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| Presentation | 2009-10-16 11:20 Identifiying Generation Models of Time-Series including Jump Diffusion Processes by using the Genetic Programming and Multi-stage Fuzzy Inference Systems Shozo Tokinaga (Kyushu Univ), Yoshinori Kishikawa (Ube Natioal Coll. of Tech.)  SIP2009-70 IE2009-95 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | This report deals with identifying generation models of time-series including jump diffusion processes by using the Genetic Programming (GP) and multi-stage fuzzy inference systems. The time series is additively decomposed into three parts, namely, the deterministic parts, jump diffusion parts and Brownian motions. We apply the GP to the deterministic part, and we use the fuzzy inference (multi-stage fuzzy inference)system to detect the parts of jump diffusion. Applications are shown by using simulation studies. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Models of fluctuating time-series / Jump diffusion processes / Genetic Programming / Multi-stage fuzzy inference / System identification / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 109, no. 226, SIP2009-70, pp. 83-88, Oct. 2009. | |
| Paper # | SIP2009-70 | |
| Date of Issue | 2009-10-08 (SIP, IE) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | SIP2009-70 IE2009-95 |
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| Conference Information | |
| Committee | SIP IE IPSJ-SLDM |
| Conference Date | 2009-10-15 - 2009-10-16 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Awara Onsen "Matsuya Sensen" |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Processor, DSP, image processing, etc. |
| Paper Information | |
| Registration To | SIP |
| Conference Code | 2009-10-SIP-IE-SLDM |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Identifiying Generation Models of Time-Series including Jump Diffusion Processes by using the Genetic Programming and Multi-stage Fuzzy Inference Systems |
| Sub Title (in English) | |
| Keyword(1) | Models of fluctuating time-series |
| Keyword(2) | Jump diffusion processes |
| Keyword(3) | Genetic Programming |
| Keyword(4) | Multi-stage fuzzy inference |
| Keyword(5) | System identification |
| Keyword(6) | |
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| Keyword(8) | |
| 1st Author's Name | Shozo Tokinaga |
| 1st Author's Affiliation | Kyushu University (Kyushu Univ) |
| 2nd Author's Name | Yoshinori Kishikawa |
| 2nd Author's Affiliation | Ube Natioal College of Technology (Ube Natioal Coll. of Tech.) |
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| Speaker | Author-2 |
| Date Time | 2009-10-16 11:20:00 |
| Presentation Time | 20 minutes |
| Registration for | SIP |
| Paper # | SIP2009-70, IE2009-95 |
| Volume (vol) | vol.109 |
| Number (no) | no.226(SIP), no.227(IE) |
| Page | pp.83-88 |
| #Pages | 6 |
| Date of Issue | 2009-10-08 (SIP, IE) |
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