| Project/Area Number |
21700249
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Sensitivity informatics/Soft computing
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| Research Institution | The University of Tokyo |
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Principal Investigator |
HIRATA Yoshito The University of Tokyo, 生産技術研究所, 特任准教授 (40512017)
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| Project Period (FY) |
2009 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
|
| Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2009: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
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| Keywords | 複雑系 / 時系列解析 / 信号処理 / 非線形現象 / 非線形理論 |
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| Research Abstract |
This research aimed at proposing tests for time series data using recurrence plots. Especially, we proposed methods that characterize the underlying dynamics by using the probabilistic and/or topological properties. The proposed tests include those for stationarity, serial dependence, periodicity, stationary linearity, deterministic chaos, and synchronization. We validated these tests using toy models whose characteristics are well known, and applied the tests to various real datasets.
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