10A-B-3 可能性ARモデルによるTickデータ分析(B会場 一般講演)

抄録

The objective of economic analysis is to interpret the past, present or future economic state by analyzing economical data. In many cases an economic analysis is pursued based on the time-series data or is analyzed the structure of the target system by multivariate data. Time-series analysis and regression model are central tools to analyze economics data. Nevertheless, economic systems are a complex system resulted from human behaviors and related to many factors. When the system includes much uncertainty such as ones of human behaviors, it is better to employ methodologies of a fuzzy system in the analysis. In this paper, we analyze a Tick data by possibilistic AR model.