2009 Fiscal Year Final Research Report
Estimating Network Structure of Multivariate Complex Systems and lts Applications
| Project/Area Number |
20700217
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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 | Doshisha University |
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Principal Investigator |
SUZUKI Tomoya Doshisha University, 工学部, 准教授 (70408649)
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| Project Period (FY) |
2008 – 2009
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| Keywords | 複雑系 / 複雑ネットワーク / カオス / 経済物理学 |
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| Research Abstract |
Although we can often observe time-series data of many elements, these elements do not always interact with each other. This study proposes a scheme to estimate the interdependency among observed elements only by time-series data, which is useful for selecting essential elements to optimize multivariate prediction model. Because this estimation is a sort of combinatorial optimization problems, we applied the genetic algorithm as a method to moderate this problem. Through some simulations, we confirmed performance of our method, which can identify interaction of multivariate system and can improve its prediction accuracy. Especially, our method can be applied to predict real foreign-exchange markets even if system has nonstational property and its structure changes dynamically.
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Research Products
(22 results)
