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Extraction of nonlinear structural change of time series from incomplete large-scale data

Research Project

Project/Area Number 16500170
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionGunma University

Principal Investigator

SEKI Yoichi  Gunma University, Department of Engineering, Professor, 工学部, 教授 (90196949)

Project Period (FY) 2004 – 2006
Project Status Completed (Fiscal Year 2006)
Budget Amount *help
¥3,500,000 (Direct Cost: ¥3,500,000)
Fiscal Year 2006: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2005: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2004: ¥1,700,000 (Direct Cost: ¥1,700,000)
KeywordsData mining / Self-Organizing Maps / Clustering / Regression model / Multinomial logit model / MDL criterion / Marketing / Care service evaluation / セグメンテーション / 顧客セグメンテーション / 時系列データ / ロジスティック回帰モデル
Research Abstract

As theoretical viewpoints, we proposed the following models, and implemented the programs of these models with the statistical language S. In order to verify proposed methodology, we made case studies about care service evaluation data, POS (Point Of Sales) data with customer ID and Web access log data. In addition, we participated in the data analysis competition sponsored by the Operations Research Society of Japan etc..
1, We consider methods to extract types of individuals which have multivariate history. We use SOM (Self-Organizing Maps) to extract basic types of individuals at a specified point in time. Next, we define new distances between distributions of basic types on the SOM map using distribution functions. We then map the distributions of behavior types in order to obtain customer types over the long-term by SOM (Seki, et al. 2006). In addition, we consider a method to make index using spatial statistics.
2, We propose models which extract nonlinear structural changes in heterogeneous time series.
(1) We propose a model merge method, in order to obtain a segmentation whose segment has a homogeneous functional relation between variates.
(2) We generalize the SOM when there are two variable groups. We propose two stage SOM, which retains each structure of two variable groups, and extracts types of individuals.

Report

(4 results)
  • 2006 Annual Research Report   Final Research Report Summary
  • 2005 Annual Research Report
  • 2004 Annual Research Report
  • Research Products

    (11 results)

All 2006 2005 2004

All Journal Article (11 results)

  • [Journal Article] 自己組織化マップによる行動履歴の類型化-クレジットカード利用履歴を利用したキャッシング移行予測-2006

    • Author(s)
      関庸一, 長井 歩, 石原 淳一郎, 渡邊 亮
    • Journal Title

      日本経営工学会誌 57,5

      Pages: 404-412

    • NAID

      110007521688

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] SOMによるファン層の解析に基づくCD購買予測モデルの作成2006

    • Author(s)
      五反田 剛, 石井 良和, 原 健一郎, 関 庸一
    • Journal Title

      オペレーションズ・リサーチ 52・2

      Pages: 87-93

    • NAID

      110006164715

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Annual Research Report 2006 Final Research Report Summary
  • [Journal Article] Behavior Pattern Extraction by Self-Organizing Maps of personal usage history - predicting when credit-card users will switch to credit-card cashing based on personal credit histories -2006

    • Author(s)
      Yoichi Seki, Ayumu Nagai, Jyun-ichiro Ishihara, Ryo Watanabe
    • Journal Title

      Journal of Japan Industrial Management Association 57, 5

      Pages: 404-412

    • NAID

      110007521688

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] A Model to predict customers' purchase behavior of compact disk based of analysis of fan structure2006

    • Author(s)
      Tsuyoshi Gotanda, Yoshikazu Ishii, Ken-ichiro Hara, Yoichi Seki
    • Journal Title

      Communication of the Operation Research Society of Japan 52, 2

      Pages: 87-93

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 自己組織化マップによる行動履歴の類型化-クレジットカード利用履歴を利用したキャッシング移行予測-2006

    • Author(s)
      関 庸一, 長井 歩, 石原 淳一郎, 渡邊 亮
    • Journal Title

      日本経営工学会誌 57,5

      Pages: 404-412

    • NAID

      110007521688

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 買回りタイプによる顧客購買行動の理解2005

    • Author(s)
      渡邊 亮, 北村裕人, 星野直人, 関庸一
    • Journal Title

      オペレーションズ・リサーチ 50・9

      Pages: 42-51

    • NAID

      110001794666

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Prediction of care class by local additive reference to prototypical examples2005

    • Author(s)
      Miyano, T., Tsutsui, T., Seki, Y., Higashino, S., Taniguchi, H.
    • Journal Title

      IEEE Transactions on Information Technology in Biomedicine 9,4

      Pages: 502-507

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Understanding of customer purchase behavior by type of shopping2005

    • Author(s)
      Ryo Watanabe, Hiroto Kitamura, Naoto Hoshino, Yoichi Seki
    • Journal Title

      Communication of the Operations Research Society of Japan 50, 9

      Pages: 42-51

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Prediction of care class by local additive reference to prototypical examples2005

    • Author(s)
      Miyano, T., Tsutsuji, T., Seki, Y., Higashino, S., Taniguchi, H.
    • Journal Title

      IEEE Transactions on Information Technology in Biomedicine 9, 4

      Pages: 502-507

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 買回りタイプによる顧客購買行動の理解2005

    • Author(s)
      渡邊 亮, 北村裕人, 星野直人, 関 庸一
    • Journal Title

      オペレーションズ・リサーチ 50・9

      Pages: 42-51

    • NAID

      110001794666

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 交互作用基準による再帰分割線形モデル2004

    • Author(s)
      関 庸一, 野島 勇
    • Journal Title

      応用統計学 Vol.33, No.2

      Pages: 111-130

    • NAID

      10014067146

    • Related Report
      2004 Annual Research Report

URL: 

Published: 2004-04-01   Modified: 2016-04-21  

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