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研究生: 王鈴慧
Ling-hui Wang
論文名稱: 運用函數型資料分群方法於農作物價格分析之研究
Price Analysis of Agricultural Products Using Functional Data Clustering
指導教授: 楊朝龍
Chao-lung Yang
口試委員: 歐陽超
Chao Ou-Yang
郭彥甫
Yan-fu Kuo
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2014
畢業學年度: 102
語文別: 中文
論文頁數: 70
中文關鍵詞: 函數型資料群集分析函數型主成份分析農作物價格分析
外文關鍵詞: Functional Principal Component Analysis, Agriculture Crop Price Pattern, Functional Data Clustering
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  • 農作物交易價量資料可反映出作物的季節性趨勢,同時亦可作為農業經營者決策的參考。本研究將多種農作物交易價格資料進行群集分析以了解作物彼此在交易價格變動趨勢上之異同。首先將所收集之十五年各類農作物歷史價格進行資料函數化,將原本為離散之價格資訊轉換為平滑之函數型資料。然後並利用函數型主成份分析,找出能夠代表此一農作物的價格曲線以及十五年之價格波動的主要變異以作為群集分析的基礎。其資料分群的目的主要分別以(1)農作物的絕對價格、(2)了解價格波動型態(Pattern)以及(3)了解十五年之價格變異為分群的目的。本研究提出整合函數型主成份分析之階層式分群法,並和以模型為基之分群法(Model-based clustering)進行多重作物分群比較,並且利用誤差平方和(Sum of Square Error, SSE)作為判斷最佳分群數的指標。從實驗結果可發現,本研究所提出的方法能獲得更小的SSE,此也意味著所提出的方法可得到更小的組內變異。此外,本研究亦探討資料分群數(維度)的縮減問題,探討是否能以較少的分群的資料數來獲得類似的分群結果。根據評比指標ARI顯示,使用27週價格資訊,便可解釋農作物的價格分群結果。農作物價格資料的分群結果,在應用面上可提供消費者農作物價格波動資訊,並做出採買選擇;而賣場經營者在銷售策略上,亦可參考過往的價格資料以及作物的分群結果,制定出產品售價的促銷方案以提高利潤。


    Understanding crop seasonal effect and price trend is an important decision making for customers, crop farmers, and retailers. This research applied functional data clustering method to analyze crop price trend and variation. 15-year Taiwan agriculture crop price data were collected. The time-series data was first converted to functional data and the smoothing method was applied to obtain the function to represent each price curve. Then, Principal Component Analysis (PCA) was used to investigate the variation among the 15-year data. The hierarchical clustering method integrating PCA was proposed to study (1) absolute price trend, (2) price variation pattern, and (3) variation pattern among 15-year. The clustering result of the proposed method was compared with the model-based clustering method which is also used to cluster crops by their price functional data. The experimental result shows that the proposed clustering method is able to obtain the smaller sum of square error (SSE) which means our method can obtain the more impact clusters. Besides, the dimension-reduction is studied to use the relatively smaller dataset to maintain the same clustering result. The clustering result of agriculture crop price data can be provided to crop customers for enhancing purchasing decision making. The food retailers can also use the clustering result to monitor the price variation and detect the possible abnormal price trend for better operation decision.

    誌 謝 I 摘 要 II ABSTRACT III 目 錄 IV 表目錄 VI 圖目錄 VII 第 1 章 緒論 1 1.1 研究動機 1 1.2 研究目的 4 1.3 論文架構 4 第 2 章 文獻探討 5 2.1 函數型資料介紹 5 2.2 群集分析 8 2.2.1 階層式分群演算法 (Hierarchical Clustering) 8 2.2.2 以模型為基之演算分群法 10 2.3 相似距離衡量 11 2.3.1 歐幾里德距離 (Euclidean Distance) 12 2.3.2 動態時間校正 (Dynamic Time Warping) 12 2.4 分群相似度指標 13 2.5 分群之驗證指標 15 2.6 資料縮減 15 第 3 章 研究方法 17 3.1 理論架構 17 3.2 資料函數轉換及函數平滑化方法 19 3.3 函數型主成份分析 21 3.4 資料標準化 (Data normalization) 25 第 4 章 實驗結果 28 4.1 資料介紹 28 4.2 資料前置處理 29 4.3 實驗結果 33 4.3.1 以絕對價格進行分群 33 4.3.1 以價格波動形態(Pattern)進行分群 37 4.3.2 加入主成份(PCA)特徵因子進行分群 41 4.3.3 以模型為主分群法 45 4.4 結果探討 48 第 5 章 結論 55 參考書目 57 A. 附件 一農作物代號、名稱與產季表 60

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