Seifsimilar theory based on nested attractors and its application to long-memory economical time series
Project/Area Number |
20500200
|
Research Category |
Grant-in-Aid for Scientific Research (C)
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Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Sensitivity informatics/Soft computing
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Research Institution | Chiba University |
Principal Investigator |
MATSUBA Ikuo Chiba University, 大学院・融合科学研究科, 教授 (30251177)
|
Co-Investigator(Renkei-kenkyūsha) |
MORI Yasukuni 千葉大学, 大学院・融合科学研究科, 教授 (40361414)
TATSUMI Kenichi 学習院大学, 経済学部, 教授 (70104106)
|
Project Period (FY) |
2008 – 2010
|
Project Status |
Completed (Fiscal Year 2010)
|
Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2008: ¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000)
|
Keywords | 自己相似性 / 長期記憶 / 経済時系列 / アトラクター / 非線形工学 / 自己相似 / フラクタル |
Research Abstract |
It is a common feature of complex systems consisting of a large number of coupled systems that a cascade of energy flow from large to small scales generates a scaling behavior, namely power-law behavior of some observable. A typical example is seismicity that is characterized by an energy transfer through a hierarchy structure of attractors. In this study, we proposed the general framework of scaling based on hierarchy of attractors and its application to long-memory economical time series.
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Report
(4 results)
Research Products
(25 results)
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[Book] 微分方程式2008
Author(s)
松葉育雄,丘維礼,増井裕也
Total Pages
240
Publisher
共立出版
Related Report
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