| Presentation | 2018-03-13 Detecting changing points in multivariate nonlinear time series Rei Kotera, Tomomichi Nakamura, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | There are many natural phenomena that show irregular fluctuations. We expect that the data are generated by a system. The state of the system is not always the same and it might change from time to time. Hence, detecting the changing points in the state of the system has a significant role in understanding the phenomenon. In this paper, we propose a method to detect the changing points in the multivariate nonlinear time series data. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Time series analysis / change-point detection / locally stationary model |
| Paper # | NLP2017-108 |
| Date of Issue | 2018-03-06 (NLP) |
| Conference Information | |
| Committee | MSS / NLP |
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| Conference Date | 2018/3/12(3days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Morikazu Nakamura(Univ. of Ryukyus) / Masaharu Adachi(Tokyo Denki Univ.) |
| Vice Chair | Shigemasa Takai(Osaka Univ.) / Norikazu Takahashi(Okayama Univ.) |
| Secretary | Shigemasa Takai(Toshiba) / Norikazu Takahashi(Osaka Univ.) |
| Assistant | Hideki Kinjo(Okinawa Univ.) / Toshihiro Tachibana(Shonan Inst. of Tech.) / Masayuki Kimura(Kyoto Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Mathematical Systems Science and its applications / Technical Committee on Nonlinear Problems |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Detecting changing points in multivariate nonlinear time series |
| Sub Title (in English) | |
| Keyword(1) | Time series analysis |
| Keyword(2) | change-point detection |
| Keyword(3) | locally stationary model |
| 1st Author's Name | Rei Kotera |
| 1st Author's Affiliation | University of Hyogo(Univ. of Hyogo) |
| 2nd Author's Name | Tomomichi Nakamura |
| 2nd Author's Affiliation | University of Hyogo(Univ. of Hyogo) |
| Date | 2018-03-13 |
| Paper # | NLP2017-108 |
| Volume (vol) | vol.117 |
| Number (no) | NLP-505 |
| Page | pp.pp.37-42(NLP), |
| #Pages | 6 |
| Date of Issue | 2018-03-06 (NLP) |