A study on development and implementation of shrinkage estimation algorithms for dynamic systems

动态系统收缩估计算法的开发与实现研究

• 批准号: 23510171
• 负责人: DOHI Tadashi
• 金额: $ 3.58万
• 依托单位: Hiroshima University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2011
• 资助国家: 日本
• 起止时间: 2011 至 2013
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23510171/
• 关键词: 縮小推定; ウェーブレット; 確率過程; 統計的推論; 推定アルゴリズム; 非定常点過程; マルコフ過程; 信頼性評価; 信頼性; 性能評価; 動的システム; 統計的推定; ツール開発; 金融工学

In this research we focus on the concept of shrinkage estimation as a novel statistical inference technique in dynamic stochastic systems, which is frequently used in dependability and performance evaluation. We develop a theoretical framework to perform the statistical estimation with more accuracy and cheaper computation cost, than the common approaches such as parametric estimation based on the likelihood information or non-parametric estimation via kernel functions. Especially, we consider the wavelet-based shrinkage estimation, and propose several statistical estimation algorithms for high-dimensional non-stationary stochastic processes. Further, we develop the statistical analysis tool to implement the wavelet-based statistical estimation algorithms, and investigate several application examples in individual research area.

在本研究中，我们重点研究了收缩估计的概念，作为动态随机系统的一种新的统计推断技术，它经常用于可靠性和性能评估。与基于似然信息的参数估计或基于核函数的非参数估计等常用方法相比，我们开发了一个理论框架，以更高的精度和更低的计算成本进行统计估计。特别地，我们考虑了基于小波的收缩估计，并提出了几种高维非平稳随机过程的统计估计算法。此外，我们开发了统计分析工具来实现基于小波的统计估计算法，并研究了几个在各个研究领域的应用实例。

项目成果

A comparative study of data transformations for wavelet shrinkage estimation with application to software reliability assessment

小波收缩估计数据变换与软件可靠性评估的比较研究

• DOI: 10.1155/2012/524636
• 发表时间: 2012
• 期刊: Advances in Software Engineering
• 作者: H. Okamura;T. Hirata and T. Dohi;下川原健，竹野健夫，堀川三好，菅原光政;H. Okamura and T. Dohi;竹野健夫，堀川三好;X. Xiao and T. Dohi;Xiao XIAO and Tadashi DOHI
• 通讯作者: Xiao XIAO and Tadashi DOHI

Analysis of fairness in distributed database system with snapshot isolation

快照隔离分布式数据库系统的公平性分析

• 发表时间: 2012
• 作者: C. Luo;H. Okamura and T. Dohi
• 通讯作者: H. Okamura and T. Dohi

Interval estimation method for decision making in wavelet-based software reliability assessment

基于小波的软件可靠性评估决策的区间估计方法

• 发表时间: 2014
• 期刊: IEICE Transactions on Information & Systems (D)
• 作者: Katsumi Morikawa;Katsuhiko Takahashi;and Daisuke Hirotani;森川克己,高橋勝彦,広谷大助;江島良幸，堀川三好，菅原光政;森川 克己;X. Xiao and T. Dohi
• 通讯作者: X. Xiao and T. Dohi

Software reliability growth models with normal failure time distributions

• DOI: 10.1016/j.ress.2012.02.002
• 发表时间: 2013-08
• 期刊: Reliab. Eng. Syst. Saf.
• 作者: H. Okamura;T. Dohi;S. Osaki

Enhancing Performance of Random Testing through Markov Chain Monte Carlo Methods

• DOI: 10.1109/tc.2011.208
• 发表时间: 2010-11
• 期刊: IEEE Transactions on Computers
• 影响因子: 3.7
• 作者: Bo Zhou;H. Okamura;T. Dohi