• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Nonlinear time series analysis for point processes

Research Project

Project/Area Number 23700261
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Sensitivity informatics/Soft computing
Research InstitutionThe University of Tokyo

Principal Investigator

HIRATA Yoshito  東京大学, 生産技術研究所, 特任准教授 (40512017)

Project Period (FY) 2011 – 2012
Project Status Completed (Fiscal Year 2012)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2012: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2011: ¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
Keywords複雑系 / 時系列解析 / 信号処理 / 非線形現象 / 非線形理論 / ソフトコンピューティング / 数理工学 / 応用数学
Research Abstract

This research aimed to propose a practical method for ensuring the embedding to characterize point process data from the viewpoint of nonlinear dynamics. For point process data, the size of time window corresponds to the embedding dimension for a time series sampled at a fixed sampling interval. Thus, I proposed a method to choose the size of time window by using prediction errors. By ensuring the embedding, we enable to apply, to point process data, 4 methods including nonlinear prediction, reconstruction of driving forces, identification of directional couplings, and test of deterministic chaos.

Report

(3 results)
  • 2012 Annual Research Report   Final Research Report ( PDF )
  • 2011 Research-status Report
  • Research Products

    (13 results)

All 2013 2012 2011 Other

All Journal Article (2 results) (of which Peer Reviewed: 2 results) Presentation (8 results) Book (2 results) Remarks (1 results)

  • [Journal Article] 点過程時系列データの非線形時系列解析2012

    • Author(s)
      平田祥人
    • Journal Title

      システム/制御/情報

      Volume: 56 Pages: 355-360

    • NAID

      110009480292

    • URL

      http://ci.nii.ac.jp/naid/110009480292

    • Related Report
      2012 Annual Research Report 2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Timing matters in foreign exchange markets2012

    • Author(s)
      Yoshito Hirata and Kazuyuki Aihara
    • Journal Title

      Physica A

      Volume: 391 Issue: 3 Pages: 760-766

    • DOI

      10.1016/j.physa.2011.09.013

    • Related Report
      2012 Final Research Report 2011 Research-status Report
    • Peer Reviewed
  • [Presentation] 点過程時系列データとその非線形時系列解析2013

    • Author(s)
      平田祥人,合原一幸
    • Organizer
      第2回社会神経科学研究会「社会の中で生きる心の理解」
    • Place of Presentation
      岡崎
    • Year and Date
      2013-01-31
    • Related Report
      2012 Final Research Report
  • [Presentation] Practically ensuring embedding for analyzing point process data, 2012 International2012

    • Author(s)
      Yoshito Hirata
    • Organizer
      Symposium on Nonlinear Theory and its Applications
    • Place of Presentation
      パルマ(スペイン)
    • Year and Date
      2012-10-24
    • Related Report
      2012 Final Research Report
  • [Presentation] 点過程の距離を使った地震予測2012

    • Author(s)
      平田祥人,近江崇宏,尾形良彦,合原一幸
    • Organizer
      第3回研究集会「地震活動の評価に基づく地震発生予測システム:東北地方太平洋沖地震前後の地震発生予測」
    • Place of Presentation
      東京
    • Year and Date
      2012-07-12
    • Related Report
      2012 Final Research Report
  • [Presentation] Recurrence plots for point processes and their application to earthquakes2011

    • Author(s)
      Yoshito Hirata and Kazuyuki Aihara
    • Organizer
      The 4th International Symposium on Recurrence Plots
    • Place of Presentation
      香港(中国)
    • Year and Date
      2011-12-07
    • Related Report
      2012 Final Research Report
  • [Presentation] Recurrence plots for point processes and their applications to earthquakes2011

    • Author(s)
      Yoshito Hirata and Kazuyuki Aihara
    • Organizer
      4th International Symposium on Recurrence Plots
    • Place of Presentation
      Hong Kong, China
    • Related Report
      2011 Research-status Report
  • [Presentation] 点過程の距離を使った地震予測

    • Author(s)
      平田祥人, 近江崇宏, 尾形良彦, 合原一幸
    • Organizer
      第3回研究集会「地震活動の評価に基づく地震発生予測システム:東北地方太平洋沖地震前後の地震発生予測」
    • Place of Presentation
      東京
    • Related Report
      2012 Annual Research Report
  • [Presentation] Practically ensuring embedding for analyzing point process data

    • Author(s)
      Yoshito Hirata
    • Organizer
      2012 International Symposium on Nonlinear Theory and its Applications
    • Place of Presentation
      パルマ(スペイン)
    • Related Report
      2012 Annual Research Report
  • [Presentation] 点過程時系列データとその非線形時系列解析

    • Author(s)
      平田祥人, 合原一幸
    • Organizer
      第2回社会神経科学研究会「社会の中で生きる心の理解」
    • Place of Presentation
      岡崎
    • Related Report
      2012 Annual Research Report
  • [Book] Analyzing multiple spike trains using distance measures and recurrence plots, edited by N. Kasabov2013

    • Author(s)
      Yoshito Hirata, Eric J.Lang, and Kazuyuki Aihara
    • Publisher
      Springer Handbook of Bio-and Neuroinformatics, Springer
    • Related Report
      2012 Final Research Report
  • [Book] Springer Handbook and Bio- and Neuroinformatics2013

    • Author(s)
      Yoshito Hirata, Eric J. Lang, Kazuyuki Aihara
    • Total Pages
      10
    • Publisher
      Springer
    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

      http://www.sat.t.u-tokyo.ac.jp/~yoshito

    • Related Report
      2012 Final Research Report

URL: 

Published: 2011-08-05   Modified: 2019-07-29  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi