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研究生: 林文凱
Lin, Wen-Kai
論文名稱: 應用時間序列統計學習於民生公共物聯網空氣品質之研究---以豐原地區為例
Application of Time Series Statistical Learning to Air Quality of Civil Internet of Things --- Taking Fengyuan Area as an Example
指導教授: 李坤洲
Lee, Kun-Chou
學位類別: 碩士
Master
系所名稱: 工學院 - 系統及船舶機電工程學系
Department of Systems and Naval Mechatronic Engineering
論文出版年: 2024
畢業學年度: 112
語文別: 中文
論文頁數: 78
中文關鍵詞: LSTMGRUARIMAXTransformerDTW
外文關鍵詞: LSTM, GRU, ARIMAX, Transformer, DTW
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  • 摘要 I Extended Abstract II 誌謝 V 目錄 VI 表目錄 VIII 圖目錄 IX 第一章 緒論 1 1.1 研究動機與目的 1 1.2 文獻回顧 2 1.3 研究架構 3 第二章 時間序列預測之模型理論及方法 7 2.1 循環神經網路(Recurrent Neural Network,RNN) 7 2.2 長短期記憶神經網路(Long Short-Term Memory,LSTM) 7 2.2.1 遺忘門(Forget Gate) 8 2.2.2 輸入門(Input Gate) 8 2.2.3 輸出門(Output Gate) 8 2.3 閘式循環神經網路(Gated Recurrent Unit,GRU) 9 2.3.1 更新門(Update gate) 9 2.3.2 重置門(Reset gate) 9 2.3.3 候選隱藏狀態(Candidate Hidden State) 9 2.3.4 最終隱藏狀態(Final Hidden State) 10 2.4 多變數整合移動平均自迴歸模型(Autoregressive Integrated Moving Average with Explanatory Variable Model,ARIMAX) 10 2.4.1 自迴歸模型(Autoregressive ,AR) 11 2.4.2 移動平均模型(Moving Average ,MA) 11 2.4.3 差分(Differencing) 11 2.4.4 外生變數(Exogenous Variables) 12 2.4.5 時間序列分析 12 2.4.6 ADF檢驗 13 2.4.7 赤池訊息量準則(Akaike information criterion,AIC) 13 2.5 基於Transformer的架構 13 2.5.1 Input Embedding 14 2.5.2 Positional Encoding 14 2.5.3 Multi-Head Attention 14 2.5.4 Feed Forward Neural Network 15 2.5.5 Addition and Normalization layer 15 第三章 公共物聯網空污數據之資料擷取與時序相關性處理 20 3.1 網路爬蟲空氣品質數據 20 3.1.1 環境部國家空品測站之空氣品質彙整資料 20 3.1.2 網路爬蟲 20 3.2 DTW時間序列差異分析 21 3.2.1 DTW分析方法 21 3.2.2 時間序列相似度比較 21 3.2.3 外部因素對空氣品質的影響 22 第四章 具機器學習處理之實驗過程 32 4.1 資料預處理 32 4.2 模型建立與訓練 33 4.2.1 LSTM及GRU 34 4.2.2 ARIMAX 35 4.2.3 Transformer 35 4.3 空氣品質指標驗證與評估 36 4.3.1 評估指標 36 4.3.2 空氣品質指標訓練及預測結果 37 第五章 結論與未來展望 61 5.1 結論 61 5.2 未來展望 62 參考文獻 64

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