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研究生:呂嘉祥
研究生(外文):Jia-XiangLu
論文名稱:多變量時間數列在探討環境影響與不同能源供給間關係之研究
論文名稱(外文):Exploring the Relationship between Environmental Impacts and Different Energy Supplies using Multivariate Time Series
指導教授:潘浙楠潘浙楠引用關係
指導教授(外文):Jeh-Nan Pan
學位類別:碩士
校院名稱:國立成功大學
系所名稱:統計學系碩博士班
學門:數學及統計學門
學類:統計學類
論文種類:學術論文
論文出版年:2012
畢業學年度:100
語文別:中文
論文頁數:62
中文關鍵詞:多變量時間數列多元轉換函數二氧化碳排放量預測
外文關鍵詞:multivariate time seriesmultiple transfer functionCO2 emission prediction
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從1985年的維也納保護臭氧層公約(VCPOL)簽訂後至2010年聯合國氣候變遷綱要公約(COP16)期間,世界各國均十分重視溫室氣體排放及再生能源發展之問題,在此氛圍下,國際標準組織(ISO)亦於2011年推出ISO50001新的能源管理系統認證標準,此能源管理系統認證標準之目的是希望企業及組織建立必要的能源管理制度和程序,以提高能源管理績效,並藉由此標準找出提昇整體能源使用效率的機會,對未來全球產業將形成營運壓力或帶來嶄新的商業機會。因此,在人類經濟高度發展下,如何減少溫室氣體排放、提高能源效率與開發再生能源,已成為國際上追求永續發展之核心課題。
隨著國際環保法令日趨嚴格,先進國家或機構紛紛發展出一套永續能源指標系統用以評估該國能源永續發展之成效,除了國家能源結構的改變外,積極進行綠色能源管理以提升綠色競爭優勢已是刻不容緩的事情。本研究針對過去29年間(1982至2010年)台灣舊能源與再生能源之供給資料,利用多變量時間數列進行影響環境關鍵績效指標之CO2排放量與人均GDP(國內生產毛額)、不同能源供給(含舊能源及再生能源)間關係之探討。
研究結果顯示,若僅以CO2排放量進行自我相關預測,其效果並不理想。然而若改採總化石能源及新能源供給之雙變量時間數列模式預測,其效果則精確許多。至於利用人均GDP、煤炭與新能源供給之多變量時間數列模式進行CO2排放量之預測,其效果最為理想;最後,我們針對CO2排放量在新能源供給及人均GDP等不同成長率之組合變化下,進行趨勢分析與評估。

From the period of Vienna Convention for the Protection of the Ozone Layer(VCPOL) held in 1985 until the Joint United Nations Convention of Climate Change held in 2010, various international organizations started to focus on solving greenhouse gas emission and renewable energy development problems. Recently, the International Standards Organization has launched the latest energy management system ISO50001 in 2011. The purpose of ISO50001 is to establish a standard energy management system and procedure to improve the energy utilization/efficiency and identify its opportunity. The high economic development of human being has resulted in pollution problems and crisis of global ecosystems. Therefore, the reduction of greenhouse gas emissions, increasing the energy efficiency and development of renewable energy have become important research topics for global sustainability.
With the increasingly stringent international environmental laws, many leading countries, major organizations and corporations around the world are starting to develop various sustainable energy indices to evaluate their performance on global sustainability. Besides the change in energy utilization structure, establishing an effective energy management system to enhance the green competitive advantages become an ultimate goal of national energy strategy.
In this research, we utilize fossil and renewable energy supplies data of Taiwan in the past 29 years (1982 to 2010) to explore the relationship between the impact of environmental key performance indicators of CO2, GDP per capita, fossil and renewable energy by using multivariate time series analysis. The research results show that the prediction accuracy of CO2 emissions by using auto-correlated time series is poor, while the prediction accuracy by using totally fossil energy and renewable energy supplies of two-variable time series model is better than previous one. And the prediction accuracy is the best by using the multivariate time series model, in which includes GDP per capita, coal and renewable energy supplies data are considered. Finally, the trend analysis of CO2 emissions with different growth rates of renewable energy and GDP per capita is performed for evaluating their future environmental impact.

第一章 緒論 1
第一節 研究背景與動機 1
第二節 研究目的 3
第三節 研究流程 4
第二章 文獻回顧 5
第一節 指標分解法 5
第二節 VAR與VECM模型 7
第三節 國內文獻 7
第三章 研究方法 9
第一節 單變量時間數列 9
第二節 多變量時間數列 11
第三節 模型評估準則 17
第四章 全球能源使用與CO2排放現況 19
第一節 台灣地區能源使用與CO2排放之現況 19
第二節 全球能源使用與CO2排放之現況 22
第五章 資料分析 23
第一節 資料來源及變數定義 23
第二節 時間數列分析法 25
第三節 轉換函數模式 27
第六章 結論與建議 40
參考文獻 44
附錄 A 附表 48
附錄 B 附圖 51


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