CARMA random fields and their applications to large spatio-temporal data
| Project/Area Number |
17H01701
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (B)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Statistical science
|
|---|
| Research Institution | Tohoku University |
|---|
Principal Investigator |
|
|---|
| Co-Investigator(Kenkyū-buntansha) |
栗原 考次 京都女子大学, 宗教・文化研究所, 教授 (20170087)
西井 龍映 長崎大学, 情報データ科学部, 教授 (40127684)
矢島 美寛 東北大学, 経済学研究科, 客員教授 (70134814)
|
|---|
| Project Period (FY) |
2017-04-01 – 2021-03-31
|
| Project Status |
Completed (Fiscal Year 2022)
|
| Budget Amount *help |
¥12,090,000 (Direct Cost: ¥9,300,000、Indirect Cost: ¥2,790,000)
Fiscal Year 2020: ¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2019: ¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000)
Fiscal Year 2018: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2017: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
|
|---|
| Keywords | 空間データ / 時系列 / スペクトル / フーリエ変換 / Whittle推定 / 時空間データ / 時空間回帰モデル / spectral density / Bayesian kriging / spatial data / spatio temporal data / model selection / 多変量CARMAモデル / spectral density matrix / Whittle尤度 / Bayesian CARMA kriging / 時空間モデル / 非定常 / 欠損値 / ベイズ推定 / CARMAモデル / 節点 / Brownian sheet / スペクトル密度関数 / 観測誤差 / 局所定常モデル / 等方性 / 非定常性 |
|---|
| Outline of Final Research Achievements |
Our research achievements are summarized in the following 4 points. First one is to establish the estimation method for Spatial Continuous Auto-Regressive and Moving Average (spatial CARMA) models under the frequency domain together with the validation of consistency and asymptotic normality. The second one is the extension of spatial CARMA models from stationary models to non-stationary models whose parameters can depend on locations with the idea of locally stationary processes. Third one is the developments of spatial regression models by regarding spatio-temporal data as temporal obsrevations of functional spatial data. Applications to monthly COVID-19 new cases aggegated in prefectual levels clarifies that an increase of human mobility leads to an increase of COVID-19 new cases. Finally we conducted applications with spatio-temporal models in social science fields.
|
| Academic Significance and Societal Importance of the Research Achievements |
近年のICT技術の進歩は大規模な時空間データの収集を可能とし、社会科学分野においても蓄積されつつある。本研究は、大規模な時空間データのモデルを提案し、非定常モデルに拡張し、さらに空間データ回帰分析に拡張した。順番がつかない空間データをフーリエ変換することで近似的に独立とみなして推定を行うWhittle推定法を提案し、その良さを漸近理論を使って確立したところに、本研究の学術的な意義がある。さらにその実際の有効性を幸福度サーベイデータに応用して実証したところに、社会的な意義がある。
|
Report
(5 results)
Research Products
(70 results)
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
[Journal Article] Diurnal Transcriptome and Gene Network Represented through Sparse Modeling in Brachypodium distachyon2017
Author(s)
Koda S, Onda Y, Matsui H, Takahagi K, Uehara-Yamaguchi Y, Shimizu M, Inoue K, Yoshida T, Sakurai T, Honda H, Eguchi S, Nishii R and Mochida K
-
Journal Title
Front. Plant Sci
Volume: 8
Pages: 2055-2055
DOI
Related Report
Peer Reviewed / Open Access
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
[Presentation] CARMA random fields on Rn2017
Author(s)
Matsuda, Y.
Organizer
Lilac International Conference of Application on Statistics, in activity center of Harbin Institute of Technology from June 2nd to 5th, 2017
Related Report
Int'l Joint Research / Invited
-
-
-
-
-
-
-
-
-
-
-
-
[Book] 時空間統計解析2019
Author(s)
矢島美寛・田中潮
Total Pages
256
Publisher
共立出版株式会社
ISBN
9784320113527
Related Report
-
-
-
-
-
