| Presentation | 2011-10-20 Evaluating the Risk of Nonlinear Prediction with the Bagging Algorithm Kazuya NAKATA, Tomoya SUZUKI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Some real phenomena are derived from unstationary systems, and therefore we have to select recent historical data which is not long enough as learning data to make a predictor. However, short learning data reduce the learning ability of predictors and often cause large prediction errors. Thus, in the previous study, we estimate the distribution of future states by the bagging predictors, and also estimate the risk of prediction errors according to the standard deviation of the estimated distribution. Moreover, we demonstrate that the estimated risk helps us to avoid dangerous predictions and to improve the prediction accuracy and reliability through computational simulations using some short data derived from chaotic models or real systems. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | short data / nonlinear prediction / ensemble learning |
| Paper # | CAS2011-33,NLP2011-60 |
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| Conference Information | |
| Committee | CAS |
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| Conference Date | 2011/10/13(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Circuits and Systems (CAS) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Evaluating the Risk of Nonlinear Prediction with the Bagging Algorithm |
| Sub Title (in English) | |
| Keyword(1) | short data |
| Keyword(2) | nonlinear prediction |
| Keyword(3) | ensemble learning |
| 1st Author's Name | Kazuya NAKATA |
| 1st Author's Affiliation | Graduate School of Science and Engineering, Ibaraki University() |
| 2nd Author's Name | Tomoya SUZUKI |
| 2nd Author's Affiliation | Graduate School of Science and Engineering, Ibaraki University |
| Date | 2011-10-20 |
| Paper # | CAS2011-33,NLP2011-60 |
| Volume (vol) | vol.111 |
| Number (no) | 242 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |