| Presentation | 2006-03-21 Relation Between Prediction Accuracy of Nonlinear Modeling and Nonlinearity of Time Series Daisuke HARAKI, Tomoya SUZUKI, Tohru IKEGUCHI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | To analyze time series derived from complex systems, several time-series analysis or its prediction methods have been proposed. n the methods, we usually use a normalized root mean square error to evaluate the prediction accuracy. This measure is suitable to evaluate the error between a true point and a predicted point directly. On the other hand, it is also important to predict a region, not as a point, where the future point is included such as forecast of temporal evolution of typhoons. Conventionally, the prediction region was produced by an ensemble prediction, which estimates temporal evolution of an ensemble from several initial values. In this study, we compared the performance of the ensemble prediction and the bootstrap method on the basis of accuracy or efficiency of estimated prediction regions. By several numerical simulations, we reveal advantages of the bootstrap method for nonlinear time series prediction. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Nonlinear time series analysis / local linear prediction / the bootstrap method |
| Paper # | NLP2005-158 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2006/3/14(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Relation Between Prediction Accuracy of Nonlinear Modeling and Nonlinearity of Time Series |
| Sub Title (in English) | |
| Keyword(1) | Nonlinear time series analysis |
| Keyword(2) | local linear prediction |
| Keyword(3) | the bootstrap method |
| 1st Author's Name | Daisuke HARAKI |
| 1st Author's Affiliation | Graduate School of Science and Engineering, Saitama University() |
| 2nd Author's Name | Tomoya SUZUKI |
| 2nd Author's Affiliation | Department of Electronic Engineering |
| 3rd Author's Name | Tohru IKEGUCHI |
| 3rd Author's Affiliation | Graduate School of Science and Engineering, Saitama University |
| Date | 2006-03-21 |
| Paper # | NLP2005-158 |
| Volume (vol) | vol.105 |
| Number (no) | 676 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |