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研究生: 余振瑋
Yu, Zhen-Wei
論文名稱: 貝氏空間係數變異模型應用於河川網路資料之異常偵測
Bayesian Spatially Varying Coefficient Model for Anomaly Detection in Stream Network Sensor Data
指導教授: 李國榮
Lee, Kuo-Jung
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2026
畢業學年度: 114
語文別: 中文
論文頁數: 62
中文關鍵詞: 貝氏時空模型 、河川網路 、異常偵測 、測站別迴歸係數 、水質感測資料
外文關鍵詞: Bayesian spatio-temporal model, stream network, anomaly detection, station-specific regression coefficients, water quality sensor data
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  • 隨著現地水質感測技術的發展,河川水質資料逐漸具有高時間解析度與多測站空間分布之特性,但此類高頻率資料容易受到儀器故障、生物附著、污染或外在干擾影響而產生異常值。Santos-Fernandez et al.(2025) 提出貝氏動態降秩時空模型(Bayesian Dynamical Reduced-Rank Spatio-Temporal Model, BARST),用於河川網路感測資料之異常偵測。然而,BARST 在不同測站共用同一組迴歸係數,可能限制模型對不同測站間差異之描述能力。因此,本文以 BARST 為基礎,提出具測站別迴歸係數之方法,將共同迴歸係數β擴展為測站別迴歸係數 β_s,以描述測站間之空間異質性。
    本文透過模擬研究與 Herbert River 真實水質感測資料評估本文所提方法與 BARST 之異常偵測表現。模擬資料考量測站別迴歸係數與時空相依性,並加入尖峰(Spike)、高變異(High variability)、位移(Shift)與漂移(Drift)四種異常型態。結果顯示,當資料具有測站間異質性時,本文所提方法相較於 BARST 具有較佳之異常偵測表現,尤其在精確率(Precision)與 F1 分數 (F1-score)上較為明顯。真實資料分析亦顯示,本文所提方法於多數異常型態下之敏感度、精確率與 F1 分數皆略高於 BARST。
    整體而言,本文所提方法在保留 BARST 的時空相依架構下,可進一步捕捉不同測站間迴歸關係差異,並改善河川網路水質感測資料之異常偵測表現。雖然真實資料之精確率與 F1 分數仍偏低,但研究結果顯示,納入測站別迴歸係數可作為處理河川網路測站異質性與提升異常偵測能力之一種可行方向,並具實際水質監測之應用價值。

    This study investigates anomaly detection in high-frequency water-quality sensor data collected from stream networks. These data support environmental monitoring but are vulnerable to instrument malfunction, biofouling, calibration errors, physical obstruction, pollution, and other external disturbances. Existing Bayesian spatio-temporal methods can represent temporal dependence, stream-network spatial covariance, and predictive uncertainty, but the assumption of common regression coefficients across all monitoring stations may limit their ability to describe station-level differences. To address this issue, we extend the common coefficient vector β to station-specific coefficient vectors β_s, allowing covariate effects to vary among stations.
    The proposed method is evaluated through simulation studies and real water-quality sensor data. The simulations include spikes, high variability, shifts, and drift under station-level heterogeneity. Results show that the proposed method generally improves anomaly-detection performance compared with BARST, particularly in precision and F1-score, providing a practical approach for effectively capturing spatial heterogeneity in stream-network sensor data.

    摘要i 英文延伸摘要ii 誌謝v 目錄vi 表目錄ix 圖目錄x 1緒論1 1.1研究背景與動機1 1.2研究目的3 2文獻回顧4 2.1河川網路資料與水文距離5 2.2尾向下游指數共變異模型6 2.3BARST 模型與異常偵測7 2.3.1BARST 模型架構8 2.3.2動態降秩空間過程9 2.3.3後驗預測區間與異常偵測10 2.4本文之延伸方向16 3統計方法17 3.1資料結構與符號定義17 3.2原始 BARST 模型之基準形式18 3.3BARST_spatial 模型19 3.3.1矩陣表示20 3.4BARST_spatial 之動態模型21 3.5模型估計22 3.6後驗預測分布與異常判定24 4模擬分析27 4.1模擬設計概述28 4.2正常資料生成29 4.2.1測站別迴歸係數設定29 4.2.2解釋變數設定29 4.2.3正常觀測值生成30 4.3異常資料生成30 4.3.1異常測站與異常起始時間31 4.3.2異常持續時間31 4.3.3四種異常型態32 4.4評估指標33 4.5模擬一:Middle Fork 河川網路34 4.6模擬二:大型河川網路補充分析37 4.7模擬結果討論40 4.8Herbert River 實例分析41 4.8.1資料來源與變數說明41 4.8.2實例分析結果43 5結論46 5.1未來研究方向47 參考文獻49

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