| Budget Amount *help |
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2020: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2019: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2018: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2017: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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| Outline of Final Research Achievements |
Research on sequential analysis of streaming counts. I developed a state-space model of the Poisson observations, utilizing the gamma-beta Markov chain as the state evolution. The conjugacy of gamma distributions enables the filtering of posterior and predictive distributions. I also considered an extension to the model with dynamic discount factors, providing a custom sequential Monte Carlo method. It is a slight extension, but crucial in adapting the predictions to an abrupt burst of counts, which is often observed in the access log data of websites.
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