本論文探討利用總體因子預測台灣股市的月成交量，並討論其預測準確度。總體因子主要利用主成分分析法從大量的總體資料中抽出，台灣股市月成交量資料主要來自TEJ資料庫，並將其分為九類：水泥窯業、食品業、塑膠化工業、紡織業、機電業、造紙業、營建業、金融業和加權指數。 結果發現三個月後的預測值比一個月後的預測值準確，而從RMSE跟MAE的結果，發現食品業、塑膠化工業、紡織業、機電業、造紙業預測的準確度較高。 / This paper discusses forecasting monthly turnover by static principle components method, and testing accuracy of forecasting. The monthly turnover is from Taiwan stock market as nine turnover classification, Cement & Kiln industry, Food industry, Plastic & Chemical industry, Textile industry, Mechanical & Electrical industry, Paper-making industry, Construction industry, Financial industry and Value-Weighted Index. The principle components extracted from large macroeconomic datasets have the explanatory power to monthly turnover. In addition, for basic forecasting, the accuracy of three-month prediction is better than one-month prediction in both subsamples. To test accuracy, RMSE (PC) and MAE (PC) are outperformed the same in Food industry, Textile& Fibers industry. However, MAE (PC) in Plastic & Chemical industry, RMSE (PC) in Mechanical & Electrical industry and Paper-making industry still show the good prediction as well.

The simplicity principle posits that we interpret sense data as the simplest consistent distal cause, or that our high level perceptual representations of stimuli are optimized for simplicity. The traditional paradigm used to test this principle is coding theory, where alternate representations of stimuli are constructed, simplicity is measured as shortness of representation length, and behavioural experiments attempt to show that the shortest representations correspond best to perception. In this study we apply coding theory to marker-based human walking motion. We compare two representation schemes. The first is based on marker coordinates in a body-centred Cartesian coordinate system. The second is based on a model of 15 rigid body segments with Euler angles and a Cartesian translation for each. Both of our schemes are principal component (PC)-based implementations of a norm-based multidimensional object space – a type of model for high level perceptual schemes that has received attention in the literature over the past two decades. Representation length is quantified as number of retained PC’s, with error increasing with discarded PC’s. We generalize simplicity to efficiency measured as error across all possible lengths, where more efficient schemes admit less error across lengths. We find that the Cartesian coordinates-based scheme is more efficient than the Euler angles and translations-based scheme across a database of 100 walkers. In order to link this finding to perception we turn to the caricature effect that subjects can identify caricatures of familiar stimuli more accurately than veridicals. Our design was to compare walker caricatures generated in our two schemes in the hope of finding that one gives caricatures that benefit identification more than the other, from which we would conclude the former to be a better model of the true perceptual scheme. However, we find that analogous caricatures between the two schemes are only distinguishable at caricature levels so extreme that identification performance breaks down, so our design became infeasible and no conclusion for a simplicity principle in walker perception is reached. We also measure a curve of increasing then decreasing identification performance with caricature level and an optimal level at approximately double the distinctiveness of a typical walker. / Thesis (Master, Neuroscience Studies) -- Queen's University, 2010-10-29 19:16:39.943

[pt] Neste estudo, tentamos estimar o impacto da medida intervencionista mais recente e amplamente adotada pelo Banco Central do Brasil no mercado de câmbio sobre a Curva de Cupom Cambial: a emissão de Swaps Cambiais. O objetivo do BCB com essa intervenção era prover o setor privado de proteção contra a volatilidade cambial à época. O trabalho foca no efeito dessas medidas na curva de Cupom Cambial por conta da importância do funcionamento dessa curva para a correta precificação do mercado de dólar futuro, já que, no Brasil, a formação da taxa de câmbio se dá no preço futuro de dólar e não no preço à vista, como é comum nos outros países. Através de Análise de Componentes Principais sobre a Curva de Cupom Cambial, encontramos seus três primeiros componentes (nível, inclinação e curvatura) e os utilizamos para regredi-los em variáveis independentes que representam a série de emissões de Swap por parte do BC. Os resultados indicam que os Swaps Cambiais geram mudanças significativas no nível geral da Curva de Cupom Cambial. Já os Swaps Reversos não apresentam impacto estatisticamente significante no nível, mas sim na inclinação da curva. / [en] In this study, we try to estimate the impact of the most recent currency intervention measure widely adopted by the Central Bank of Brazil and how it affects the Cupom Cambial Curve: the issue of Foreign Exchange Swaps. The BCB s objective with this intervention was to provide the private sector with hedge against exchange rate volatility. This paper focus on the effect of these measures on the Cupom Curve due to the importance of the comprehension of this curve for the correct pricing of the future dollar market, given that, in Brazil, the formation of the foreign exchange rate occurs with the future dollar price and not in the spot price, as is more common in other countries. Through Principal Component Analysis on the Foreign Exchange Coupon Curve, we find its three components (level, slope and curvature) and use it as an explained variable to regress it with independent variables that represent the series of Swap issued by the Central Bank. The results indicate that the Foreign Exchange Swaps generate significant changes in the overall level of the Cupom Cambial Curve. Otherwise, Reverse Swaps don t represent a statistically significant impact on the level but do impact the slope of the curve.

Two types of artificial neural networks, Multilayer Perceptron (MLP) and Self-organizing Feature Map (SOM), were employed to detect mastitis for robotic milking stations using the preprocessed data relating to the electrical conductivity and milk yield. The SOM was developed to classify the health status into three categories: healthy, moderately ill and severely ill. The clustering results were successfully evaluated and validated by using statistical techniques such as K-means clustering, ANOVA and Least Significant Difference. The result shows that the SOM could be used in the robotic milking stations as a detection model for mastitis. For developing MLP models, a new mastitis definition based on higher EC and lower quarter yield was created and Principle Components Analysis technique was adopted for addressing the problem of multi-colinearity existed in the data. Four MLPs with four combined datasets were developed and the results manifested that the PCA-based MLP model is superior to other non-PCA-based models in many respects such as less complexity, higher predictive accuracy. The overall correct classification rate (CCR), sensitivity and specificity of the model was 90.74 %, 86.90 and 91.36, respectively. We conclude that the PCA-based model developed here can improve the accuracy of prediction of mastitis by robotic milking stations.