2013 Fiscal Year Final Research Report
A study on development and implementation of shrinkage estimation algorithms for dynamic systems
| Project/Area Number |
23510171
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | 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 | Hiroshima University |
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Principal Investigator |
DOHI Tadashi 広島大学, 工学(系)研究科(研究院), 教授 (00243600)
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| Project Period (FY) |
2011 – 2013
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| Keywords | 縮小推定 / ウェーブレット / 確率過程 / 統計的推論 / 推定アルゴリズム / 非定常点過程 / マルコフ過程 / 信頼性評価 |
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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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