Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 25th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 1993, OSAKA)
REGRESSION ANALYSIS METHOD BASED ON THE INTRODUCTION OF MULTIPLICATIVE NOISE AND THE PREDICTION OF RESPONSE PROBABILITY DISTRIBUTION FOR ACOUSTIC ENVIRONMENTAL SYSTEM
Akira IKUTAMitsuo OHTAKazutatsu HATAKEYAMA
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1994 Volume 1994 Pages 123-128

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Abstract
As is well-known, the ordinary regression analysis method is confined to a simplified linear model, an additive error of the estimation based on the Gaussian property and a least squares error criterion. However, it is often that the actual phenomena can not be exactly expressed by this simple model owing to various types of complex social and human factors. In this study, after focussing on an energy variable of acoustic systems, a new regression analysis method is proposed by introducing a multiplicative noise model suitable to the energy stochastic system. The effectiveness of the proposed method is confirmed experimentally by applying it to the actual acoustic data.
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© 1994 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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