| Presentation | 2011-03-11 Estimation of Structural Changes in Nonlinear Time Series Models by using Particle Filters and the Genetic Programming Shozo TOKINAGA, Yoshikazu IKEDA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This report deals with the estimation of structural changes in nonlinear time series models by using Particle Filters (PFs) and the Genetic Programming (GP) and its applications. It is assumed that the state equation A after changes is modified from current functional form C. Then, the function A is estimated by using the crossover operations of the GP. As applications, we show the conditions for the estimation for artificially generated time series, and also discuss estimation of functional forms for real tome series before and after structural changes. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Structural changes / Particle filters / Genetic Programming / State estimation / Nonlinear time series |
| Paper # | NLP2010-183 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2011/3/3(1days) |
| Place (in Japanese) | (See Japanese page) |
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| 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) | Estimation of Structural Changes in Nonlinear Time Series Models by using Particle Filters and the Genetic Programming |
| Sub Title (in English) | |
| Keyword(1) | Structural changes |
| Keyword(2) | Particle filters |
| Keyword(3) | Genetic Programming |
| Keyword(4) | State estimation |
| Keyword(5) | Nonlinear time series |
| 1st Author's Name | Shozo TOKINAGA |
| 1st Author's Affiliation | Graduate School of Economics, Kyushu University() |
| 2nd Author's Name | Yoshikazu IKEDA |
| 2nd Author's Affiliation | Faculty of Economics and Business administration, The University of Kitakyushu |
| Date | 2011-03-11 |
| Paper # | NLP2010-183 |
| Volume (vol) | vol.110 |
| Number (no) | 465 |
| Page | pp.pp.- |
| #Pages | 6 |
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