WEKO3
アイテム
Probabilistic Prediction of Chaotic Time Series Using Similarity of Attractors and LOOCV Predictable Horizons for Obtaining Plausible Predictions
http://hdl.handle.net/10228/5935
http://hdl.handle.net/10228/5935968cb290-d131-4498-834c-1eb0e658ccc6
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
LNCS9491_72.pdf (1.8 MB)
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| アイテムタイプ | 会議発表論文 = Conference Paper(1) | |||||||||||||||||
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| 公開日 | 2016-12-09 | |||||||||||||||||
| 資源タイプ | ||||||||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_5794 | |||||||||||||||||
| 資源タイプ | conference paper | |||||||||||||||||
| タイトル | ||||||||||||||||||
| タイトル | Probabilistic Prediction of Chaotic Time Series Using Similarity of Attractors and LOOCV Predictable Horizons for Obtaining Plausible Predictions | |||||||||||||||||
| 言語 | en | |||||||||||||||||
| 言語 | ||||||||||||||||||
| 言語 | eng | |||||||||||||||||
| 著者 |
黒木, 秀一
× 黒木, 秀一
WEKO
203
× Toidani, M.× Shigematsu, R.× 松尾, 一矢
WEKO
15851
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| 抄録 | ||||||||||||||||||
| 内容記述タイプ | Abstract | |||||||||||||||||
| 内容記述 | This paper presents a method for probabilistic prediction of chaotic time series. So far, we have developed several model selection methods for chaotic time series prediction, but the methods cannot estimate the predictable horizon of predicted time series. Instead of using model selection methods employing the estimation of mean square prediction error (MSE), we present a method to obtain a probabilistic prediction which provides a prediction of time series and the estimation of predictable horizon. The method obtains a set of plausible predictions by means of using the similarity of attractors of training time series and the time series predicted by a number of learning machines with different parameter values, and then obtains a smaller set of more plausible predictions with longer predictable horizons estimated by LOOCV (leave-one-out cross-validation) method. The effectiveness and the properties of the present method are shown by means of analyzing the result of numerical experiments. | |||||||||||||||||
| 備考 | ||||||||||||||||||
| 内容記述タイプ | Other | |||||||||||||||||
| 内容記述 | 22nd International Conference, ICONIP 2015, November 9-12, 2015, Istanbul, Turkey | |||||||||||||||||
| 書誌情報 |
Lecture Notes in Computer Science 巻 9491, p. 72-81, 発行日 2015-12-09 |
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| 出版社 | ||||||||||||||||||
| 出版社 | Springer | |||||||||||||||||
| DOI | ||||||||||||||||||
| 関連タイプ | isVersionOf | |||||||||||||||||
| 識別子タイプ | DOI | |||||||||||||||||
| 関連識別子 | https://doi.org/10.1007/978-3-319-26555-1_9 | |||||||||||||||||
| ISBN | ||||||||||||||||||
| 識別子タイプ | ISBN | |||||||||||||||||
| 関連識別子 | 978-3-319-26554-4 | |||||||||||||||||
| ISBN | ||||||||||||||||||
| 識別子タイプ | ISBN | |||||||||||||||||
| 関連識別子 | 978-3-319-26555-1 | |||||||||||||||||
| ISSN | ||||||||||||||||||
| 収録物識別子タイプ | PISSN | |||||||||||||||||
| 収録物識別子 | 0302-9743 | |||||||||||||||||
| ISSN | ||||||||||||||||||
| 収録物識別子タイプ | EISSN | |||||||||||||||||
| 収録物識別子 | 1611-3349 | |||||||||||||||||
| 著作権関連情報 | ||||||||||||||||||
| 権利情報 | Copyright (c) 2015 Springer International Publishing Switzerland. This is a post-peer-review, pre-copyedit version of an article published in Lecture Notes in Computer Science. The final authenticated version is available online at: https://doi.org/10.1007/978-3-319-26555-1_9. | |||||||||||||||||
| キーワード | ||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||
| 主題 | Probabilistic prediction | |||||||||||||||||
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| 主題Scheme | Other | |||||||||||||||||
| 主題 | Attractors of chaotic time series | |||||||||||||||||
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| 主題Scheme | Other | |||||||||||||||||
| 主題 | Leave-one-out cross-validation | |||||||||||||||||
| キーワード | ||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||
| 主題 | Prediction of time series | |||||||||||||||||
| キーワード | ||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||
| 主題 | Estimation of predictable horizon | |||||||||||||||||
| 出版タイプ | ||||||||||||||||||
| 出版タイプ | AM | |||||||||||||||||
| 出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||||||||||||
| 査読の有無 | ||||||||||||||||||
| 値 | yes | |||||||||||||||||
| 研究者情報 | ||||||||||||||||||
| URL | https://hyokadb02.jimu.kyutech.ac.jp/html/12_ja.html | |||||||||||||||||
| 連携ID | ||||||||||||||||||
| 値 | 5606 | |||||||||||||||||
