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研究生: 黃俊瑋
Huang, Jun-Wei
論文名稱: 應用閾值邊界卜瓦松迴歸模型估計至零膨脹數據分析
Application of Threshold Boundary Poisson Regression Estimation to Zero-Inflated Data Analysis
指導教授: 張志浩
Chang, Chih-Hao
口試委員: 黃士峰
Huang, Shih-Feng
陳怡如
Chen, Yi-Ju
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 2026
畢業學年度: 114
語文別: 英文
論文頁數: 39
中文關鍵詞: 零膨脹資料卜瓦松迴歸閾值加權支持向量機L2正則化
外文關鍵詞: zero-inflated data, Poisson regression, threshold, weighted support vector machine, L2 regularization
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  • 零膨脹計數資料為實務分析中常見的資料型態。過往文獻多採用零膨脹卜瓦松(Zero-Inflated Poisson, ZIP)模型進行分析,透過機率混合的方式處理過多零值的問題。有別於此類方法,本研究探討閾值邊界卜瓦松迴歸(Threshold Boundary Poisson Regression, TBPR)模型於零膨脹計數資料之估計問題。TBPR 模型透過閾值邊界函數將樣本劃分為兩個子群,並於各子群分別配適獨立之卜瓦松迴歸模型。為估計 TBPR 模型,本研究提出一種結合加權支持向量機(Weighted Support Vector Machine, WSVM)與 L2 正則化卜瓦松迴歸之迭代演算法,稱為 TBPR-WSVM 演算法。該演算法利用初始分群建立子群,再藉由加權支持向量機更新閾值邊界並重新劃分樣本,並於每次迭代中採用 L2 正則化估計各子群之卜瓦松迴歸係數。模擬結果顯示,TBPR-WSVM 演算法具有較穩定的預測表現;於實證資料分析中,相較於 ZIP 模型,亦展現較佳之預測能力。


    Zero-inflated count data are commonly encountered in applied analysis. The literature has predominantly relied on the zero-inflated Poisson (ZIP) model for such data, which addresses the excess of zeros through probability mixing. Departing from this approach, this study investigates the estimation of the Threshold Boundary Poisson Regression (TBPR) model for zero-inflated count data. The TBPR model partitions samples into two subgroups via a threshold boundary function and fits an independent Poisson regression on each subgroup. To estimate the TBPR model, this study proposes an iterative algorithm that combines a Weighted Support Vector Machine (WSVM) with L2 regularized Poisson regression, referred to as the TBPR-WSVM algorithm. The algorithm first constructs subgroups through an initial partitioning step, then updates the threshold boundary and reclassifies the samples via a weighted support vector machine, and estimates the Poisson regression coefficients within each subgroup using L2 regularization in each iteration. Simulation results show that the TBPR-WSVM algorithm achieves more stable predictive performance. In real data analysis, it also demonstrates better predictive capability than the ZIP model.

    誌謝 i
    摘要 ii
    Abstract iii
    Contents iv
    List of Figures v
    List of Tables vi
    Chapter 1 Introduction 1
    Chapter 2 Literature Review 5
    2.1 Zero Inflated Poisson Regression Model 5
    2.2 Threshold Boundary Regression Model 6
    2.3 Non-Existence of Maximum Likelihood Estimates in Poisson Regression 10
    2.4 Ridge Regression 12
    Chapter 3 Proposed Method 14
    Chapter 4 Simulation Studies 22
    4.1 Experiment I (TBPR-WSVM vs. ZIP, when generating data from the ZIP model) 23
    4.2 Experiment II (TBPR-WSVM vs. ZIP, when generating data from the TBPR model) 26
    Chapter 5 Applications 31
    Chapter 6 Conclusion 35
    References 37

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