| IEICE Technical Committee Submission System Conference Paper's Information |
Online Proceedings [Sign in] Tech. Rep. Archives |
| Go Top Page | Go Previous | [Japanese] / [English] |
| Paper Abstract and Keywords | ||
| Presentation | 2022-06-25 10:05 Time Series Analysis of Shapley Values in Machine-Learning Regression Kotaro Kuno, Yukari Shirota (GakushuinUniv)  DE2022-1 |
|
| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | In regression analysis of machine learning, Lundberg's SHAP and its libraries are widely used and have contributed greatly to the semantic interpretation of regression analysis across various application fields. In this paper, we introduce an approach to apply SHAP to time series analysis. The advantage of SHAP is that it can evaluate the contribution of each explanatory variable to the target variable value, using the characteristic function of each data. If the target value are time series data, even if the same explanatory variable dataset is used, the SHAP values obtained from the regressions become different. By analyzing the time series changes, it is possible to extract the most important explanatory variables at that time. In this paper, we show the evaluation of explanatory variables based on the characteristics of each company by SHAP, using a case study of the stock price recovery rate after the stock price decline by the COVID-19 in global automobile manufacturing industries. |
|
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Machine Learning / Regression / Shapley values / SHAP / Time series analysis of SHAP distribution / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 122, no. 88, DE2022-1, pp. 1-6, June 2022. | |
| Paper # | DE2022-1 | |
| Date of Issue | 2022-06-17 (DE) | |
| ISSN | 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 | DE2022-1 |
|
| Conference Information | |
| Committee | DE |
| Conference Date | 2022-06-24 - 2022-06-25 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Musashino University |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Social Computing |
| Paper Information | |
| Registration To | DE |
| Conference Code | 2022-06-DE |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Time Series Analysis of Shapley Values in Machine-Learning Regression |
| Sub Title (in English) | |
| Keyword(1) | Machine Learning |
| Keyword(2) | Regression |
| Keyword(3) | Shapley values |
| Keyword(4) | SHAP |
| Keyword(5) | Time series analysis of SHAP distribution |
| Keyword(6) | |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Kotaro Kuno |
| 1st Author's Affiliation | Gakushuin University (GakushuinUniv) |
| 2nd Author's Name | Yukari Shirota |
| 2nd Author's Affiliation | Gakushuin University (GakushuinUniv) |
| 3rd Author's Name | |
| 3rd Author's Affiliation | () |
| 4th Author's Name | |
| 4th Author's Affiliation | () |
| 5th Author's Name | |
| 5th Author's Affiliation | () |
| 6th Author's Name | |
| 6th Author's Affiliation | () |
| 7th Author's Name | |
| 7th Author's Affiliation | () |
| 8th Author's Name | |
| 8th Author's Affiliation | () |
| 9th Author's Name | |
| 9th Author's Affiliation | () |
| 10th Author's Name | |
| 10th Author's Affiliation | () |
| 11th Author's Name | |
| 11th Author's Affiliation | () |
| 12th Author's Name | |
| 12th Author's Affiliation | () |
| 13th Author's Name | |
| 13th Author's Affiliation | () |
| 14th Author's Name | |
| 14th Author's Affiliation | () |
| 15th Author's Name | |
| 15th Author's Affiliation | () |
| 16th Author's Name | |
| 16th Author's Affiliation | () |
| 17th Author's Name | |
| 17th Author's Affiliation | () |
| 18th Author's Name | |
| 18th Author's Affiliation | () |
| Speaker | Author-1 |
| Date Time | 2022-06-25 10:05:00 |
| Presentation Time | 20 minutes |
| Registration for | DE |
| Paper # | DE2022-1 |
| Volume (vol) | vol.122 |
| Number (no) | no.88 |
| Page | pp.1-6 |
| #Pages | 6 |
| Date of Issue | 2022-06-17 (DE) |
[Return to Top Page]