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研究生: 許伶伃
Hsu, Ling-Yu
論文名稱: 多變量分析方法於模型觀點二階段樣本選擇之應用
Utilization of the Multivariate Analysis Techniques on Model-Based Two-Phase Sampling Selection
指導教授: 趙昌泰
Chao, Chang-Tai
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: 2019
畢業學年度: 107
語文別: 英文
論文頁數: 80
中文關鍵詞: 模型觀點抽樣理論主成份分析典型相關分析
外文關鍵詞: Model-based Sampling, Principal Component Analysis, Canonical Correlation Analysis
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  • 在抽樣設計中有許多方法,舉凡簡單隨機抽樣、分層抽樣、群集抽樣…等,皆是為了降低成本、提高效率,根據資料特性的差異而發展出不同抽樣設計,樣本是否能有效表達出母體特性則受抽樣方法的影響,因此樣本的選擇是抽樣設計中極重要的一環。雖然在過去所提出的最佳化抽樣策略可以使均方預測誤差最小化,但卻帶來大量且繁瑣的運算,且需要完整的母體假設,增加在實際運用上的難度。

    本文中將調適型抽樣策略結合多變量工具提出一種於二階段抽樣策略來選取樣本之方法,在給定第一階段樣本下更新母體的共變異矩陣,利用第一階段所觀察到的樣本來選取第二階段樣本,並進行最後調整,使得選擇到的單元能盡可能解釋母體變異,藉由模擬研究及實際資料,證明所提出的抽樣策略優於簡單隨機抽樣的預測結果並將方法加以運用。所提出的抽樣策略不需完整的母體模型假設且與母體機率分佈及預測量無關,僅需要母體間的相關矩陣,可去除複雜的計算過程,使其在運用上有相對優勢。

    There are several different types of sampling methods, such as simple random sampling, stratified sampling, cluster sampling, and so on. All of them are developed to reduce costs and collect the data more quickly. With the difference between data, various sampling designs would be constructed. The representative sample is affected by sampling methods. As a result, the selection of samples is crucial in sampling design. Although the optimal sampling strategies proposed previously can minimize the mean-squared prediction error, but the exact population model is required. It takes intensive computational load, contributing to great
    difficulty in practice.

    In this research, a two-phase sampling strategy is proposed based on adaptive sampling strategy and some multivariate analysis techniques. The observed values of the first-phase sample are utilized to select the second-phase sample according to the updated population covariance matrix given the first-phase sample units. Furthermore, the selected sample is adjusted in order to get the units that can account for as much population variability as possible. It shows that the proposed sampling strategy conduces to better prediction than simple random sampling without replacement by means of simulation results. A real data on the utilization is also presented. These proposed sampling methods require only a population covariance matrix.
    They are independent from the population probability distribution model and the predictor that are used. Reducing the complicated calculation makes it advantageous in application.

    摘要i Abstract ii 誌謝iii Table of Contents iv List of Tables vi List of Figures vii Chapter 1. Introduction 1 Chapter 2. Sampling Design 4 2.1. Two-phase Strategy under log-Gaussian Model 5 2.2. Principle Component Analysis 8 2.2.1. Design I 8 2.2.2. Design II 9 2.3. Canonical Correlation Analysis 10 2.3.1. Canonical I 11 2.3.2. Canonical II 11 Chapter 3. Simulation Studies 13 3.1. Population Model 13 3.2. Sampling Locations 16 3.3. Relative Efficiency to two-phase SRSWOR 17 3.4. Simulation Results 19 3.4.1. Sample adjustment 22 3.4.2. Log-Gaussian Model with Equal Mean 24 3.4.3. Log-Gaussian Model with Unequal Mean 29 Chapter 4. Data Application 34 4.1. Rainfall in Yunlin, Chiayi and Tainan for August, 2018 34 4.1.1. Population Model 35 4.1.2. Application Results 36 4.2. Average Rainfall Data from Parana State, Brasil 38 4.2.1. Population Model 38 4.2.2. Application Results 40 4.3. PM2.5 in Western Taiwan for February, 2019 42 4.3.1. Population Model 42 4.3.2. Application Results 44 Chapter 5. Conclusion and Future Research 46 References 48 Appendix A. Other Results for Simulation with Design II 49 A.1. Geometric anisotropy 49 A.1.1. Equal Mean and Regular Location 49 A.1.2. Unqual Mean and Regular Location 51 A.2. Geometric zonal anisotropy 53 A.2.1. Equal Mean and Regular Location 53 A.2.2. Unequal Mean and Regular Location 55 Appendix B. Results for Simulation with Design I 57 B.1. isotropy 57 B.1.1. Equal Mean and Regular Location 57 B.1.2. Equal Mean and Random Location 59 B.1.3. Unqual Mean and Regular Location 61 B.1.4. Unqual Mean and Random Location 63 B.2. Geometric anisotropy 65 B.2.1. Equal Mean and Regular Location 65 B.2.2. Unqual Mean and Regular Location 67 B.3. Geometric zonal anisotropy 69 B.3.1. Equal Mean and Regular Location 69 B.3.2. Unequal Mean and Regular Location 71 Appendix C. Data for applications 73 C.1. Data of Rainfall in Yunlin, Chiayi and Tainan for August, 2018 73 C.2. Average rainfall data from Parana State, Brasil for the period May-June 75 C.3. Data of PM2.5 in Western Taiwan for February, 2019 77 Appendix D. Results for Application with Design I 78 D.1. Rainfall in Yunlin, Chiayi and Tainan for August, 2018 78 D.2. Average Rainfall Data from Parana State, Brasil 79 D.3. PM2.5 in Western Taiwan for February, 2019 80

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