| Project/Area Number |
10480050
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (B).
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Statistical science
|
|---|
| Research Institution | Chiba University |
|---|
Principal Investigator |
TAGURI Masaaki Chiba University, Faculty of Science, Professor, 理学部, 教授 (10009607)
|
|---|
| Co-Investigator(Kenkyū-buntansha) |
KONNO Yoshihiko Chiba University, Graduate School of Science and Technology, Associate Professor, 大学院・自然科学研究科, 助教授 (00205577)
TANEMURA Hideki Chiba University, Faculty of Science, Associate Professor, 理学部, 助教授 (40217162)
NAKAGAMI Junichi Chiba University, Faculty of Science, Professor, 理学部, 教授 (30092076)
HASHIMOTO Akihiro Chiba University, Information Processing Center, Lecturer, 総合情報処理センター, 講師 (60164779)
MIYANO Hisao Chiba University, Faculty of Letters, Professor, 文学部, 教授 (90200196)
桜井 貴文 千葉大学, 理学部, 助教授 (60183373)
古森 雄一 千葉大学, 理学部, 教授 (10022302)
渚 勝 千葉大学, 理学部, 教授 (50189172)
中村 吉邑 千葉大学, 理学部, 教授 (90110270)
山本 光晴 千葉大学, 理学部, 助手 (00291295)
|
|---|
| Project Period (FY) |
1998 – 2000
|
| Project Status |
Completed (Fiscal Year 2000)
|
| Budget Amount *help |
¥6,300,000 (Direct Cost: ¥6,300,000)
Fiscal Year 2000: ¥1,900,000 (Direct Cost: ¥1,900,000)
Fiscal Year 1999: ¥2,000,000 (Direct Cost: ¥2,000,000)
Fiscal Year 1998: ¥2,400,000 (Direct Cost: ¥2,400,000)
|
|---|
| Keywords | Wind velocity data by artificial satellite / Test of curve difference / Bootstrap test / Moving block / AR model / Area difference statistic / Size and power of tests / Simulation / ブートストラップ検定 / 状態空間モデル / moving block bootstrap法 / 2種類の曲線の差の検定 / 検出力のシミュレーション / 人工衛星データ / longitudinal data / カルマンフィルター / ordered moving block bootstrap法 / AUC-統計量 |
|---|
| Research Abstract |
The dataset used in this research is the measurements of wind velocity obtained from an artificial satellite (HRDI), and a rader on the earth, ranging from 80km to 90km at every 1km for 14 days. The interest is to examine the significant difference between these two measuring mechanisms. Considering the dependency of the data, we investigated the statistical testing problem by the following procedure : (1) Based on miscellaneous preliminary data analyses, three kinds of state space models were constructed. (2) Smoothing curves, obtained by the Kalman filter technique, were regarded as an initial sample. (3) Applying a modified moving block method, bootstrap samples were constructed. (4) By mixing the two samples, we made bootstrap samples taken from the null hypothesis. (5) The AUC statistic, which represents the area surrounded by the two smoothing curves, and then the bootstrap distribution were computed, and the statistical testing was carried out. As the result, the following findings were obtained : The wind velocity was affected by measuring altitude and day factors. Also the measurements by HRDI overestimated the true wind velocity. The estimated curves were considered as reasonable, considering the weak wind velocity zone at 90-100km. Next we generalized the problem, and tested the significant difference between two non-stationary dataset (two curves). Eight kinds of testing procedures were proposed, and were compared with some traditional methods. Through simulation sudies based on the wind velocity data, the sizes and powers were examined and compared with each other. As for test statistics, AUC was mainly investigated, however the squared and absolute difference statistics were also taken into consideration. The effect of scale adjustment was also examined. As the result, the proposed bootstrap test using AUC was found to be superior to the traditional methods from the viewpoints of sizes and powers in almost cases.
|
