2012 Fiscal Year Final Research Report
Nonlinear time series analysis for point processes
| Project/Area Number |
23700261
|
|---|
| Research Category |
Grant-in-Aid for Young Scientists (B)
|
| Allocation Type | Multi-year Fund |
|---|
| Research Field |
Sensitivity informatics/Soft computing
|
|---|
| Research Institution | The 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
|
| Keywords | 複雑系 / 時系列解析 / 信号処理 / 非線形現象 / 非線形理論 |
|---|
| 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.
|
