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研究生: 鄭智遠
Cheng, Chih-Yuan
論文名稱: 台灣地區車輛持有預測模型ARMAX與ANNs之績效比較
Forecasting Model for Automobile in Taiwan-Performance Comparison between ARMAX and Artificail Neural Network
指導教授: 黃國平
Huang, Kuo-Ping
學位類別: 碩士
Master
系所名稱: 管理學院 - 交通管理科學系
Department of Transportation and Communication Management Science
論文出版年: 2013
畢業學年度: 101
語文別: 中文
論文頁數: 75
中文關鍵詞: ARMAXANNs汽車持有
外文關鍵詞: ARMAX, ANNs, vehicle ownership
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  • 近年來環境永續的議題益發受到國際社會的重視,能源的消耗與全球暖化現象成為人民生存的重要議題,二氧化碳的排放量也成為各國追求永續發展上關切的焦點,其中因車輛造成的能源消耗與二氧化碳排放議題不容小覷,因此必須盡早掌握機動車輛之成長趨勢以及影響車輛成長的因素。本文利用ARMAX與ANNs兩種不同形式的模型建立汽車持有模式,比較兩者之間的績效,並得知未來車輛數的成長趨勢與各選定變數之間的關係,了解什麼樣的因素會影響車輛持有數。
    本文收集1981-2010年台灣地區汽、機車持有數,以及實質國內生產毛額(GDP)、匯率(EXCH)、Brent Blend價格計價之國際原油價格(OILP)、交通類別消費者物價指數(Transportation & Communication CPI)、人口數(POP)、就業人口數(EM)與家戶數(HOUSE)的年資料,另外使用虛擬變數反應1987年台灣實施牌照換發、1999年台灣實施汽機車調查、2008年爆發金融海嘯與1995年150CC以下機器腳踏車免徵牌照稅。
    研究結果顯示ARX與ARMAX汽車持有模型中lnGDP、lnTCCPI與1999年台灣實施汽機車調查(D2)為顯著的解釋變數;ARMAX機車持有模型中lnGDP、lnTCCPI、1987年台灣實施牌照換發(D1)與1995年150CC以下機器腳踏車免徵牌照稅(D4)為顯著的解釋變數。對ANNs進行敏感度測試發現所得類別變數對模式配適度最敏感,其次是人口類別變數,最後才是價格類別變數。在模型預測準確度評估方面,比較ARMAX與ANNs的樣本外模式預測能力,結果顯示ARMAX模式(MAPE值為3.9040)預測能力較ANNs模式(MAPE值為3.9631)預測能力佳。

    Recently, the issue of environmental sustainability is more important than before, most of countries are really focusing in this issue. Depleted resource and global warming are becoming the important issue for human living. The volume of CO2 release is one of the important part for sustainability of development. People cannot slight energy deplete and CO2 release from cars, therefore people have to master the growth of vehicle number and its factors. This thesis use two different patterns to create vehicle ownership’s models, ARMAX and ANNs. Base on compare performance for this two models, we can predict the trend of number of car growth and the relationship between different variables to understand what factors will affect the number of vehicle ownership.
    In this thesis collected number of vehicle and motorcycle ownerships in Taiwan area from 1981 to 2010 and real GDP, exchange rate(EXCH), price of Brent Blend Crude Oil, population, employment rate and number of house’s yearly data. Also using dummy variables to present in 1987 Taiwan implemented licenses renewal, in 1999 Taiwan implemented investigation of vehicles and motorcycles, in 2008 economic crisis and in 1995 license tax free for motorcycle under 150CC.
    The estimated results of ARX and ARMAX vehicle model show that vehicle ownership can be explained by the real GDP, Transportation and communication CPI(TCCPI), and Taiwan implement investigation for vehicles and motorcycles in 1999(D2). The estimated results of ARMAX motorcycle model show that vehicle ownership can be explained by the real GDP, Transportation and communication CPI(TCCPI), and license tax free for motorcycle under 150CC in 1995 (D4). From sensitive test for ANNs, income is most sensitive in all factors, then is population factor, the last one is price factor. In the accuracy of prediction, compare models of ARMAX(MAPE is 3.9040) and ANNs(MAPE is 3.9631), ARMAX have higher skill of prediction value and it also have skill of explanation.

    第一章 緒論 1 1.1 研究背景 1 1.2 研究動機 3 1.3 研究目的 5 1.4 研究內容 5 1.5 研究流程 6 第二章 文獻回顧 9 2.1 車輛持有與預測 9 2.2 綜合整理 15 第三章 研究方法 20 3.1 單根檢定 20 3.2 Granger因果關係(Granger Causality)檢定 25 3.3 ARMAX 26 3.3.1 ARMA 27 3.3.2 ARMAX 28 3.4 ANNs 29 3.4.1 類神經網路 29 3.4.2 倒傳遞類神經網路 33 第四章 實證分析 37 4.1 資料來源 37 4.2 單根檢定 39 4.3 Granger因果關係檢定 40 4.4 汽車持有ARMAX模型 42 4.5 機車持有ARMAX模型 47 4.6 ANNs 50 第五章 模式評估 54 5.1 評估指標 54 5.2 ARMAX之全樣本模式評估 55 5.3 ANNs之全樣本模式評估 56 5.4 部分樣本之預測準確度評估 57 5.5 ANNs之敏感度測試 60 第六章 結論與建議 63 6.1 結論 63 6.2 建議 65 參考文獻 66 附錄 72

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