| Presentation | 2009-08-03 State Estimation by using Particle Filters based on Equation Approximations with the Genetic Programming and its Applications to Suppression of Fluctuations of Time Series Kangrong TAN, Shozo TOKINAGA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This report deals with the state estimation by using particle filters (PF) based on equation approximations with the Genetic Programming (GP) and its applications to suppression of fluctuations of time series. In real markets, it is necessary to identify state equations as well as states themselves. We assume each individual in the pool of GP method as a state equation in PFs, and then apply the improvement of functional approximation based on the fitness of individuals obtained from the likelihood in PFs. Simulation studies for the analysis of artificial and real markets are shown. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Agents' behavior / Particle filter / Genetic Programming / State estimation / Nonlinear modeling / Time series |
| Paper # | NLP2009-48 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2009/7/27(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) | State Estimation by using Particle Filters based on Equation Approximations with the Genetic Programming and its Applications to Suppression of Fluctuations of Time Series |
| Sub Title (in English) | |
| Keyword(1) | Agents' behavior |
| Keyword(2) | Particle filter |
| Keyword(3) | Genetic Programming |
| Keyword(4) | State estimation |
| Keyword(5) | Nonlinear modeling |
| Keyword(6) | Time series |
| 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 |
| Date | 2009-08-03 |
| Paper # | NLP2009-48 |
| Volume (vol) | vol.109 |
| Number (no) | 167 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |