Дисертації з теми "Combinations rules"

The perennial controversy in business combinations accounting and its dialectic with stakeholders’ interests under the complexity of the Mergers and Acquisitions (M&A) activity is the centrepiece of analysis in this thesis. It is argued here that the accounting regulation should be as neutral as possible for the economic activity, although it is recognised that accounting changes may result in economic effects. In the case of the changes for business combinations accounting in the USA, lobbying was so fierce that in order to achieve the abolition of accounting choice in M&A accounting, it forced the standard-setter to compromise and to change substantially some of its earlier proposals. Such fierce lobbying cast doubts about whether it was effectively possible to mitigate such economic effects, resulting in a possible impact of the accounting changes on the M&A activity. The occurrence of M&A in waves is yet to be fully theorised. Nevertheless, existing literature established relationships between M&A activity and some key economic and financial factors, and has provided several interesting theories and other meaningful contributions for this thesis. It was therefore possible to examine whether the changes in the accounting rules produced any significant impact on the M&A activity. The findings obtained from the testing of the research hypotheses suggest that the new M&A accounting rules did not result in significant impacts on overall M&A activity. Nevertheless, from the study of managers’ perceptions, and from the examination of annual reports of S&P 500 companies, a considerable impact on the financial reporting was found.

Record linkage is the task of identifying records within one or multiple databases that refer to the same entity. Currently, there exist many different approaches for record linkage. Some approaches incorporate the use of heuristic rules, mathematical models, Markov models, or machine learning. This thesis focuses on the application of record linkage to genealogical records within family trees. Today, large collections of genealogical records are stored in databases, which may contain multiple records that refer to a single individual. Resolving duplicate genealogical records can extend our knowledge on who has lived and more complete information can be constructed by combining all information referring to an individual. Simple string matching is not a feasible option for identifying duplicate records due to inconsistencies such as typographical errors, data entry errors, and missing data. Record linkage algorithms can be classified under two broad categories, a rule-based or heuristic approach, or a probabilistic-based approach. The Cocktail Approach, presented by Shirley Ong Ai Pei, combines a probabilistic-based approach with a rule-based approach for record linkage. This thesis discusses a re-implementation and adoption of the Cocktail Approach to genealogical records.

Tesis del programa de Maestría en Ciencias de la Ingeniería con línea de acentuación en Estructuras. Facultad de Ingeniería, Universidad Autónoma del Estado de México.
En este trabajo se estudió el comportamiento inelástico de varios modelos estructurales de edificios con diferentes períodos de traslación en ambas direcciones ortogonales. Para cada modelo, el ángulo de incidencia del sismo varió de 0° a 90° con incrementos de 10°. La combinación de los efectos sísmicos ortogonales horizontales utilizados para el diseño varió para α=10%, 30%, 50%, 70% y 100%. Se analizaron doce registros sísmicos, 6 de suelo firme y 6 de suelo blando. Se utilizaron dos factores de reducción de las fuerzas elásticas de diseño (Q=2 y 4). En base a estos parámetros, se realizaron diferentes análisis. Para cada uno, se evaluaron las demandas de ductilidad de columnas y vigas, así como las distorsiones de entrepiso. Con estas distorsiones de entrepiso, se estimó el daño de los modelos para cada caso. Se evaluó el costo total de los modelos, considerando el costo inicial del edificio, los costos de reparación, las pérdidas de contenido, los costos de pérdida por rentas y las pérdidas debidas a personas heridas y fallecidas. Los principales resultados obtenidos muestran que el principal factor que afecta el costo total de los modelos fue el tipo de suelo, sin embargo, las otras variables también modifican la estimación del costo total. Para suelos firmes, el promedio del α óptimo es 0.85 para Q=2 y 0.9 para Q=4. Para suelos blandos el promedio del α óptimo es 0.20 para Q=2 y 0.30 para Q=4. Las demandas de ductilidad también varían en forma importante en función de las variables estudiadas. La principal variable que afecta las demandas de ductilidad es el ángulo de incidencia. Los valores de α que se aproximan en mayor medida a las demandas de ductilidad calculada con los valores de Q fueron los siguientes: para suelo firme, α=0.1 para Q=2 y α=0.5 para Q=4; para suelo blando, α=1.0 para Q=2 y α=0.7 para Q=4.

The aim of this work is to identify the possibilities of the complementary usage of two analytical methods of data analysis, OLAP analysis and data mining represented by GUHA association rule mining. The usage of these two methods in the context of proposed scenarios on one dataset presumes a synergistic effect, surpassing the knowledge acquired by these two methods independently. This is the main contribution of the work. Another contribution is the original use of GUHA association rules where the mining is performed on aggregated data. In their abilities, GUHA association rules outperform classic association rules referred to the literature. The experiments on real data demonstrate the finding of unusual trends in data that would be very difficult to acquire using standard methods of OLAP analysis, the time consuming manual browsing of an OLAP cube. On the other hand, the actual use of association rules loses a general overview of data. It is possible to declare that these two methods complement each other very well. The part of the solution is also usage of LMCL scripting language that automates selected parts of the data mining process. The proposed recommender system would shield the user from association rules, thereby enabling common analysts ignorant of the association rules to use their possibilities. The thesis combines quantitative and qualitative research. Quantitative research is represented by experiments on a real dataset, proposal of a recommender system and implementation of the selected parts of the association rules mining process by LISp-Miner Control Language. Qualitative research is represented by structured interviews with selected experts from the fields of data mining and business intelligence who confirm the meaningfulness of the proposed methods.

La fusion d'informations issues de plusieurs sources cherche à améliorer la prise de décision. Pour réaliser cette fusion, la théorie des fonctions de croyance utilise des règles de combinaison faisant bien souvent l'hypothèse de l'indépendance des sources. Cette forte hypothèse n'est, cependant, ni formalisée ni vérifiée. Elle est supposée pour justifier le choix du type de règles à utiliser sans avoir, pour autant, un moyen de la vérifier. Nous proposons dans ce rapport de thèse un apprentissage de l'indépendance cognitive de sources d'information. Nous détaillons également une approche d'apprentissage de la dépendance positive et négative des sources. Les degrés d'indépendance, de dépendance positive et négative des sources ont principalement trois utilités. Premièrement, ces degrés serviront à choisir le type de règles de combinaison à utiliser lors de la combinaison. Deuxièmement, ces degrés exprimés par une fonction de masse sont intégrés par une approche d'affaiblissement avant de réaliser la combinaison d'information. Une troisième utilisation de cette mesure d'indépendance consiste à l'intégrer dans une nouvelle règle de combinaison. La règle que nous proposons est une moyenne pondérée avec ce degré d'indépendance
The theory of belief functions manages uncertainty and proposes a set of combination rules to aggregate beliefs of several sources. Some combination rules mix evidential information where sources are independent; other rules are suited to combine evidential information held by dependent sources. Information on sources ' independence is required to justify the choice of the adequate type of combination rules. In this thesis, we suggest a method to quantify sources' degrees of independence that may guide the choice of the appropriate type of combination rules. In fact, we propose a statistical approach to learn sources' degrees of independence from all provided evidential information. There are three main uses of estimating sources' degrees of independence: First, we use sources' degree of independence to guide the choice of combination rules to use when aggregating beliefs of several sources. Second, we propose to integrate sources' degrees of independence into sources' beliefs leading to an operator similar to the discounting. Finally, we define a new combination rule weighted with sources' degree of independence

Робота виконана в Інституті прикладного системного аналізу Національного технічного університету України «Київський політехнічний інститут імені Ігоря Сікорського»
У дисертаційній роботі запропоновано методологію підтримки прийняття рішень, яка з використанням розробленого системного підходу дозволяє підвищити достовірність розв’язків в складних слабко структурованих системах на основі ієрархічних та мережевих моделей і включає нові та удосконалені методи: оцінювання і підвищення узгодженості матриць парних порівнянь загального виду залежно від властивостей цих матриць, розрахунку довірчих інтервалів для локальних ваг, розрахунку нечітких локальних ваг, гібридний метод розрахунку локальних та агрегованих ваг, метод комплексного оцінювання чутливості розв'язку та спосіб оцінювання реверсу рангів при використанні різних правил комбінування функцій довіри. Розроблено нові методики, засоби та система моделювання експертного оцінювання. Практичне значення одержаних результатів полягає у створенні інструментарію у вигляді системи підтримки прийняття рішень, який застосовано при розв'язанні практичних задач на замовлення міністерств і відомств України.
In the dissertation work, an important scientific and technical problem has been solved, which deals with development of mathematical and methodological support for increasing the reliability of solutions to decision analysis problems in complex weakly structured systems based on hierarchical and network models. The scientific novelty of the work is determined by the following theoretical and practical results obtained by author. Using proposed systematic approach, a new methodology of decision support is developed, which allows to increase the reliability of solutions of decision analysis problems in complex weakly structured systems on the basis of hierarchical and network models. This methodology includes the proposed and described below methods and techniques. A new method for evaluating and improving the consistency of expert judgements, which are given in a form of pairwise comparison matrix, is developed. Features of the method include an analysis of property of weak inconsistency, the presence of cycles in a pairwise comparison matrix and a search for the most inconsistent element of this matrix. The method can be applied to pairwise comparison matrices of various types, including multiplicative, additive, fuzzy and other. A Transitiv method for searching the most inconsistent elements of the matrix is proposed. A method of flows for finding the most inconsistent element of the matrix is improved by taking into account the input flow. The simulation shows that the developed Transitiv method and the method of flows are more efficient than existing methods. Usage of the proposed method of consistency evaluating and improving allows to obtain pairwise comparison matrices of acceptable quality for all elements of the model and these matrices can be used further to find local weights of model’s elements. A new method for calculating confidence intervals of local weights is developed, which, unlike others, takes into account the uncertainty of scale, expert's personal qualities such as optimism and pessimism, and does not require comparison of groups of elements with the frame. The method is based on notions of the Dempster-Schafer theory of evidence and results of computer simulation of expert's judgments. An uncertainty index of expert judgments is proposed, assuming that this uncertainty is caused by above factors. An improved method for calculating fuzzy local weights on basis of fuzzy pairwise comparison matrix is proposed, which differs from others in estimating and increasing the consistency of the matrix and taking into account properties of weak and strong order preservation on a set of calculated fuzzy weights. This method, unlike existing ones, makes it possible to determine the weak inconsistency of fuzzy matrix, to assess the acceptability of inconsistency level of fuzzy matrix for reliable local weights calculation, and to find the most inconsistent elements of the matrix using methods developed for crisp matrices. A hybrid method for calculating aggregated weights of hierarchical model elements with interdependent decision criteria has been improved, when input data for evaluation are fuzzy expert judgments. Improvement consists in using the developed more effective methods for assessment and increasing of crisp and fuzzy expert judgements consistency. A method for complex sensitivity analysis of results has been improved by taking into account sensitivity analysis of local rankings of model’s elements. In the developed method for estimating local sensitivity, intervals and indices of stability of pairwise comparison matrix elements are calculated, which retain the best decision alternative and all ranking of alternatives. Resulting stability intervals allow to find critical elements of the problem that require more careful analysis. A new technique for estimating the rank reversal is suggested, which can appear after applying combination rules of confidence functions for model’s elements. Using this technique, the Dempster, Yager, Zhang, Dubois and Prada and other combination rules were examined. Cases and features of rank reversals appearance in these rules were revealed. New techniques and tools for modeling a process of decision alternatives evaluation by an expert of high competence, expert-optimist and expert-pessimist while performing pairwise comparisons are developed. Using these techniques and tools, efficiency of proposed methods has been proved. A decision support system has been constructed on basis of proposed methods and techniques. This system has been used to solve several practical problems. Within the work with the Ministry of Education and Science of Ukraine, critical technologies of the Ukrainian energy industry were assessed, priorities of technologies were calculated and aggregated according to hierarchical model of criteria, and on their basis the most priority technologies for implementation were identified. In the course of research work together with the Institute of Space Research, directions of the expedient use of space information for remote sensing of the Earth for geoinformation systems were evaluated and the relative demand for the space information in the national economy of Ukraine was determined. On order of the Kyiv City State Administration, social problems of the Kyiv city were estimated in terms of benefits, costs, opportunities and risks, followed by selection of priority activities for implementation and evaluation of scenarios of the transport system development. Results of the dissertation work have been introduced into the educational process of the department "Mathematical methods of system analysis" of Institute for applied system analysis of National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”.
В диссертационной работе предложена методология поддержки принятия решений, которая с использованием разработанного системного подхода позволяет повысить достоверность решений в сложных слабо структурированных системах на основе иерархических и сетевых моделей и включает новые и усовершенствованные методы: оценки и повышения согласованности матриц парных сравнений общего вида в зависимости от свойств этих матриц, расчета доверительных интервалов для локальных весов, расчета нечетких локальных весов, гибридный метод расчета локальных и агрегированных весов, метод комплексной оценки чувствительности решения, а также способ оценки реверса рангов при использовании различных правил комбинирования функций доверия. Разработаны новые методики, средства и система моделирования экспертного оценивания. Практическое значение полученных результатов заключается в создании инструментария в виде системы поддержки принятия решений, который применен при решении практических задач по заказу министерств и ведомств Украины.

Робота виконана в Інституті прикладного системного аналізу Національного технічного університету України «Київський політехнічний інститут імені Ігоря Сікорського»
У дисертаційній роботі запропоновано методологію підтримки прийняття рішень, яка з використанням розробленого системного підходу дозволяє підвищити достовірність розв’язків в складних слабко структурованих системах на основі ієрархічних та мережевих моделей і включає нові та удосконалені методи: оцінювання і підвищення узгодженості матриць парних порівнянь загального виду залежно від властивостей цих матриць, розрахунку довірчих інтервалів для локальних ваг, розрахунку нечітких локальних ваг, гібридний метод розрахунку локальних та агрегованих ваг, метод комплексного оцінювання чутливості розв'язку та спосіб оцінювання реверсу рангів при використанні різних правил комбінування функцій довіри. Розроблено нові методики, засоби та система моделювання експертного оцінювання. Практичне значення одержаних результатів полягає у створенні інструментарію у вигляді системи підтримки прийняття рішень, який застосовано при розв'язанні практичних задач на замовлення міністерств і відомств України.

This thesis is a study into the response and seismic safety of three-dimensional multi-storey concrete structures under concurrent orthogonal seismic excitations. It employs the nonlinear time-history method as its analysis tools. Time-history analyses rely heavily on their utilised earthquake records. Accordingly, this study examines the different approaches of selecting earthquake suites and develops a methodology of selecting representative earthquake scenarios. This methodology is credibly implemented in selecting a far- and a near field suites representative of the New Zealand seismic hazard. The study investigates the response of 6-, 9- and 12-storey concrete structures of different n-X-bays × m-Y-bays. Bidirectional responses of these considered structures are examined and consequently the current combination rules are scrutinised. Consequently this study strongly recommends the use of the 40-percent combination rule in lieu of the widely used 30-percent rule; and the use of time-history analysis in lieu of quasi/equivalent static and response modal analysis methods to avoid their strong dependence on combination rules. An intensive study is conducted employing the incremental dynamic analysis (IDA) technique to investigate structural demands of interstorey drifts, lateral storey drifts and storey accelerations. The study utilises the developed far-field suite and identifies the 50th and 90th percentile demands. Hence it provides easy-to-use expressions to facilitate rapid calculation of the structural demands and the effects of biaxial interactions. An implementation into the Demand and Capacity Factor Design (DCFD) format is presented that infers confidence in the performance levels of the considered structures. The study also draws attention to the importance of considering storey accelerations as their storey values reach as high as 10 × PGA. A sensitivity study is conducted by repeating the IDA investigation while using the developed near-field suite. Subsequently a comparison between the near- and the far-field results is conducted. The results were markedly similar albeit of less magnitudes until the (seismic hazard) intensity measure IM = Sa(T₁) = 0.4g when the near-field results show sudden flat large increase in demands suggesting a brittle collapse. This is attributed to the higher content of the higher mode frequencies contained in near-field ground motions. Finally, the study examines the (vectorial) radial horizontal shear demands in columns and beam-column joints of the previous far- and near-field studies. The combined radial shear demands in corner, edge and internal columns and joints are evaluated that roughly show a square-root proportional relationship with IM that exhibit somewhat brittle failure at IM ≥ 0.35g. Shears demands in the (4-way) internal columns and the (2-way) corner joints show highest magnitude in their respective class. The results suggest transverse joint shear reinforcement of 1.5, 1.0 and 0.5 of the longitudinal reinforcement of the neighbouring beam respectively for corner, edge and internal joints. An implementation of a proposed practical (and simpler) DCFD format shows satisfactory confidence in columns performance in shear up to IM = 0.35g, conversely to joints unsatisfactory performance in shear at the onset of inelastic behaviour (IM > 0.05g).

This work aims to explore practical one-step-ahead forecasting of structurally changing data, an unstable behaviour, that real-life data connected to human activity often exhibit. This setting can be characterized as monitoring process. Various forecast models, methods and approaches can range from being simple and computationally "cheap" to very sophisticated and computationally "expensive". Moreover, different forecast methods handle different data-patterns and structural changes differently: for some particular data types or data intervals some particular forecast methods are better than the others, something that is usually not known beforehand. This raises a question: "Can one design a forecast procedure, that effectively and optimally switches between various forecast methods, adapting the forecast methods usage to the changes in the incoming data flow?" The thesis answers this question by introducing optimality concept, that allows optimal switching between simultaneously executed forecast methods, thus "tailoring" forecast methods to the changes in the data. It is also shown, how another forecast approach: combinational forecasting, where forecast methods are combined using weighted average, can be utilized by optimality principle and can therefore benefit from it. Thus, four classes of forecast results can be considered and compared: basic forecast methods, basic optimality, combinational forecasting, and combinational optimality. The thesis shows, that the usage of optimality gives results, where most of the time optimality is no worse or better than the best of forecast methods, that optimality is based on. Optimality reduces also scattering from multitude of various forecast suggestions to a single number or only a few numbers (in a controllable fashion). Optimality gives additionally lower bound for optimal forecasting: the hypothetically best achievable forecast result. The main conclusion is that optimality approach makes more or less obsolete other traditional ways of treating the monitoring processes: trying to find the single best forecast method for some structurally changing data. This search still can be sought, of course, but it is best done within optimality approach as its innate component. All this makes the proposed optimality approach for forecasting purposes a valid "representative" of a more broad ensemble approach (which likewise motivated development of now popular Ensemble Learning concept as a valid part of Machine Learning framework).
Denna avhandling syftar till undersöka en praktisk ett-steg-i-taget prediktering av strukturmässigt skiftande data, ett icke-stabilt beteende som verkliga data kopplade till människoaktiviteter ofta demonstrerar. Denna uppsättning kan alltså karakteriseras som övervakningsprocess eller monitoringsprocess. Olika prediktionsmodeller, metoder och tillvägagångssätt kan variera från att vara enkla och "beräkningsbilliga" till sofistikerade och "beräkningsdyra". Olika prediktionsmetoder hanterar dessutom olika mönster eller strukturförändringar i data på olika sätt: för vissa typer av data eller vissa dataintervall är vissa prediktionsmetoder bättre än andra, vilket inte brukar vara känt i förväg. Detta väcker en fråga: "Kan man skapa en predictionsprocedur, som effektivt och på ett optimalt sätt skulle byta mellan olika prediktionsmetoder och för att adaptera dess användning till ändringar i inkommande dataflöde?" Avhandlingen svarar på frågan genom att introducera optimalitetskoncept eller optimalitet, något som tillåter ett optimalbyte mellan parallellt utförda prediktionsmetoder, för att på så sätt skräddarsy prediktionsmetoder till förändringar i data. Det visas också, hur ett annat prediktionstillvägagångssätt: kombinationsprediktering, där olika prediktionsmetoder kombineras med hjälp av viktat medelvärde, kan utnyttjas av optimalitetsprincipen och därmed få nytta av den. Alltså, fyra klasser av prediktionsresultat kan betraktas och jämföras: basprediktionsmetoder, basoptimalitet, kombinationsprediktering och kombinationsoptimalitet. Denna avhandling visar, att användning av optimalitet ger resultat, där optimaliteten för det mesta inte är sämre eller bättre än den bästa av enskilda prediktionsmetoder, som själva optimaliteten är baserad på. Optimalitet reducerar också spridningen från mängden av olika prediktionsförslag till ett tal eller bara några enstaka tal (på ett kontrollerat sätt). Optimalitet producerar ytterligare en nedre gräns för optimalprediktion: det hypotetiskt bästa uppnåeliga prediktionsresultatet. Huvudslutsatsen är följande: optimalitetstillvägagångssätt gör att andra traditionella sätt att ta hand om övervakningsprocesser blir mer eller mindre föråldrade: att leta bara efter den enda bästa enskilda prediktionsmetoden för data med strukturskift. Sådan sökning kan fortfarande göras, men det är bäst att göra den inom optimalitetstillvägagångssättet, där den ingår som en naturlig komponent. Allt detta gör det föreslagna optimalitetstillvägagångssättetet för prediktionsändamål till en giltig "representant" för det mer allmäna ensembletillvägagångssättet (något som också motiverade utvecklingen av numera populär Ensembleinlärning som en giltig del av Maskininlärning).

Le routage et la gestion des clés sont les plus grands défis dans les réseaux de véhicules. Un comportement de routage inapproprié peut affecter l’efficacité des communications et affecter la livraison des applications liées à la sécurité. D’autre part, la gestion des clés, en particulier en raison de l’utilisation de la gestion des certificats PKI, peut entraîner une latence élevée, ce qui peut ne pas convenir à de nombreuses applications critiques. Pour cette raison, nous proposons deux modèles de confiance pour aider le protocole de routage à sélectionner un chemin de bout en bout sécurisé pour le transfert. Le premier modèle se concentre sur la détection de noeuds égoïstes, y compris les attaques basées sur la réputation, conçues pour compromettre la «vraie» réputation d’un noeud. Le second modèle est destiné à détecter les redirecteurs qui modifient le contenu d’un paquet avant la retransmission. Dans la gestion des clés, nous avons développé un système de gestion des clés d’authentification et de sécurité (SA-KMP) qui utilise une cryptographie symétrique pour protéger la communication, y compris l’élimination des certificats pendant la communication pour réduire les retards liés à l’infrastructure PKI
Routing and key management are the biggest challenges in vehicular networks. Inappropriate routing behaviour may affect the effectiveness of communications and affect the delivery of safety-related applications. On the other hand, key management, especially due to the use of PKI certificate management, can lead to high latency, which may not be suitable for many time-critical applications. For this reason, we propose two trust models to assist the routing protocol in selecting a secure end-to-end path for forwarding. The first model focusses on detecting selfish nodes, including reputation-based attacks, designed to compromise the “true” reputation of a node. The second model is intended to detect forwarders that modify the contents of a packet before retransmission. In key management, we have developed a Secure and Authentication Key Management Protocol (SA-KMP) scheme that uses symmetric cryptography to protect communication, including eliminating certificates during communication to reduce PKI-related delays

碩士
國立交通大學
工業工程與管理系
89
In a manufacturing system, completion time of an order is affected by many factors related to order characteristics and system status and is very difficult to predict accurately. Also, the level of influence of each factor on completion time of an order may depend on the production system characteristics, such as the releasing and dispatching rule used. Discussed in this paper are a method to identify factors that have significant effects on completion times of orders under various combinations of scheduling rules through computer simulation and statistics analyzes, then develop due date assignment rules. The first step of the research is selecting releasing and dispatching rules that had more cited times in related research of wafer fabrication. Second, for each combination of scheduling rules combine simulation and statistics analyze to find out the effective predicted factors of completion times of orders. Third, for each combination of scheduling rules establish efficient due date assignment rules according to the effective factors through regression model to predict the due date of orders accurately.

TITLE: The development of voleyball rules and its influence on the gameplay and combinations ABSTRACT: The goal of my thesis is to study the influence of changes in volleyball rules on the developement of game systems and game combinations. In this paper I will attempt to answer and discuss the following scientific question: What influence have changes of the volleyball rules had on the developement of game systems and game combinations. I will chart the developement of volleyball rules from 1950 until present. I will study how the parametres of the playing field and its surroundings have changed. I will chart the developement of volleyball equipment, mainly the volleyball net and the ball. Based on studying the changes of volleyball rules, I will compare the developement of game systems and game combinations. I will compare the lengths of the games based on the changes of the rules. KEY WORDS: Volleyball, the rules of volleyball, game combinations in volleyball, game systems in volleyball.

碩士
中原大學
國際經營與貿易研究所
103
In stock markets, investors use different strategies to get arbitrage opportunities. The strategy tools frequently used in stock markets consist of three dimensions, i.e., the fundamental analysis, technical analysis, chip analysis. This paper attempts to construct a mixed technical analysis tools to find more suitable buying messages and selling messages for raising the performance of investment. Basically, technical analysis indices are set up by trading prices and/or trading volume. This study focuses on the trading price. This study combines the Granville rules with Candlestick chart to form an investment strategies tool. Granville rules use the price volatility and moving average (MA) line to find buying messages and selling messages. However, we add the four crucial messages from the Candlestick chart, i.e., the highest price, the lowest price, the closing price and relative position into the Granville rules. Finally, we compare the performance by employing these different investment tools. The study selects the component stocks in the Taiwan 50 Index as sample objects. The sample period spans from 2013 to 2015. The empirical results show that the profitability and risk from using the Granville rules alone are inferior to the investment strategy of buy and hold stocks. However, employing the strategy of the Granville rules combined with Candlestick chart, has higher profitability and lower risk than buy and hold strategy, and the strategies derived from the Granville rules.

碩士
中原大學
資訊工程研究所
102
The main objectives of this paper are 1. Combines mission-based learning model and digital game-based learning as a computer-assisted instruction system to teach basic color theory. 2. Defined an algorithm of how system judges the mission using the concept of graph and four-color problem. 3. There is an experiment to test will the system helps improve the educational outcomes of students. Mission-based learning model is a kind of task-based learning. The learners will be divided in groups and trying to achieve some mission in a creative way through an access to the resources available on network or textbooks in learning some knowledge through the mission. The goal of the mission-based learning model is try to help learners solve different kind problems autonomously without help. The system is built as a strategy and simulation game built on computer, it’s applied the mission-based learning model in the system. Many closed geometric shapes for users to coloring with compose the mission in the system. The system will see the mission as a graph. With the concept of one of a famous problem in graph, four-color problem, for each closed geometric shape, the system will see it as a vertex. Every vertex is adjacent to every other vertex if they are connected to each other in the graph. The system will use the algorithm to calculate the score that learner get. For the experiment, the participants of this experiment are the students in seventh grade in Da Ren Girls High School in Taipei, Taiwan. Students divided in two groups, experimental group and control group, and each group is a class. The different of these two groups is the experimental group is using the system and the control group is using watercolor in the class during the practice. With the result of experiment, the experimental group does have better learning outcome and higher learning interesting than control group.

碩士
國立臺灣科技大學
機械工程系
106
Based on different technical domains and functional domains in the technical/functional matrices of LED stage light, and in accordance with the modified DEMATEL operational steps, the paper finds the total relationship influence matrix, and draws the direct/indirect relationship diagrams, and the causal diagram of (D+R) value and (D-R) value. Such a causal diagram of (D+R) value and (D-R) value can help judge the degree of being mutually affected between different technical domains and mutually affected between different functional domains of LED stage light. The paper also adds in the modified technical life cycle. This life cycle is different from those in the past that the three technical domains on the first layer are separated, and analysis and exploration can be made by software. The paper also draws out life cycle curves, and divides the years into two stages. In this way, each technical domain can be explored independently, whereas in the past all the technical domains had to be discussed together. Using the modified technical life cycle curves, each technical domain can be analyzed in terms of years, being a more detailed way, and the relationship of mutual effects among them can be explored. The paper firstly focus LED stage light, to integation discuss the DEMATEL causal diagram of different technical domains and a technical activity trend chart, and analyzes the life span of patent techniques and the modified technical life cycle of patents which in the newly added in this . In accordance with the abovementioned practices of LED stage lights, the paper further collects the related LED track light patents. Using term segmentation and word segmentation system, the paper calculates the normalized numerical values of key technical words, part and component words and functional words of the various related patents. After that, the paper analyzes and induces the word clusters of technical words and part and component words of different first-layer technical domains, and then defines the second-layer technical domains and functional domains of their first-layer technical domain. Furthermore,the paper establishes the technical/functional matrix of LED track light. After that, with LED track light as the carrier, the paper also calculates the ratio of normalized numerical values of the patents’ technical words having repeated definition or the same definition between a certain technical domain and another technical domain in the related technical domains of LED track light. Applying a modified DEMATEL method, the paper obtains an evaluated value 0~4 of the degree of mutual effect among different technical domains. Then, the paper makes calculation and achieves the matrix of total relationship influence, direct/indirect relationship diagram, and causal diagram of (D+R) value and (D-R) value in order to judge the degree of being mutually affected among different technical domains of LED track light. Furthermore, the paper calculates the modified DEMATEL causal diagrams of different technical domains. Applying the method mentioned above, the paper also calculates the ratio of normalized numerical values of the patents’ functional words having repeated definition or the same definition between a certain functional domain and another functional domain in the related functional domains of LED track light.The paper further makes calculation and draws a modified DEMATEL causal diagram of different functional domains. Focusing on LED track light, the paper also integratively analyzes the DEMATEL causal diagrams with different functional domains, functional activity trend chart, patents’ functional life span and patents’ functional life cycle. For application of LED track light, the paper also combines the modified cosine similarity with probability method to carry out patent domain identification of the newly added LED track light patents. First of all, the paper uses modified cosine similarity for screening, and then employs probability method to calculate whether a patent may belong to technical domain or functional domain. The paper also conducts IPC analysis and inventor analysis of LED track light, and analyzes the core competitiveness of different companies and the technical and functional activity trends. The above analysis results can be provided to enterprises and engineers as a reference. Besides, the enterprises are able to understand the core competitiveness of their competitors. New patent development rules are also added to the study. Through term segmentation and word segmentation system, new normalized numerical values can be calculated for different functions of each technique domain in the established technical/functional matrix. The new normalized numerical value refers to the quotient after dividing the number of technical words of each function in the each corresponding technique domain by the total number of words of patent documents on each technical domain. For example, in the matrix of technical domain of design techniques of hanger and support frame that are corresponding to the functional domain of increase in steadiness, the new normalized numerical value is: (No.of fuctional words for functional domain of increase in steadiness)/█(No.of words of total patent documents about technical domain of design techniques of hanger and support frame@) When the new normalized numerical value for one functional domain is lower, it represents that the function domain corresponding to this technical domain has not been developed in large amount. Therefore, this method can be used to carry out development of new patents. Finally, the paper takes LED track light as the carriers, and adds in new patent development rules. The paper also integrates the modified technical life cycle, DEMATEL causal diagram of technical domain, and core competitiveness trend chart of different companies, to conduct analysis. Through the above analysis, referential information focusing on the corresponding functional domains of a certain technical domain can be provided for development of new patents.

碩士
國立高雄大學
亞太工商管理學系碩士班
100
In Dispatching research, the objective usually focus on the single dispatching rule on whole production system, but there had some researchers found that multiple dispatching rule is more fitness on multi-situation in the production system, and if these dispatching rules use in the right workstation(bottleneck), it can help production system have well performance than before. By the way, there have many production performance in the system, and production engineer usually expect all performances are has well performance, not only one performance is good. In this situation, this research combined three method are Taguchi method, DEMATEL, TOPSIS to build a calculate rule to find the multiple dispatching rule to satisfy the production system, when it meet the multi-situation, the single dispatching rule and multiple dispatching rule in right workstation have well performance. Use DEMATEL can help us found the bottleneck quickly, and use these bottlenecks as factors, draw in the Taguchi method, and use this method to gain the robust multiple dispatching rules, help all production performance can be well. At Least, this research uses the LCM process which is one step in the TFT-LCD process to be the case.

碩士
國立交通大學
工業工程與管理學系
85
Semiconductor Manufacturing is one of the most quickly growing manufacturing industries. This is because the production characteristics of thesemiconductor manufacturing factory are quite different from the traditionalflow shop or job shop. These characteristics include products of many kinds and of small quantities with reentry, batch processing and so on, and this makes the production schedule complicated. The dispatching rules are the most common method of solving the job shop control problems in the semiconductor manufacturing factory. However, studies in this field show that most of the dispatching rules are made in accordance with the specificfunction of particular machines, so there is little generalized application to partical manufacturing, and there is no consideration made of the performanceof the whole factory. Therefore, it is importance to make practical dispatchingrules in consideration of performance in the factory as a whole. The TOC theory is implemented in this study. We must distinguish thebottleneck machines from non- bottleneck machines according to their respectiveutilization. They are managed in different ways. The result of the dispatchingrule is expected to maximize throughput, to meet due dates and to reduce theset up time. These new dispatching rules will give a clear index to operatorsin the manufacturing lines to avoid mistakes caused by human beings.

No
The goal of this study was to investigate the fibre orientation distribution (FOD), and subsequent mechanical properties, of an injection moulded plate with two different number averaged fibre lengths, termed in this paper medium (1.35 mm) and long (2.40 mm). Fibre orientation measurements (FOD) were made using the 2D elliptical section method and an in-house developed image analyser. The samples were injected from a pin gate located at the centre and top of the plate. Expansion flow on the divergent flow front from this pin gate resulted in a core region with circumferential alignment, while through thickness shear resulted in the usual realignment of fibres in the flow direction either side of the core, termed the shell layers. Two interesting aspects were discovered from these measurements. First, and most importantly, the FOD was found to be independent of the two fibre lengths in this study, and so predominantly controlled by the mould shape and the interaction with the flow front. Second, the fibres in the core region were found to be much closer packed than those in the shell regions. The interaction between the flow front and the mould shape resulted in a range of FOD across the moulded plate, from equal in-plane orientation at the centre of the plate, to highly aligned at the plate edge. This gave a very useful set of samples from which to test out the well known modified rule of mixtures (MROM). Often the fibre orientation distribution cannot be measured directly, but indirectly using the modified rule of mixtures model in reverse. The samples from this moulding (at two different average fibre lengths) gave an excellent opportunity to validate this often used approach. Both the tensile modulus and strength (measured parallel to the injection direction) were found to show a strong correlation with the measured fibre orientation, with a significant increase in both measures between the centre and the edge of both plates. The increased length of the ‘long’ fibre plate was found to give only a small increase in tensile modulus but a much larger increase in tensile strength. The tensile modulus showed a linear dependence with the measured fourth order orientation tensor average, 〈cos4 θ〉, with respect to the injection direction of the plate, as predicted by the modified rule of mixtures. Excellent agreement was found between the measured modulus and the predictions from the modified rule of mixtures, based only on measured quantities (matrix modulus, fibre fraction and average fibre length) for both plates.

碩士
國立高雄應用科技大學
資訊管理系
98
The association classification was widely used for data mining, and had good performance. Usually, we need to set a threshold of support value to reduce the number of associative classification rule that required to be computed, and filtering some possible noise rules. However, it may lose some important associative rules with small value of support. If we only decrease the threshold of support value, we will obtain a large number of associative rule and some of them are harmful rules. Therefore, the threshold support value will effect for precision and execution performance significantly. In rule selecting, Wenmin Li et. al., purposed a classification based on multiple class-association rules (CMAR) approach. In CMAR approach, the computing of rule weight is the most important issues. If the computing of rule weight is biased in some situation, it would decrease the precision of classification. This paper combines the CMAR and LAC (Lazy Associative Classifier) algorithm to mining the small disjunction rules. Besides, this paper proposes a new rule group weighted computing approach to improve weighted bias problem in CMAR. In experimental part, we use UCI’s 26 dataset. The experiment results demonstrate the proposed algorithm works fairly well and the classification performance has significantly improved.

碩士
實踐大學
財務金融學系碩士班
105
This study creates the theoretical foundation of options’ combination strategy, which is frequently practiced by the traders of options, through using the concept of mathematical expectation. More specifically, this study uses the concept of "function of return" and "function of probability" to derive the expected return model. Then, the expected return model is used for establishing and screening the short Straddle strategy and the short Strangle strategy of options. Additionally, the samples of empirical study that is conducted to verify the precision of study model are the weekly contracts and monthly contracts for TXO. The duration of empirical study covers a total of 182 weekly TXOs and 162 monthly TXOs. In the design of study process, firstly, the expected terminal return of options' combination strategy for writers is estimated by the expected return model deduced in this study. Meantime, the short Straddle strategy includes weekly and monthly expired contracts, three window sizes for estimating volatility and five exercise prices, and thus creates a total of 30 strategies, while the short Strangle strategy also includes weekly and monthly contracts, three window sizes and 10 exercise price intervals, and thus creates a total of 60 strategies. The expected terminal returns obtained from various strategies are compared and analyzed with actual terminal returns to verify the accuracy and effectiveness of the expected terminal return model. Empirical results show that weekly options with 30-day volatility window and monthly option with 365-day volatility window appear to be most accurate when comparing to other volatility windows. Also, the error rate of short Strangle strategy is lower than that of the short Straddle strategy in terms of application precision of expected terminal model. Moreover, short Strangle strategy can identify the maximum actual terminal returns more times than short Straddle strategy. Furthermore, comparing with the combination strategy using fixed exercise price, traders can acquire more investment advantage when using the optimal expected return to select and build periodic investment strategy. In conclusion, according to the empirical results, this study is confident that the expected terminal return model is suitable for taking as the reference when making decisions of options’ combination strategy in the case of the long-term investment.

Yes
Earthquake response spectrum is the most popular tool in the seismic analysis and design of structures. In the case of combined primary-secondary (P-S) systems, the response of the supporting P substructure is generally evaluated without considering the S substructure, which in turn is only required to bear displacements and/or forces imposed by the P substructure (¿cascade¿ approach). In doing so, however, dynamic interaction between the P and S components is neglected, and the seismic-induced response of the S substructure may be heavily underestimated or overestimated. In this paper, a novel CQC (Complete Quadratic Combination) rule is proposed for the seismic response of linear light S substructures attached to linear P substructures. The proposed technique overcomes the drawbacks of the cascade approach by including the effects of dynamic interaction and different damping in the substructures directly in the cross-correlation coefficients. The computational effort is reduced by using the eigenproperties of the decoupled substructures and only one earthquake response spectrum for a reference value of the damping ratio.