不同特性的資料，我們建議：如果原始的資料適合以常態線性迴歸模式配適，則使用者可考慮使用迴歸方法做預測。如果原始的資料經由圖形分析或由檢定方法得知違反誤差項為均等變異之假設時，若能找到合適的權數，可使用加權最小平方法，但若權數難以決定時，則使用ESNN做預測。如果資料呈現韋伯偏態分佈時，可考慮使用ESNN或韋伯迴歸方法。資料適合以非線性迴歸模式做配適時，則選擇以ESNN做預測。 關鍵詞：迴歸分析，類神經網路，區域搜尋法，演化策略法類神經網路，倒傳遞類神經網路 / Both regression analysis and artificial neural networks are the main techniques for prediction. In this research, we tried to randomly generate different types of data, so as to completely explore the effect of data characteristics on the predictive performance of regression analysis and artificial neural networks. The data characteristics include normal distribution, skew distribution, unequal variances, Michaelis-Menten relationship model and exponential regression model. In addition, we used the evolution strategies, which is one of the local search methods for training artificial neural networks, to further improve its predictive performance. We name this type of artificial neural networks ESNN. Simulation studies indicate that ESNN could indeed replace BPNN to be the new choice of artificial neural networks. For different types of data, we commend that users can use regression analysis for their prediction if the original data is fit for linear regression model. When the residuals of the data are unequal variances, users can use weighted least squares if the optimal weights could be found. Otherwise, users can use ESNN. If the data is fit for weibull distribution, users can use ESNN or weibull regression. If the data is fit for nonlinear regression model, users can choose ESNN for the prediction. Keywords: Regression Analysis, Artificial Neural Networks, Local Search Methods, Evolution Strategies Neural Network (ESNN), Back-propagation Neural Network (BPNN)

本研究主要應用基於總體經驗模態分解法(EEMD)之倒傳遞類神經網路(BPNN)預測兩種不同的非線性時間序列數據，包括政大逐時用電量以及逐日歷史黃金價格。透過EEMD，這兩種資料會分別被拆解為數條具有不同物理意義的本徵模態函數(IMF)，而這讓我們可以將這些IMF視為各種影響資料的重要因子，並且可將拆解過後的IMF放入倒傳遞類神經網路中做訓練。 另外在本文中，我們也採用移動視窗法作為預測過程中的策略，另外也應用內插法和外插法於逐時用電量的預測。內插法主要是用於補點以及讓我們的數據變平滑，外插法則可以在某個範圍內準確預測後續的趨勢，此兩種方法皆對提升預測準確度占有重要的影響。 利用本文的方法，可在預測的結果上得到不錯的準確性，但為了進一步提升精確度，我們利用多次預測的結果加總平均，然後和只做一次預測的結果比較，結果發現多次加總平均後的精確度的確大幅提升，這是因為倒傳遞類神經網路訓練過程中其目標為尋找最小誤差函數的關係所致。 / In this paper, we applied the Ensemble Empirical Mode Decomposition (EEMD) based Back-propagation Neural Network (BPNN) learning paradigm to two different topics for forecasting: the hourly electricity consumption in NCCU and the historical daily gold price. The two data series are both non-linear and non-stationary. By applying EEMD, they were decomposed into a finite, small number of meaningful Intrinsic Mode Functions (IMFs). Depending on the physical meaning of IMFs, they can be regarded as important variables which are input into BPNN for training. We also use moving-window method in the prediction process. In addition, cubic spline interpolation as well as extrapolation as our strategy is applied to electricity consumption forecasting, these two methods are used for smoothing the data and finding local trend to improve accuracy of results. The prediction results using our methods and strategy resulted in good accuracy. However, for further accuracy, we used the ensemble average method, and compared the results with the data produced without applying the ensemble average method. By using the ensemble average, the outcome was more precise with a smaller error, it results from the procedure of finding minimum error function in the BPNN training.

本研究考慮重要且對台股大盤指數走勢有連動影響的因素，主要納入對台股有領頭作用的美國三大股市，那斯達克(NASDAQ)指數、道瓊工業(Dow Jones)指數、標準普爾500(S&P500)指數;其他對台股緊密連動效果的國際股票市場，香港恆生指數、上海證券綜合指數、深圳證券綜合指數、日經225指數;以及納入左右國際經濟表現的國際原油價格走勢，美國西德州原油、中東杜拜原油和歐洲北海布蘭特原油;在宏觀經濟因素方面則考量失業率、消費者物價指數、匯率、無風險利率、美國製造業重要指標的存貨/銷貨比率、影響貨幣數量甚鉅的M1B;在技術分析方面則納入多種重要的指標，心理線 (PSY) 指標、相對強弱(RSI) 指標、威廉(WMS%R) 指標、未成熟隨機(RSV) 指標、K-D隨機指標、移動平均線(MA)、乖離率(BIAS)、包寧傑%b和包寧傑帶狀寬度(BandWidth%);所有考量因素共計35項，因為納入重要因子比較多，所以完備性較高。 本研究先採用的贏者全拿(Winner-Take-All) 競爭學習策略的自組織映射網路(Self-Organizing Feature Maps, SOM)，藉由將相似資料歸屬到已身的神經元萃取出關聯分類且以計算距離來衡量神經元的離散特徵，對於探索大量且高維度的非線性複雜特徵俱有優良的因素相依性投射效果，將有利於提高預測模式精準度。在線性擬合部分則結合倒傳遞(Back-Propagation, BP)、Elman反饋式和徑向基底函數類網路(Radial-Basis-Function Network, RBF)模式為指數預測輸出，並對台股加權指數隔日收盤指數進行預測和評量。而在傳統的Elman反饋式網路只在隱藏層存在反饋機制，本研究則在輸入層和隱藏層皆建立反饋機制，將儲存在輸入層和隱藏層的過去時間資訊回饋給網路未來參考。在徑向基底函數網路方面，一般選取中心聚類點採用隨機選取方式，若能有效降低中心點個數，可降低網路複雜度，本研究導入垂直最小平方法以求取誤差最小的方式強化非監督式學習選取中心點的能力，以達到網路快速收斂，提昇網路學習品質。 研究資料為台股指數交易收盤價，日期自2001/1/2，至2011/10/31共2676筆資料。訓練資料自2001/1/2至2009/12/31，共2223筆;實證測試資料自2010/1/4至2011/10/31，計453個日數。主要評估指標採用平均相對誤差(AMRE)和平均絕對誤差 (AAE)。在考慮因子較多的狀況下，實證結果顯示，在先透過SOM進行因子聚類分析之後，預測因子被分成四個組別，分別再透過BP、Elman recurrent和RBF方法進行線性擬合，平均表現方面，以RBF模式下的四個群組因子表現最佳，其中RBF模式之下的群組4，其AMRE可達到0.63%，最差的AMRE則是群組1，約為1.05%;而Elman recurrent模式下的四組群組因子之ARME則介於1.01%和1.47%之間;其中預測效果表現最差則是BP模式的預測結果。顯示RBF具有絕佳的股價預測能力。最後，在未來研究建議可以運用本文獻所探討之其他數種類神經網路模式進行股價預測。 / In this study, we considering the impact factors for TWSE index tendency, mainly aimed at the three major American stock markets, NASDAQ index, Dow Jones index, S&P 500, which leading the Taiwan stock market trend; the other international stock markets, such as the Hong Kong Hang-Seng Index, Shanghai Stock Exchange Composite Index, Shenzhen Stock Exchange Composite Index, NIKKEI 225 index, which have close relationship with Taiwan stock market; we also adopt the international oil price trend, such as the West Texas Intermediate Crude Oil in American, the Dubai crude oil in Middle Eastern, North Sea Brent crude oil in European, which affects international economic performance widely; On the side of macroeconomic factors, we considering the Unemployed rate, Consumer Price Index, exchange rate, riskless rate, the Inventory to Sales ratio which it is important index of American manufacturing industry, and the M1b factor which did greatly affect to currency amounts; In the part of Technical Analysis index, we adopt several important indices, such as the Psychology Line Index (PSY), Relative Strength Index (RSI), the Wechsler Memory Scale—Revised Index (WMS%R), Row Stochastic Value Index (RSV), K-D Stochastics Index, Moving Average Line (MA), BIAS, Bollinger %b (%b), Bollinger Band Width (Band Width%);All factors total of 35 which we have considered the important factor is numerous, so the integrity is high. In this study, at first we adopt the Self-Organizing Feature Maps Network which based on the Winner-Take-All competition learning strategy, Similar information by the attribution to the body of the neuron has been extracted related categories and to calculate the distance to measure the discrete characteristics of neurons, it has excellent projection effect by exploring large and complex high-dimensional non-linear characteristics for all the dependency factors , would help to improve the accuracy of prediction models, would be able to help to improve the accuracy of prediction models. The part of the curve fitting combine with the back-propagation (Back-Propagation, BP), Elman recurrent model and radial basis function network (Radial-Basis-Function Network, RBF) model for the index prediction outputs, forecast and assessment the next close price of Taiwan stocks weighted index. In the traditional Elman recurrent network exists only one feedback mechanism in the hidden layer, in this study in the input and hidden layer feedback mechanisms are established, the previous information will be stored in the input and hidden layer and will be back to the network for future reference. In the radial basis function network, the general method is to selecting cluster center points by random selection, if we have the effectively way to reduce the number of the center points, which can reduces network complexity, in this study introduce the Orthogonal Least Squares method in order to obtain the smallest way to strengthen unsupervised learning center points selecting ability, in order to achieve convergence of the network fast, and improve network learning quality. Research data for the Trading close price of Taiwan Stock Index, the date since January 2, 2001 until September 30, 2011, total data number of 2656. since January 2, 2001 to December 31, 2009 a total number of 2223 trading close price as training data; empirical testing data, from January 4, 2010 to September 30, 2011, a total number of 433. The primary evaluation criteria adopt the Average Mean Relative Error (AMRE) and the Average Absolute Error (AAE). In the condition for consider more factors, the empirical results show that, by first through SOM for factor clustering analysis, the prediction factors were divided into four categories and then through BP, Elman recurrent and RBF methods for curve fitting, at the average performance , the four group factors of the RBF models get the best performance, the group 4 of the RBF model, the AMRE can reach 0.63%, the worst AMRE is group 1, about 1.05%; and the four groups of Elman recurrent model of ARME is between 1.01% and 1.47%; the worst prediction model is BP method. RBF has shown excellent predictive ability for stocks index. Finally, the proposal can be used in future studies of the literatures that we have explore several other methods of neural network model for stock trend forecasting.