Budget Amount *help |
¥5,590,000 (Direct Cost: ¥4,300,000、Indirect Cost: ¥1,290,000)
Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2012: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
Fiscal Year 2011: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
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Research Abstract |
In this research we focus on the concept of shrinkage estimation as a novel statistical inference technique in dynamic stochastic systems, which is frequently used in dependability and performance evaluation. We develop a theoretical framework to perform the statistical estimation with more accuracy and cheaper computation cost, than the common approaches such as parametric estimation based on the likelihood information or non-parametric estimation via kernel functions. Especially, we consider the wavelet-based shrinkage estimation, and propose several statistical estimation algorithms for high-dimensional non-stationary stochastic processes. Further, we develop the statistical analysis tool to implement the wavelet-based statistical estimation algorithms, and investigate several application examples in individual research area.
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