MCMC algorithm for SV-ARMA(p,q) with fat fails and correlated errors

由于金融计量经济学的兴起,各种新的关于时间序列的数学模型也被提出来解释当今经济金融中发生的问题与现象.自从Engle在1982年开创性的提出了ARCH模型之后,1986年,Bollerslev将ARCH模型发展成更为流行的GARCH模型.近二十年来，GARCH模型已经被广泛地应用于研究经济、金融等领域的时间序列问题的分析中.这是因为，金融数据等总呈现出波动聚类和重尾的特性,而GARCH模型能体现出这两种特性.但GACH模型也存在着一些缺陷:1.GARCH模型对参数的条件限制比较强;2.GARCH模型的条件方差由以前的条件方差和波动率唯一确定不是很妥当的.近几年来,人们提出用随机波动模(SV)型...As the Econometric literature is becoming more and more popular, many mathematic models were advanced to explain the phenomena appeared in eonomic and financial fields. Engle(1982) originally presented ARCH models and later Bollerlev(1986) expanded to the more popular GARCH models. From that time, GARCH models are offen applied in financial research, because GARCH models embody the characteri...学位：理学硕士院系专业：数学科学学院数学与应用数学系_概率论与数理统计学号：20032303

带ARMA(1,1)条件异方差相关的随机波动模型的MCMC算法

我们首先提出了一个带ARMA(1,1)条件异方差相关的随机波动模型,它是基本的随机波动模型的一个自然的推广.进一步,对于这一新模型,我们给出了一个马尔可夫链蒙特卡罗(M CM C)算法.最后,利用该模型的模拟数据,展示了M CM C算法在这种模型中的应用

Study of Hazards and Safety System of Injection Moulding Machines

我國塑膠射出成型機的年產量居世界的第三位，僅次於日本及德國，近五年來的平均年產值超過80億，平均年產機台數超過七千台，其中將近一半外銷至世界各國， 歐美各大國均將塑膠射出成型機械列為危險機械，針對此類機械訂定許多相關安全標準與法規，反觀國內據估計有至少超過一萬家以上的射出成型加工業者，卻無任 何針對此類型機械的相關安全規定，故本研究乃藉由調查分析國內射出成型機的使用現況與收集分析國際上對射出成型機的安全要求及認證程序的相關資料，再針對 國內常用之機型依據國外相關安全規定與國內使用現況進行實機測試與危害分析，然後擬定出本土化射出成型機之安全法規標準、安全操作技術手冊、測試方法草案 及國內安全認證制度之機制建議，並提出本土化射出成型機之未來改進研究對策及方向，以期能達到降低射出成型業者的職業災害。The annual production of plastic injection molding machine of our country is in the third place of the world, only behind Japan and German. In our country, for the past five years, the average annually production value is over 800 million dollars and the average annually production quantity is over 7000. Near half of these productions are exported to other countries. In Europe and America, they all have safety standards and safety regulations for plastic injection molding machine because there all treat this kind machine as a dangerous machine. However, our country does not have any safety standard and safety regulation for plastic injection molding machine, although we have more than 10,000 plastic injection-molding process factories. Therefore, this study is planned to draw up manuscripts of safety standard, safety regulation, and authorization system for plastic injection-molding machine for our country. In addition, a strategy of future research and development will be provided. This is done by collecting and analyzing relative safety standards, safety regulations, and authorization systems for plastic injection molding machine of other countries. Besides, an investigation of injection-molding process factories and machine safety test will be executed in this study to understand our products' performance. The goal is to reduce the occupational damage of plastic injection-molding process workers

Study of Improvement of Safety Devices for Prevention Falling down of Aircraft Maintenance Workers

國內之飛機維修業者，因受限於場地及客源之故，均採一套設備廠房進行多機種之維護保養工作，因而自動化程度有限，且早期規劃設備廠房時，對安全之考量並 未十分詳盡，所以存在了許多工作上的危險點，也因此造成了許多職業災害，其中又以飛機維修工作平台工作人員墜落產生之危害最為嚴重，本研究藉由蒐集分析 飛機維修勞工危害原因及相關安全作業方式之缺點與相關安全裝置的研發、應用、專利等技術與實務資料，然後根據安全確認（Failure-to-Safety）的設計理論提出防 止飛機維修工作平台墜落與維修工作平台之活動地板的安全裝置改善設計方案，同時也提出飛機尾翼維修工作平台之輔助定位系統設計方案，並進行縮小模型雛型 製做測試，作為飛機維修業者安全裝置改善之依據，以達降低飛機維修人員職業災害之目的。Because of the limition of sapce and customers, the aircraft maintenance companies in our country only use one set of equipment to perform multi-style aircrafts maintenance jobs. This has limited the automation of the maintenance jobs. Therefore, dangerous situations happen very often which causes the occupational damage especially for the falling down accident. This research is trying to reduce the occupational damage of aircraft maintenance workers. A preventaion falling down safety device for using in the cable of aircraft maintenance dock is purposed. An auxiliary positioning system and a self-locking movable floor device are also presented in this research. All designs are analyzed according to the theory of failure-to-safe to ensure its safety