| Presentation | 2013-06-14 Modeling for Events characterizing Simultaneous Change in Time Series Parameters by using Coupled Pricing and Parameter Estimation based on Bayesian Method Shozo TOKINAGA, Yoshikau IKEDA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | At first, we formalize the change point of parameter by using the jumps of time series modeled by the discrete chaotic fluctuation (called pricing) based on arrival/balk of input flow to queueing systems having capacity A. Then, we extend the synchronization to define the model inducing jumps in several fluctuation generated by referencing and coupling their state variables, which correspond to the simultaneous changes of parameters. We use the conventional Genetic Algorithm (GA) to estimate the model of coupled pricing where the fitness of individual is defined as the likelihood of parameter estimation reduced by the pricing defined by the individual. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Pricing / Time series parameters / Event of simultaneous change / Chaotic fluctuation / Bayesian estimation |
| Paper # | SIS2013-11 |
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| Committee | SIS |
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| Conference Date | 2013/6/6(1days) |
| Place (in Japanese) | (See Japanese page) |
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| 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) | Modeling for Events characterizing Simultaneous Change in Time Series Parameters by using Coupled Pricing and Parameter Estimation based on Bayesian Method |
| Sub Title (in English) | |
| Keyword(1) | Pricing |
| Keyword(2) | Time series parameters |
| Keyword(3) | Event of simultaneous change |
| Keyword(4) | Chaotic fluctuation |
| Keyword(5) | Bayesian estimation |
| 1st Author's Name | Shozo TOKINAGA |
| 1st Author's Affiliation | Graduate School of Econmics, Kyushu University() |
| 2nd Author's Name | Yoshikau IKEDA |
| 2nd Author's Affiliation | Faculty of Economics and Business administration, The University of Kitakyushu |
| Date | 2013-06-14 |
| Paper # | SIS2013-11 |
| Volume (vol) | vol.113 |
| Number (no) | 78 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |