| Presentation | 2006/9/20 Estimation of Decision Processes and States by using Particle Filters and Functional Approximations based on the Genetic Programming and its Applications Kangrong TAN, Shozo TOKINAGA, Meifen CHU, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This report deals with the estimation of decision processes and states by using Particle Filters (PF) and functional approximations based on the Genetic Programming (GP) and its applications. We assume that results of agents' behavior are described by time series whose dynamics is given by the state space models. Then, it is possible to apply PF to estimate state variables from observations. Different from ordinary PF, we also estimate state equations using the GP, while the agents' behavior are also reflected to the time series. Individuals in the GP method are improved based on the likelihood obtained by the PF. As applications, we show examples of artificially generated time series for demand of goods and electricity, by showing sufficient estimations of decision process and states. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Agents' behavior / Particle Filters / Genetic Programming / State estimation / Nonlinear modeling |
| Paper # | SIP2006-80,SIS2006-43,SP2006-66 |
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| Conference Information | |
| Committee | SIS |
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| Conference Date | 2006/9/20(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Registration To | Smart Info-Media Systems (SIS) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Estimation of Decision Processes and States by using Particle Filters and Functional Approximations based on the Genetic Programming and its Applications |
| Sub Title (in English) | |
| Keyword(1) | Agents' behavior |
| Keyword(2) | Particle Filters |
| Keyword(3) | Genetic Programming |
| Keyword(4) | State estimation |
| Keyword(5) | Nonlinear modeling |
| 1st Author's Name | Kangrong TAN |
| 1st Author's Affiliation | Faculty of Economics, Kurume University() |
| 2nd Author's Name | Shozo TOKINAGA |
| 2nd Author's Affiliation | Graduate School of Economics, Kyushu University |
| 3rd Author's Name | Meifen CHU |
| 3rd Author's Affiliation | Graduate School of Economics, Kyushu University |
| Date | 2006/9/20 |
| Paper # | SIP2006-80,SIS2006-43,SP2006-66 |
| Volume (vol) | vol.106 |
| Number (no) | 262 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |