Studies in Theory and Applications of DEA for Forecasting Purpose
| Project/Area Number |
25282090
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| Research Category |
Grant-in-Aid for Scientific Research (B)
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| Allocation Type | Partial Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | National Graduate Institute for Policy Studies |
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Principal Investigator |
Tone Kaoru 政策研究大学院大学, 政策研究科, 名誉教授 (00051235)
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| Co-Investigator(Kenkyū-buntansha) |
FUKUYAMA Hirofumi 福岡大学, 商学部, 教授 (80218958)
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| Project Period (FY) |
2013-04-01 – 2016-03-31
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| Project Status |
Completed (Fiscal Year 2015)
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| Budget Amount *help |
¥12,870,000 (Direct Cost: ¥9,900,000、Indirect Cost: ¥2,970,000)
Fiscal Year 2015: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2014: ¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2013: ¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
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| Keywords | DEA / Forecast / Resampling / Entropy / Dynamic DEA / Efficiency / Bankruptcy / Dynamic-Network DEA / Dynamic and Network DEA / 効率性 / 予測 / 包絡分析法 |
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| Outline of Final Research Achievements |
(1) We developed a method for evaluating representative forecasting methods by means of DEA. Our method uses multiple criteria whereas most existing methods employ a single criterion. We applied the method to forecasting WTI crude oil price.(2) We developed a new method for evaluating confidential intervals of DEA scores. We can apply this method for past-present time series data as well as past-present-future data. (3) We employ the entropy maximization model for forecasting volatile future scenario and evaluate the past-present-future overall efficiency scores by applying Dynamic DEA models.
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Report
(4 results)
Research Products
(27 results)
