A fast catchment response usually leads to a shorter lag time, and under these conditions the forecast lead time obtained from a rainfall-runoff model or correlation between upstream and downstream flows may be infeasible for flood warning purposes. Additional lead time can be obtained from short-term quantitative rainfall forecasts that extend the flood warning time and increase the economic viability of a flood forecasting system. For this purpose algorithms which forecasts the quantitative rainfall amounts up to six hours ahead have been developed, based on lumped and distributed approaches. The lumped forecasting algorithm includes the essential features of storm dynamics such as rainband and raincell movements which are represented within the framework of a linear transfer function model. The dynamics of a storm are readily captured by radar data. A space-time rainfall model is used to generate synthetic radar data with known features, e.g. rainband and raincell velocities. This enables the algorithm to be assessed under ideal conditions, as errors are present in observed radar data. The transfer function algorithm can be summarised as follows. The dynamics of the rainbands and raincells are incorporated as inputs into the transfer function model. The algorithm employs simple spatial cross-correlation techniques to estimate the rainband and raincell velocities. The translated rainbands and raincells then form the auxiliary inputs to the transfer function. An optimal predictor based on minimum square error is then derived from the transfer function model, and its parameters are estimated from the auxiliary inputs and observed radar data in real-time using a recursive least squares algorithm. While the transfer-function algorithm forecasts areal rainfalls, a distributed approach which performs rainfall forecasting at a fine spatial resolution (referred to as the advection equation algorithm) is also evaluated in this thesis. The algorithm expresses the space-time rainfall on a Cartesian coordinate system via a partial differential advection equation. A simple explicit finite difference solution scheme is applied to the equation. A comparison of model parameter estimates is undertaken using a square root information filter data processing algorithm, and single-input single-output and multiple-input multiple-output least squares algorithms.

本文主要是利用時間數列中的轉換函數模式對國內的成交量與成交價、美國道瓊工業平均指數與台灣發行量加權股價指數及NASDAQ 指數與台灣電子類股進行研究與預測，除了找出適當的預測模式外，同時可以看出世界的經貿大國－美國對台灣所造成的影響，也可以針對"量是否先價而行"的說法加以應証。 在研究期間裡，分析的結果顯示大盤的成交量平均領先成交價兩期，電子類股與熱門股則呈現價量同期的現象，而美國股價與NASDAQ股價分別平均領先台灣股價與電子類股一期，除了從大盤的資料來分析外，也可經由重要的類股來分析股價可能的走勢，另外短期預測也有不錯的結果，這說明了美國仍 然具有其影響力，也同時應証了"量是價的先行指標"的說法，另外此三種現象，都可做為預測台灣股價指數的參考指標。 / The article utilizes the transfer function model in time series to make prediction on closing volume with closing value of the stock market, the American Dow Jones average index with the index of Taiwan stock market index, NASDAQ index with Taiwan electronic stock. In additional to discovering the appropriate prediction model, we can simultaneously see the influence of America with great economic power on Taiwan and how the concept that the volume determines the value is verified. During the process of this research, the outcome of the analysis indicates the closing volume is two times ahead of the closing value while the volume and value of the electronic and glamour stocks are changing in the same time and the American stock value and NASDAQ index are one time ahead of Taiwan electronic stock value. Besides the analysis based on the whole data, we can predict the possible futuristic stock trend. On the other hand, we can get pretty good result based on this theory, which accounts for the fact that America has some influence on Taiwan stock market and verifies the concept that the volume determines the value.. In addition, these three phenomenon can serve as the references for the prediction on the Taiwan stock index.

In this study, I examined the effect of watershed urbanization on the invasion of alien woody species in riparian forests. This study was conducted in three major steps: 1) estimating the degree of watershed urbanization using impervious surface maps extracted from remote sensing images; 2) examining the effect of urbanization on hydrologic regime; and 3) investigating a relationship between watershed urbanization and ecosystem invasibility of a riparian forest. I studied twelve riparian forests along urban-rural gradients in Austin, Texas. Hydrologic regimes were quantified by transfer function (TF) models using four-year daily rainfall-streamflow data in two study periods (10/1988-09/1992 and 10/2004-09/2008) between which Austin had experienced rapid urbanization. For each study period, an impervious surface map was generated from Landsat TM image by a support vector machine (SVM) with pairwise coupling. SVM more accurately estimated impervious surface than other subpixel mapping methods. Ecosystem invasibilities were assessed by relative alien cover (RAC) of riparian woody species communities. The results showed that the effects of urbanization differ by hydrogeologic conditions. Of the study watersheds, seven located in a hillslope region experienced the diminishing peakflows between the two study periods, which are contrary to current urban hydrologic model. I attributed the decreased peakflows to land grading that transformed a hillslope into a stair-stepped landscape. In the rest of the watersheds, peakflow diminished between the two study periods perhaps due to the decrease in stormwater infiltration and groundwater pumpage that lowered groundwater level. In both types of watersheds, streamflow rising during a storm event more quickly receded as watershed became more urbanized. This study found a positive relationship between RAC and watershed impervious surface percentage. RAC was also significantly related to flow recession and canopy gap percentages, both of which are indicators of hydrologic disturbance. These results suggest that urbanization facilitated the invasion of alien species in riparian forests by intensifying hydrologic disturbance. The effects of urbanization on ecosystems are complex and vary by local hydrologeologic conditions. These results imply that protection of urban ecosystems should be based on a comprehensive and large-scale management plan.

No description available.

Made available in DSpace on 2016-08-10T10:40:36Z (GMT). No. of bitstreams: 1 MARINA MEIRELES PEREIRA.pdf: 5021994 bytes, checksum: 7b9170817bc15d6c6c8810e83ac1330e (MD5) Previous issue date: 2016-02-15 / This research aims to apply a prediction model to a tire closed-loop supply chain to estimate the volume returned of scrap tires, through the variables that influence the amount and time that these tires are returned to destination. The methodological approach applied in this research is the modeling by applying the Transfer Function Model. It starts with the analysis that the tire closed-loop supply chain of Goiás and the Federal District is structured and there is a direct relationship between sales of tires with the amount returned. Were adopted as model input variables the amount of tires placed on the market for after-market and the size of the current fleet of these places, representing the amount of tires entered the market for new cars sold. For the output variable was considered the quantity of scrap tires collected and sent for disposal. The data for the survey were collected in the organization s databases adopted as an object of study, IBAMA, DENATRAN, ANIP and AliceWeb considering a period of 54 months. Data were analyzed by the transfer function model and the results showed that the lag time after the tires were entered on the market was around 12 months for all input variables, the return probability of the after-market are greater than the return probability of the tire fleets, and the behavior of the predicted return showed an approximate behavior of the real return with a percentage deviation of 3.4%. Therefore, this study enabled us to identify the variables that influence the return of scrap tires and scale the amount of returned volume tires and the time of this return to facilitate the planning of the tires of closed-loop supply chain. / Esta pesquisa visa aplicar um modelo de previsão a uma cadeia de suprimentos de ciclo fechado de pneus, para estimar o volume de pneus inservíveis retornados, por meio das variáveis que influenciam na quantidade e no tempo que estes pneus retornam para serem destinados. A abordagem metodológica aplicada nessa pesquisa se situa na Modelagem, aplicando o Modelo de Função de Transferência. Parte-se da análise de que a cadeia de suprimentos de ciclo fechado do Estado de Goiás e Distrito Federal está estruturada e que há uma relação direta entre as vendas de pneus com a quantidade retornada. Foram adotadas como variáveis de entrada do modelo a quantidade de pneus inseridos no mercado, pelo mercado de reposição e o tamanho da frota circulante destas localidades, representando a quantidade de pneus inseridos no mercado pelos carros novos vendidos. Para a variável de saída foi considerada a quantidade de pneus inservíveis coletados e encaminhados para destinação final. Os dados utilizados na pesquisa foram coletados em bancos de dados da organização adotada como objeto de estudo, IBAMA, DENATRAN, ANIP e AliceWeb, considerando de um período de 54 meses. Os dados foram analisados pelo modelo de função de transferência e os resultados obtidos mostraram que o tempo de defasagem da entrada de pneus no mercado foi em torno de 12 meses para todas as variáveis de entrada, que as probabilidades de retorno do mercado de reposição são maiores que as probabilidades de retorno dos pneus das frotas e que a previsão de retorno apresentou um comportamento aproximado do comportamento real do retorno com um desvio percentual de 3,4%. Portanto, este estudo possibilitou identificar as variáveis que influenciam no retorno de pneus inservíveis e a dimensionar a quantidade de volume de pneus retornados e o tempo desse retorno para viabilizar o planejamento da cadeia de suprimentos de ciclo fechado de pneus.

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。

在充滿不確定性之交易市場中，每位交易者會盡量利用所擁有之資訊，在 市場有干擾（如，風險性資產供給之不確定性、個人偏好不同、個人面對 之稅負環境不同等）之情形下，市場會顯露出部份私人訊息，故交易者亦 會經由對價格和交易量之觀察習得訊息；擁有私人訊息之交易者稱為消息 靈通者(Informed)，未擁有私人訊息而只能經由觀察價格而習(learn )得 訊息之交易者稱為消息不靈通者(Uninformed)，他們二者之差異在於他們 是否願花成本或資源以購買訊息。本文係在干擾理性預期模型下，利用所 設定之特殊效用函數--絕對風險規避效用函數及假設隨機變數為多元常態 分配，探討市場有干擾情形下，在第一期有私人訊息而在第二期有公開訊 息揭露之不對稱訊息模型中價格之資訊性，分別分析了公告訊息和私人訊 息之干擾程度、風險性資產供給之不確定及購買訊息人數對二期價格資訊 性之影響。在所設定的模型有解下，本文利用這些影響因素對公告訊息和 私人訊息在總合需求計劃部位 (Position)的彈性說明二期價格資訊性。 同時文中亦探討購買訊息人數之內生決定，顯示了公告訊息之揭露會修正 交易者之看法而減少私人蒐集訊息之誘因。

近數十年來旅遊業不斷茁壯並走向多元化，在一國經濟中常扮演著舉足輕重地位。澳門為一小型開放經濟體，旅遊業是其產業龍頭及重點發展目標，對整體經濟發展至關重要。然回顧過去文獻少有考慮季節性與突發事件干擾的前提下，針對亞太地區的旅遊需求研究，加以預測方法多為單獨使用因果分析法或時間序列法。本研究在考慮該二種因素，先利用片段線性模型刻畫結構轉變的發生，再進一步結合時間序列分析法建構轉移函數模型。基於平均絕對比率誤差與均方差平方根的評比，轉移函數模型在預測澳門旅遊需求能力上確實有著較優異的表現。實證研究結果可供澳門旅遊相關業者規劃投資、觀光行銷企劃及政府單位採行總體政策參考。

近年來由於亞洲金融風暴的肆虐，產生經濟不景氣，使得失業的問題逐漸受到社會所關注，本論文企圖以三個時間序列方法：1.單變量ARIMA模型；2.轉換函數(TF)模型；3.向量自迴歸(VAR)模型來建立台灣地區的失業率時間序列預測模型。資料則是利用台灣地區民國75年1月至民國87年12月的失業率月資料作實證預測分析，為了知道資料是否來自時間趨勢模型，測試是否經過差分消掉一部份的記憶會發生預測的誤差，所以先以多步(multi-step)預測和一步(one-step)預測的方法計算出民國88年1月至88年12月預測值，而預測評估準則則採用(1)MAPE、RMSPE、MPE及泰爾不等係數(THEIL)；(2)變化方向誤差與趨勢變化誤差兩大方向來做預測比較。最後將算出的12期預測值與行政院主計處整體統計資料庫中所得到的失業率實際值利用預測評估準則做比較，結果發現一步預測法較多步預測法準確；而向量自迴歸模型(VAR)在大部份的預測期數上有較小的MAPE、RMSPE、MPE及THEIL值，因為此VAR模型考慮了在變數之間的共整合現象，有助於模型的預測，所以有較好預測的能力；反而是較複雜的ARIMA模型及轉換模型預測能力稍差一點。 / In this thesis, we plan to construct three time series models to forecast the Taiwan unemployment Rate. These time series models are ARIMA model、transfer function (TF) model and Vector Autoregressive (VAR) model. The data set consists of monthly observations for the period 75:1-87:12 for unemployment rate. We want to know if the data came from time trend model. First, we use multi-step forecasting and one-step forecasting to calculate 12 forecasted values from 88:01-88:12. Then We compare the prediction performance of these two methods by using：(1) MAPE、RMSPE、MPE and Theil’s Inequality Coefficient (THEIL)；(2) Direction of Change Error and trend Change Error etc. It is found that one-step forecasting is more correct than multi-step forecasting and the forecasting performance of VAR model is improved by explicitly taking account of cointegration between the variables in the model，so VAR model has lower MAPE、RMSPE、MPE and THEIL for most horizons. However，the more parsimonious ARIMA and transfer function models have higher MAPE、RMSPE、MPE for most horizons.

The main focus of this thesis is to analyse signals (signal-dependent analysis) and room responses (system-dependent analysis) from a statistical point of view, attempt to determine the underlying statistical relationships between the reverberant signals and the room responses and propose relevant statistical models. Based on such a statistical framework, this thesis aims to propose novel methodologies for the extraction of room acoustical information and parameters from reverberant signals. Schroeder's theory is experimentally evaluated for various Room Transfer Functions (RTFs) measured in many source/receiver positions in various enclosures and several related aspects are discussed. Using a statistical approach, the effects of reverberant energy on the histograms and statistical measures are discussed and models describing the relationship of statistical measures between the reverberant signal and the RTFs are extracted. Then, the statistical properties of Binaural Room Transfer Functions (BRTFs) and binaural cues are examined. The well-known property of the spectral standard deviation of the magnitude of RTFs, that is its convergence to 5.6 dB for diffuse fields, is examined for the case of BRTFs, using a similar approach and a generic model for the relationship of the spectral standard deviation of RTFs and BRTFs. This thesis is also concerned with the distance estimation problem from a perceptual and computational point of view. Two novel methods for the estimation of the source/receiver distance using speech signals are proposed. The first method is able to detect the distance between the speaker and the microphone in a room environment using single-channel signals. The distance-dependent variation of several temporal and spectral statistical features of single-channel signals is studied and a novel sound source distance detector, based on these features is developed. The second method estimates distance from binaural speech signals (two-channel signals). This method does not require a priori knowledge of the room impulse response, the reverberation time or any other acoustical parameter and relies on a set of novel features extracted from the reverberant binaural signals. For this method, a novel distance estimation feature is introduced exploiting the standard deviation of the difference of the magnitude spectra of the left and right binaural signals (termed here as Binaural Spectral Magnitude Difference Standard Deviation (BSMD STD)). Moreover, an extended and novel set of additional features based on the statistical properties of binaural cues (ILDs, ITDs, ICs) is extracted from an auditory front-end which models the peripheral processing of the human auditory system. Both methods rely on novel distance-dependent features, related to statistical parameters of speech signals. Finally, a novel method for the estimation of the direct-to-reverberant-ratio (DRR) from dual-channel microphone recordings without having knowledge of the source signal is presented. / Η παρούσα διατριβή ασχολείται με τη μελέτη και ανάλυση των στατιστικών χαρακτηριστικών ηχητικών σημάτων και των ακουστικών αποκρίσεων χώρου, έχοντας ως πρωταρχικό σκοπό να προτείνει σχέσεις που περιγράφουν τη συσχέτιση των στατιστικών χαρακτηριστικών των σημάτων με αντήχηση με τις ακουστικές αποκρίσεις χώρων. Βάσει ενός τέτοιου θεωρητικού πλαισίου, η διατριβή αυτή αποσκοπεί στο να προτείνει νέες μεθοδολογίες για την εξαγωγή πληροφορίας που σχετίζεται με τα ακουστικά χαρακτηριστικά των χώρων, κάνοντας χρήση ηχογραφημένων ηχητικών σημάτων (π.χ. σήματα ομιλίας) στους εκάστοτε κλειστούς χώρους. Το θεωρητικό υπόβαθρο αυτής της διατριβής βασίζεται σε υπάρχοντα θεωρητικά μοντέλα για το ηχητικό πεδίο μέσα σε ένα κλειστό χώρο, όπως, για παράδειγμα, το στατιστικό μοντέλο του Schroeder. Το μοντέλο του Schroeder επιβεβαιώνεται πειραματικά για ακουστικές αποκρίσεις που έχουν μετρηθεί σε διάφορες θέσεις, μέσα σε κλειστούς χώρους, οι οποίοι διαφέρουν στα ακουστικά χαρακτηριστικά τους. Βάσει στατιστικής ανάλυσης, εξάγονται στατιστικά μοντέλα, τα οποία περιγράφουν την επίδραση της αντήχησης στα ηχητικά σήματα, όταν αυτά αναπαραχθούν μέσα σε ένα κλειστό χώρο. Στη συνέχεια, λαμβάνοντας υπόψη αντιληπτικά μοντέλα ακοής, τα οποία προϋποθέτουν την ύπαρξη δυο ηχητικών σημάτων (δυο αυτιά, αμφιωτική ακοή) σε αυτή τη διατριβή, μελετώνται κάποιες παράμετροι οι οποίες εξάγονται από αμφιωτικές ακουστικές αποκρίσεις χώρου. Η ιδιότητα της φασματικής τυπικής απόκλισης συναρτήσεων μεταφοράς χώρων να συγκλίνει στην τιμή των 5.6~dB για διάχυτα ηχητικά πεδία, επεκτείνεται στην περίπτωση των αμφιωτικών αποκρίσεων χώρου και προτείνεται ένα γενικευμένο μοντέλο που συσχετίζει τη φασματική τυπική απόκλιση μονοφωνικών και αμφιωτικών συναρτήσεων μεταφοράς χώρου. Η διατριβή αυτή, επίσης, ασχολείται με το πρόβλημα της εκτίμησης της απόστασης μεταξύ πηγής και δέκτη. Προτείνονται δυο νέες μέθοδοι για την εκτίμηση της απόστασης μεταξύ πηγής και δέκτη, κάνοντας χρήση ηχητικών σημάτων ομιλίας. Η προτεινόμενη μέθοδος βασίζεται σε μια σειρά από στατιστικές παραμέτρους των οποίων οι τιμές μεταβάλλονται είτε στο πεδίο του χρόνου είτε στο πεδίο της συχνότητας. Η δεύτερη προτεινόμενη μέθοδος αφορά, επίσης, στην εκτίμηση της απόστασης πηγής/δέκτη, αλλά από αμφιωτικά σήματα. Η μέθοδος αυτή δεν προαπαιτεί γνώση της ακουστικής απόκρισης του χώρου, του χρόνου αντήχησης ή άλλης ακουστικής παραμέτρου και βασίζεται σε μια σειρά από νέες παραμέτρους, οι οποίες μπορούν να υπολογισθούν από τα αμφιωτικά σήματα με αντήχηση. Οι παράμετροι συνδυάζονται με δυο διαφορετικές τεχνικές αναγνώρισης προτύπων των οποίων τα μειονεκτήματα και πλεονεκτήματα συζητώνται. Στα πλαίσια αυτής της μεθόδου, προτείνεται μια νέα παράμετρος, η οποία βασίζεται στη διαφορά της φασματικής τυπικής απόκλισης του αριστερού και του δεξιού αμφιωτικού ηχητικού σήματος, η οποία αποδεικνύεται ότι σχετίζεται με τα στατιστικά της αντίστοιχης μονοφωνικής ακουστικής απόκρισης. Τέλος, προτείνεται μια σειρά από παραμέτρους οι οποίες βασίζονται στα στατιστικά χαρακτηριστικά αμφιωτικών παραμέτρων και σχετίζονται με το αντιληπτικό μοντέλο της ανθρώπινης ακοής. Τέλος, προτείνεται μια νέα μέθοδος για την εκτίμηση της στάθμης λόγου κατευθείαν προς ανακλώμενου ήχου από στερεοφωνικά σήματα.