2010 Fiscal Year Final Research Report
Seifsimilar theory based on nested attractors and its application to long-memory economical time series
| Project/Area Number |
20500200
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Sensitivity informatics/Soft computing
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| Research Institution | Chiba University |
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Principal Investigator |
MATSUBA Ikuo Chiba University, 大学院・融合科学研究科, 教授 (30251177)
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| 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)
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| Project Period (FY) |
2008 – 2010
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| 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 |
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| 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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