Stochastic Processes and Rough Set Theory for Time Series Analysis ((放送方式、放送現業、無線・光伝送)2000 Asia-Pacific Symposium on Broadcasting and Communications)

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概要

• 論文の詳細を見る

• In this work, random walk parameters are applied to a time series of stock prices with rough set theory and its appropriateness of the possibility of application is discussed. As the result, it was obtained that theses methods were very applicable for such time series analysis.

• 社団法人映像情報メディア学会の論文
• 2000-12-22

著者

• Fujimori S

  Department Of Electrical Engineering School Of Engineering Tokai University

• Fujimori S.

  Department of Electrical Engineering, School of Engineering Tokai University

• yanagida Y.

  Department of Electrical Engineering, School of Engineering Tokai University

• Kishimoto D.

  Department of Electrical Engineering, School of Engineering Tokai University

• Yanagida Y.

  Department Of Electrical Engineering School Of Engineering Tokai University

• Fujimori S.

  Department Of Electrical Engineering School Of Engineering Tokai University

関連論文

• Stochastic Processes and Rough Set Theory for Time Series Analysis ((放送方式、放送現業、無線・光伝送)2000 Asia-Pacific Symposium on Broadcasting and Communications)
• Study on Combination System of Rough Set Theory and GA ((放送方式、放送現業、無線・光伝送)2000 Asia-Pacific Symposium on Broadcasting and Communications)

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