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Paper Abstract and Keywords
Presentation 2013-06-14 10:50
Modeling for Events characterizing Simultaneous Change in Time Series Parameters by using Coupled Pricing and Parameter Estimation based on Bayesian Method
Shozo Tokinaga (Kyushu Univ.), Yoshikazu Ikeda (Kitakyushu Univ.) SIS2013-11
Abstract (in Japanese) (See Japanese page) 
(in English) This report deals with
modeling for events characterizing simultaneous change in
time series parameters by using coupled pricing and
parameter estimation based on Bayesian method.
At first, we formalize the change point of parameter by using the
jumps of time series modeled by the discrete chaotic
fluctuation (called pricing) based on arrival/balk of
input flow to queueing systems having capacity $mu$.
Then, we extend the synchronization to define the model
inducing jumps in several fluctuation generated by
referencing and coupling their state variables,
which correspond to the simultaneous changes of parameters .
We use the conventional Genetic Algorithm (GA)
to estimate the model of coupled pricing. Parameters such as
initial values of pricing, capacity $mu$ and threshold values to
induce jumps are embedded in the string of individuals,
and the fitness of individual is defined as the likelihood of
parameter estimation reduced by the pricing defined by the
individual. As Applications, we show the result of
simulation studies for the estimation of time series
parameter, and also the applicability to real time series.
Keyword (in Japanese) (See Japanese page) 
(in English) Pricing / Time series parameters / Event of simultaneous change, / Chaotic fluctuation / Bayesian estimation / / /  
Reference Info. IEICE Tech. Rep., vol. 113, no. 78, SIS2013-11, pp. 53-58, June 2013.
Paper # SIS2013-11 
Date of Issue 2013-06-06 (SIS) 
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 SIS2013-11

Conference Information
Committee SIS  
Conference Date 2013-06-13 - 2013-06-14 
Place (in Japanese) (See Japanese page) 
Place (in English) Houzan Hall (Kagoshima) 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To SIS 
Conference Code 2013-06-SIS 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Modeling for Events characterizing Simultaneous Change in Time Series Parameters by using Coupled Pricing and Parameter Estimation based on Bayesian Method 
Sub Title (in English)  
Keyword(1) Pricing  
Keyword(2) Time series parameters  
Keyword(3) Event of simultaneous change,  
Keyword(4) Chaotic fluctuation  
Keyword(5) Bayesian estimation  
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Keyword(8)  
1st Author's Name Shozo Tokinaga  
1st Author's Affiliation Kyushu University (Kyushu Univ.)
2nd Author's Name Yoshikazu Ikeda  
2nd Author's Affiliation The University of Kitakyushu (Kitakyushu Univ.)
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Speaker Author-1 
Date Time 2013-06-14 10:50:00 
Presentation Time 20 minutes 
Registration for SIS 
Paper # SIS2013-11 
Volume (vol) vol.113 
Number (no) no.78 
Page pp.53-58 
#Pages 6 
Date of Issue 2013-06-06 (SIS) 

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