• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

2000 Fiscal Year Final Research Report Summary

State-space model approach to longitudinal data analysis by bootstrap

Research Project

Project/Area Number 10480050
Research Category

Grant-in-Aid for Scientific Research (B).

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

Principal Investigator

TAGURI Masaaki  Chiba University, Faculty of Science, Professor, 理学部, 教授 (10009607)

Co-Investigator(Kenkyū-buntansha) KONNO Yoshihiko  Chiba University, Graduate School of Science and Technology, Associate Professor, 大学院・自然科学研究科, 助教授 (00205577)
TANEMURA Hideki  Chiba University, Faculty of Science, Associate Professor, 理学部, 助教授 (40217162)
NAKAGAMI Junichi  Chiba University, Faculty of Science, Professor, 理学部, 教授 (30092076)
HASHIMOTO Akihiro  Chiba University, Information Processing Center, Lecturer, 総合情報処理センター, 講師 (60164779)
MIYANO Hisao  Chiba University, Faculty of Letters, Professor, 文学部, 教授 (90200196)
Project Period (FY) 1998 – 2000
KeywordsWind velocity data by artificial satellite / Test of curve difference / Bootstrap test / Moving block / AR model / Area difference statistic / Size and power of tests / Simulation
Research Abstract

The dataset used in this research is the measurements of wind velocity obtained from an artificial satellite (HRDI), and a rader on the earth, ranging from 80km to 90km at every 1km for 14 days. The interest is to examine the significant difference between these two measuring mechanisms. Considering the dependency of the data, we investigated the statistical testing problem by the following procedure : (1) Based on miscellaneous preliminary data analyses, three kinds of state space models were constructed. (2) Smoothing curves, obtained by the Kalman filter technique, were regarded as an initial sample. (3) Applying a modified moving block method, bootstrap samples were constructed. (4) By mixing the two samples, we made bootstrap samples taken from the null hypothesis. (5) The AUC statistic, which represents the area surrounded by the two smoothing curves, and then the bootstrap distribution were computed, and the statistical testing was carried out. As the result, the following findings were obtained : The wind velocity was affected by measuring altitude and day factors. Also the measurements by HRDI overestimated the true wind velocity. The estimated curves were considered as reasonable, considering the weak wind velocity zone at 90-100km. Next we generalized the problem, and tested the significant difference between two non-stationary dataset (two curves). Eight kinds of testing procedures were proposed, and were compared with some traditional methods. Through simulation sudies based on the wind velocity data, the sizes and powers were examined and compared with each other. As for test statistics, AUC was mainly investigated, however the squared and absolute difference statistics were also taken into consideration. The effect of scale adjustment was also examined. As the result, the proposed bootstrap test using AUC was found to be superior to the traditional methods from the viewpoints of sizes and powers in almost cases.

  • Research Products

    (82 results)

All Other

All Publications (82 results)

  • [Publications] Taguri,M.: "On the problem of maximizing correlation under quadratic constraint"Abstract of International Conference on Statistics, Combinatories and Related Areas and the Seventh International Conference of the Forum for Interdisciplinary Mathematics. 67. (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H.: "Bootstrap tests for the equality of two regression functions by curve resampling"Abstract of International Conference on Statistics, Combinatories and Related Areas and the Seventh International Conference of the Forum for Interdisciplinary Mathematics. 54. (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Hashimoto,A.: "Numerical consideration on maximizing correlation coefficient under non-linear constraints"Proceedings of the Seventh Japan-China Symposium on Statistics. 383-384 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Hashimoto,A.: "On optimal solusions under quadratic constraints"Proceedings of the Tenth Japan and Korea Joint Conference of Statistics : Statistical Prediction and Computing. 203-208 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H.: "Bootstrap test of mean difference of paired longitudinal data by curve resampling"Proceedings of the Seventh Japan-China Symposium on Statistics. 193-196 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H.: "Two estimated snow load curves and the bootstrap significance test"Journal of the Japanese Society of Computational Statistics. 12,1. 51-65 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Wang,J.: "Improved bootstrap through modified resample size"Journal of the Japan Statistical Society. 28,2. 181-192 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 田栗正章: "欠席率を考慮した予備選抜倍率の決定"大学入試研究ジャーナル. 8. 21-28 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Taguri,M.: "Catastrophic phenomena in statistical optimization problem?"Technical Reports of Mathematical Sciences, Chiba University. 14,3. 1-8 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "Constrained Markov decision processes with compact state and action spaces : The average case"Optimization. 48. 255-269 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yoshida,Y.: "Optimal stopping problems in a stochastic and fuzzy system"J.of Mathematical Analysis and Applications. 246. 135-149 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Nakagami,J.: "A game variant of stopping problem on jump processes with a monotone rule"Annals of the International Society of Dynamic Games. 5. 257-266 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "A fuzzy treatment of uncertain Markov decision processes"Proceedings of ASSM2000 International Conference on Applied Stochastic System Modeling. 148-157 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yoshida,Y.: "A multi-objective optimal stopping problem in a stochastic and fuzzy environment"Proceedings of ASSM2000 International Conference on Applied Stochastic System Modeling. 259-266 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "Ordering of fuzzy sets-A brief survey and new results"J.Operations Research Society of Japan. 43. 138-148 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "A monotone convergence theorem for a sequence of convex fuzzy sets on Rn"京都大学数理解析研究所講究録. 1174. 58-70 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M: "Fuzzy decision processes with an average reward criterion"Mathematical and Computing Modelling. 30. 7-20 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "Controlled Markov set-chains with set-valued rewards"the Proceedings of the International Conference on Nonlinear Analysis and Convex Analysis. 205-212 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yoshida,Y.: "A monotone fuzzy stopping time in dynamic fuzzy systems"Bulletin of Informatics and Cybernetics. 31. 91-99 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "The time average reward for some dynamic fuzzy systems"An International J.Computers & Mathematics with Applications. 37. 77-86 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Nakagami,J.: "A two-person noncooperative game for assets selling problem : Independent case"An International J.Computers & Mathematics with Applications. 37. 207-212 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "A fuzzy relational equation in dynamic fuzzy systems"Fuzzy Sets and Systems. 101. 439-443 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kurano,M.: "A limit theorem in dynamic fuzzy systems with a monotone property"Fuzzy Sets and Systems. 94. 109-119 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kubokawa,T.: "Bayes, minimax, and nonnegative estimators of variance components under Kullback-Leibler loss"Journal of Statistical Planning and Inference. 86. 201-214 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kariya,T.: "Construction of shrinkage estimators for the regression coefficient matrix in the GMNOVA model"Communication in Statistics, Theory and Method. 28. 597-611 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Konno,Y.: "Order-preserving estimators of eigenvalues of the scale matrix in the multivariate F distribution under Stein's loss function"Appliesd Statistical Science III. 203-213 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Fradon,M.: "An infinite system of Brownian balls with infinite range interaction"Stoch.Proc.Appl. 90. 43-66 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Katori,M.: "Survival probability for discrete time models in one dimension"J.Statist.Phys. 99. 603-612 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yamamoto,M.: "Formalization of Graph Search Algorithms and Its Applications"Theorem proving in Higher Order Logics, Lecture Notes in Computer Science. 1479. 479-496 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 山本光晴: "グラフ探索アルゴリズムの発展とその検証"ソフトウェア発展[コンピュータソフトウェア別冊]. 92-108 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 藤井都百: "蓋然性表現語の使用確率範囲測定"行動計量学. (印刷中).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Miyano,H.: "Identification model based on the maximum information entropy principle"Jounal of Mathematical Psychology. 45. 27-42 (2001)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Miyano,H.: "A note on idetification and similarity models"Advances in Data Science and Classification. 497-502 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Nagisa,M.: "Simultaneous unitarizability and similarity problem"Scientiae Math.. 2. 255-261 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Nagisa,M.: "The free analogue of noncentral chi-square distributions and symmetric quadratic forms in free random variables"Math.Z.. 230. 63-77 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Komori,Y.: "On Komori algebras"Bulletin of the Section of Logic. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Hirokawa,S.: "A lambda proof of the P-W theorem"The Journal of Symbolic Logic. 65,4. 1841-1849 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sato,M.: "Explicit Environments"Fundamenta Informaticae. 45,1-2. 79-115 (2001)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sato,M: "A Simply Typed Context Calculus with First-Class Environments"Proceedings of Fifth International Symposium on Functional and Logic Programming. LNCS. 2024. 359-374 (2001)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,T: "Categorical Model Construction for Proving Syntactic Properties"International Journal of Foundations of Computer Science. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 田栗正章: "標本誤差の推計方法-最新時代の理論と実証-"統計情報研究開発センター. 176 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Taguri, M.: "On the problem of maximizing correlation under quadratic constraint"Abstract of International Conference on Statistics, Combinatories and Related Areas and the Seventh International Conference of the Forum for Interdisciplinary Mathematics. 67. (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sakurai, H.: "Bootstrap tests for the equality of two regression function by curve resampling"Abstract of International Conference on Statistics, Combinatories and Related Areas and the Seventh International Conference of the Forum for Interdisciplinary Mathematics. 54. (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Hashimoto, A.: "Numerical consideration on maximizing correlation coefficient under non-linear constraints"Proceedings of the Seventh Japan-China Symposium on Statistics. 383-384 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Hashimoto, A.: "On optimal solusions under quadratic constraints"Proceedings of the Tenth Japan and Korea Joint Conference of Statistics : Statistical Prediction and Computing. 203-208 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sakurai, H.: "Bootstrap test of mean difference of paired longitudinal data by curve resampling"Proceedings of the Seventh Japan-China Symposium on Statistics. 193-196 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sakurai, H.: "Two estimated snow load curves and the bootstrap significance test"Journal of the Japanese Society of Computational Statistics. 12,1. 51-65 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Taguri, M.: "Statistical influence on Sampling Error-Recent Theory and its Examination (in Japanese)"Statistical Information Institute for Consulting and Analysis, Tokyo. (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Wang, J.: "Improved bootstrap through modified resample size"Journal of the Japan Statistical Society. 28,2. 181-192 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Taguri, M.: "Determination of the multiplier of preliminary selection in university entrance examination considering the absence-rate (in Japanese)"Journal of the University Entrance Examination. 8. 21-28 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Taguri, M.: "Catastrophic phenomena in statistical optimization problem?"Technical Reports of Mathematical Sciences, Chiba University. 14,3,1-8. (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "Constrained Markov decision processes with compact state and action spaces : The average case"Optimization. 48. 255-269 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yoshida, Y.: "Optimal stopping problems in a stochastic and fuzzy system"J.of Mathematical Analysis of Applications. 246. 135-149 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Nakagami, J.: "A game variant of stopping problem on jump processes with a monotone rule"Annals of the International Society of Dynamic Games. 5. 257-266 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "A fuzzy treatment of uncertain Markov decision processes"Proceedings of ASSM2000 International Conference on Applied Stochastic System Modeling. 148-157 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yoshida, Y.: "A multi-objective optimal stopping problem in a stochastic and fuzzy environment"Proceedings of ASSM2000 International Conference on Applied Stochastic System Modeling. 259-266 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "Ordering of fuzzy sets-A brief survey and new results"J.Operations Research Society of Japan. 43. 138-148 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "A monotone convergence theorem for a sequence of convex fuzzy sets on Rn"RIMS Kokyuroku. 1174. 58-70 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "Fuzzy decision processes with an average reward criterion"Mathematical and Computing Modelling. 30. 7-20 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "Controlled Markov set-chains with set-valued rewards"the Proceedings of the International Conference on Nonlinear Analysis and Convex Analysis. 205-212 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yoshida, Y.: "A monotone fuzzy stopping time in dynamic fuzzy systems"Bulletin of Informatics and Cybernetics. 31. 91-99 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "The time average reward for some dynamic fuzzy systems"An International J.Computers & Mathematics with Applications. 37. 77-86 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Nakagami, J.: "A two-person noncooperative game for assets selling problem : Independent case"An International J.Computers & Mathematics with Applications. 37. 207-212 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M.: "A fuzzy relational equation in dynamic fuzzy systems"Fuzzy Sets and Systems. 101. 439-443 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kurano, M: "A limit theorem in dynamic fuzzy systems with a monotone property"Fuzzy Sets and Systems. 94. 109-119 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kubokawa, T.: "Bayes, minimax, and nonnegative estimators of variance components under Kullback-Leibler loss"Journal of Statistical Planning and Inference. 86. 201-214 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kariya, T.: "Construction of shrinkage estimators for the regression coefficient matrix in the GMNOVA model"Communication in Statistics, Theory and Method. 28. 597-611 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konno, Y.: "Order-preserving estimators of eigenvalues of the scale matrix in the multivariate F distribution under Stein's loss function"Appliesd Statistical Science. III. 203-213 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Fradon, M.: "An infinite system of Brownian balls with infinite range interaction"Stoch.Proc.Appl.. 90. 43-66 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Katori, M.: "Survival probability for discrete time models in one dimension"J.Statist.Phys. 99. 603-612 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yamamoto, M.: "Formalization of Graph Search Algorithms and Its Applications"Theorem Proving in Higher Order Logics, Lecture Notes in Computer Science. 1479. 479-496 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yamamoto, M.: "Evolution of Graph Search Algorithms and Their Verifications (in Japanese)"Software Evolution [Computer Software]. 92-108 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Fujii, T.: "Remarks on the measuring the meanings of Japanese probability terms (in Japanese)"The Japanese Journal of Behaviormetrics. (in press).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Miyano, H.: "Identification model based on the maximum information entropy principle"Journal of Mathematical Psychology. 45. 27-42 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Miyano, H.: "A note on idetification and similarity models"Advances in Data Science and Classification. 497-502 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Nagisa, M.: "Simultaneous unitarizability and similarity problem"Scientiae Math.. 2. 255-261 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Nagisa, M.: "The free analogue of noncentral chi-square distributions and symmetric quadratic forms in free random variables"Math.Z. 230. 63-77 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Komori, Y.: "On Komori algebras"Bulletin of the Section of Logic. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Hirokawa, S.: "A lambda proof of the P-W theorem"The Journal of Symbolic Logic. 65,4. 1841-1949 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sato, M.: "Explicit Environments"Fundamenta Informaticae. 45,1-2. 79-115 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sato, M.: "A Simply Typed Context Calculus with First-Class Environments"Proceedings of Fifth International Symposium on Functional and Logic Programming, LNCS. 2024. 359-374 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sakurai, T.: "Categorical Model Construction for Proving Syntactic Properties"International Journal of Foundations of Computer Science. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より

URL: 

Published: 2002-03-26  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi