| Presentation | 2015-06-19 Study on prediction of quasiperiodic nonlinear phenomena based on Gaussian process state space model Akira Tamamori, Tomoko Matsui, Masumi Kitazawa, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Many non-linear phenomena which exhibit quasiperiodic fluctuations can be widely observed in the world; population of organisms, solar activity, climate change, economic activity, biological rhythm, and so on. In this paper, we propose a method based on GP-SSM to capture such nonlinearity and quasiperiodicity, where the phase component is newly introduced as latent (state) variable to represent the quasiperiodicity. The proposed method enables to estimate the joint posterior distribution of the state variable, the model parameters, and the function of the model simultaneously by using Particle Markov Chain Monte Carlo method. We also develop the method to predict the phase component sequentially. The performance of the proposed method was evaluated in the prediction accuracy of menstrual cycle length by using the female basal body temperature data. The results showed that the prediction accuracy was improved compared with the conventional method which adopts a predicted day after a fixed period from the last menstruation. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | periodic fluctuations / nonlinearity / quasiperiodicity / Gaussian process / state space model |
| Paper # | PRMU2015-49,SP2015-18,WIT2015-18 |
| Date of Issue | 2015-06-11 (PRMU, SP, WIT) |
| Conference Information | |
| Committee | WIT / SP / ASJ-H / PRMU |
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| Conference Date | 2015/6/18(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Kiyohiko Nunokawa(Tokyo International Univ.) / Kazunori Mano(Shibaura Inst. of Tech.) / Masato Akagi(北陸先端大) / Eisaku Maeda(NTT) |
| Vice Chair | Chikamune Wada(Kyushu Inst. of Tech.) / Norihide Kitaoka(Tokushima Univ.) / Shigeto Furukawa(NTT) / Shuji Senda(NEC) / Seiichi Uchida(Kyushu Univ.) |
| Secretary | Chikamune Wada(Nagoya Inst. of Tech.) / Norihide Kitaoka(AIST) / Shigeto Furukawa(Tsukuba Univ. of Tech.) / Shuji Senda(Tokyo City Univ.) / Seiichi Uchida(Kobe Univ.) |
| Assistant | Tomohiro Amemiya(NTT) / Takeaki Shionome(Tsukuba Univ. of Tech.) / Manabi Miyagi(Tsukuba Univ. of Tech.) / Takashi Nose(Tohoku Univ.) / Taichi Asami(NTT) / / Kazuaki Kondo(Kyoto Univ.) / Akisato Kimura(NTT) |
| Paper Information | |
| Registration To | Technical Committee on Well-being Information Technology / Technical Committee on Speech / * / Technical Committee on Pattern Recognition and Media Understanding |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Study on prediction of quasiperiodic nonlinear phenomena based on Gaussian process state space model |
| Sub Title (in English) | |
| Keyword(1) | periodic fluctuations |
| Keyword(2) | nonlinearity |
| Keyword(3) | quasiperiodicity |
| Keyword(4) | Gaussian process |
| Keyword(5) | state space model |
| 1st Author's Name | Akira Tamamori |
| 1st Author's Affiliation | The Institute of Statistical Mathematics(ISM) |
| 2nd Author's Name | Tomoko Matsui |
| 2nd Author's Affiliation | The Institute of Statistical Mathematics(ISM) |
| 3rd Author's Name | Masumi Kitazawa |
| 3rd Author's Affiliation | QOL Corporation(QOL) |
| Date | 2015-06-19 |
| Paper # | PRMU2015-49,SP2015-18,WIT2015-18 |
| Volume (vol) | vol.115 |
| Number (no) | PRMU-98,SP-99,WIT-100 |
| Page | pp.pp.101-106(PRMU), pp.101-106(SP), pp.101-106(WIT), |
| #Pages | 6 |
| Date of Issue | 2015-06-11 (PRMU, SP, WIT) |