The relationship between the speed in changing statistical structure and the accuracy in estimation of nonstationary spectrum
| Project/Area Number |
15500178
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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 |
Statistical science
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| Research Institution | HOKKAIDO UNIVERSITY |
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Principal Investigator |
HOKIMOTO Tsukasa Hokkaido Univ., Grad.School of Fish.Sci., Instructor, 大学院・水産科学研究科, 助手 (00241373)
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| Project Period (FY) |
2003 – 2004
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| Project Status |
Completed (Fiscal Year 2004)
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| Budget Amount *help |
¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2004: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 2003: ¥300,000 (Direct Cost: ¥300,000)
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| Keywords | structural change / nonstationarity / nonstationary spectrum / space-time model / forecasting / 非定常スペクトル密度関数 / 発展型スペクトル密度関数 / 局所定常性 |
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| Research Abstract |
In this research project, I have treated the statistical consideration on the inference of spectral structure of the nonstationary time series, whose statistical share changes gradually over time. The project has been proceeded with the goals that 1)mathematical evaluation on the relationship between the speed in changing statistical structure and the accuracy in estimating nonstationary spectrem, and 2)the application of the concept of (1) to the aspect of data analysis
In this project, under the assumption that the nonstationary time series follows an oscillatory process and it has a nonstationary spectral density structure, some mathematical results on the errors in estimating the nonstationary spectrum were obtained, and they were presented in the conference of ISI (International Statistical Institute), in Apr.,2005. The presented method has the disadvantage, however, that it is not necessarily flexible for the practical application. So, we also developed a new methodology, which is available for the application in the practical aspect. In this project, as a case, we developed a space-time model based on the space-time data, including different speeds in changing structure, measured by an observation satellite. Furthermore, we could show that the statistical structure we proposed is valid to some extent, via evaluation of forecasting performance by applying this model. The paper has been published in IEEE Geoscience and Remote Sensing Letters.
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Report
(3 results)
Research Products
(8 results)
