Estimation of Parameters from Discrete Random Nonstationary Time Series(New Perspectives,Econophysics-Physical Approach to Social and Economic Phenomena-)
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概要
- 論文の詳細を見る
For the analysis of nonstationary stochastic time series we introduce a formulation to estimate the underlying time-dependent parameters. This method is designed for random events with small numbers that are out of the applicability range of the normal distribution. The method is demonstrated for numerical data generated by a known system, and applied to time series of traffic accidents, batting average of a baseball player and sales volume of home electronics.
- 理論物理学刊行会の論文
- 2009-05-22
著者
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Nakamura Tomomichi
Sony Computer Science Laboratories Inc.
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Takayasu Hideki
Sony Computer Science Laboratories
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Takayasu Hideki
Sony Computer Science Laboratories Inc.
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NAKAMURA Tomomichi
Sony Computer Science Laboratories, Inc.
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