計測自動制御学会論文集
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
システム・情報
エージェントベースシミュレーションを用いた国際排出権取引市場における時系列データの分類法の提案
仲田 知弘, 高玉 圭樹, 渡辺 成良
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ジャーナル フリー

2010 年 46 巻 9 号 p. 555-561

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抄録
This paper proposes the classification method using Bayesian analytical method to classify the time series data in the international emissions trading market depend on the agent-based simulation and compares the case with Discrete Fourier transform analytical method. The purpose demonstrates the analytical methods mapping time series data such as market price. These analytical methods have revealed the following results: (1) the classification methods indicate the distance of mapping from the time series data, it is easier the understanding and inference than time series data; (2) these methods can analyze the uncertain time series data using the distance via agent-based simulation including stationary process and non-stationary process; and (3) Bayesian analytical method can show the 1% difference description of the emission reduction targets of agent.
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© 2010 公益社団法人 計測自動制御学会
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