Powerful Strategy for Point Process Data Analysis and the Archive of Models
Powerful Strategy for Point Process Data Analysis and the Archive of Models
批准号:
15300095
负责人:
SHIBATA Ritei
金额:
$6.59万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (B)
财政年份:
2003
资助国家:
日本
项目状态:
已结题
起止时间:
2003 至 2006
中文摘要
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英文摘要
Various Exploratory Data Analysis techniques have been developed particularly for time point data. The aim of this research is to provide a general way of building appropriate models for the given data. The models we have investigated are clustering marked point process, hidden Markov point process, hidden semi Markov point process, mixed point process, multiple point process and zero reset intensity model. We have developed not only mathematical theory but also algorithms of solving the maximum likelihood equation and a total environment for supporting the process of model building. The targeted phenomena are neural activation, hear beat, rain fall, earthquakes, customer visit to a beauty parlor, new bid price of foreign exchange. The environment is based on DandD and one of the features is a new data visualization technique called Textile plot.
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Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX
随机神经网络预测东证指数涨跌的有效性
DOI:
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发表时间:
2005
期刊:
Asian-Pacific Financial Markets 15
影响因子:
--
作者:
[S.Kamitsuji, R.Shibata]
通讯作者:
R.Shibata
Miki MIYAZAWA, Ritel SHIBATA: "Statistical Aspects of Instantaneous FX Bid Prices"The 3^<rd> International Conference on Frinancial Engineering and Statistical Finance. 3. 66-73 (2003)
Miki MIYAZAWA、Ritel Shibata:“瞬时外汇买入价的统计方面”第三届金融工程和统计金融国际会议。
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作者:
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島津秀康, 柴田里程: "野鳥羽数時系列の局所回帰による分解とその環境要因変化との関連性"2003年度統計関連学会連合大会講演報告集. 3. 381-382 (2003)
Hideyasu Shimazu、Rijo Shibata:“通过局部回归分解野生鸟类种群时间序列及其与环境因素变化的关系”2003 年统计学会联合会会议记录 3. 381-382 (2003)。
DOI:
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--
作者:
[]
通讯作者:
Efficient Learning Algorithm Based on Maximum Likelihood Principle for 1VIultilayer Feedforward Stochastic Neural Network
基于最大似然原理的1VI多层前馈随机神经网络高效学习算法
DOI:
--
发表时间:
2007
期刊:
Neural Processing Letters (to appear)
影响因子:
--
作者:
[S.Kamitsuji, R.Shibata]
通讯作者:
R.Shibata
DOI:
--
发表时间:
2006
期刊:
Computational Statistics & Data Analysis (submitted)(未定)
影响因子:
--
作者:
[N.Kumasaka, R.Shibata]
通讯作者:
R.Shibata
共 20 条
Theory and Practice of Data Visualization for Modeling Complex Large Scale Data
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批准号:19300097
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$6.91万
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财政年份:2007
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负责人:SHIBATA Ritei
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依托单位:
Implimentation of InterDatabase through DandD Agent for Advanced Data Analysis
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批准号:13558024
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$6.66万
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财政年份:2001
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负责人:SHIBATA Ritei
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依托单位:
Effectiveness of Kullback-Leibler Information As A Measure of Dependence
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批准号:12480063
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$6.66万
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财政年份:2000
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负责人:SHIBATA Ritei
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依托单位:
DEVELOPMENT OF D&D SUPPORT SOFTWARE
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批准号:10558037
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项目类别:Grant-in-Aid for Scientific Research (B).
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资助金额:$5.95万
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财政年份:1998
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负责人:SHIBATA Ritei
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依托单位:
Statistical Model Selection and its applications
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批准号:09680315
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.05万
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财政年份:1997
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负责人:SHIBATA Ritei
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依托单位:
Development of Enuironment for Data Analysis by S
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批准号:06680289
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项目类别:Grant-in-Aid for General Scientific Research (C)
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资助金额:$1.34万
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财政年份:1994
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负责人:SHIBATA Ritei
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依托单位:
国内基金
海外基金
Improving modelling of compact binary evolution.
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批准号:10903001
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项目类别:青年科学基金项目
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资助金额:20.0万元
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批准年份:2009
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负责人:史蒂芬
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依托单位: