橡表紙参照.PDF

CIRJE-J-58 X-12-ARIMA 2000 : 2001 6 How to use X-12-ARIMA2000 when you must: A Case Study of Hojinkigyo-Tokei Naoto Kunitomo Faculty of Economics, The University of Tokyo Abstract: We illustrate how to

Kobe University Repository : Kernel タイトル Title 著者 Author(s) 掲載誌 巻号 ページ Citation 刊行日 Issue date 資源タイプ Resource Type 版区分 Resource Version 権利 Rights DOI

Kobe University Repository : Kernel タイトル Title 著者 Author(s) 掲載誌 巻号 ページ Citation 刊行日 Issue date 資源タイプ Resource Type 版区分 Resource Version 権利 Rights DOI 平均に対する平滑化ブートストラップ法におけるバンド幅の選択に関する一考察 (A Study about

揃 24 1681 0 20 40 60 80 100 0 21 42 63 84 Lag [hour] Lag [day] 35

Forecasting Model for Electricity Consumption in Residential House Based on Time Series Analysis * ** *** Shuhei Kondo Nobayasi Masamori Shuichi Hokoi ( 2015 7 3 2015 12 11 ) After the experience of electric

03.Œk’ì

HRS KG NG-HRS NG-KG AIC Fama 1965 Mandelbrot Blattberg Gonedes t t Kariya, et. al. Nagahara ARCH EngleGARCH Bollerslev EGARCH Nelson GARCH Heynen, et. al. r n r n =σ n w n logσ n =α +βlogσ n 1 + v n w

Power Transformation and Its Modifications Toshimitsu HAMASAKI, Tatsuya ISOMURA, Megu OHTAKI and Masashi GOTO Key words : identity transformation, pow

Power Transformation and Its Modifications Toshimitsu HAMASAKI, Tatsuya ISOMURA, Megu OHTAKI and Masashi GOTO Key words : identity transformation, power-normal distribution, structured data, unstructured

ohpmain.dvi

fujisawa@ism.ac.jp 1 Contents 1. 2. 3. 4. γ- 2 1. 3 10 5.6, 5.7, 5.4, 5.5, 5.8, 5.5, 5.3, 5.6, 5.4, 5.2. 5.5 5.6 +5.7 +5.4 +5.5 +5.8 +5.5 +5.3 +5.6 +5.4 +5.2 =5.5. 10 outlier 5 5.6, 5.7, 5.4, 5.5, 5.8,

McCain & McCleary (1979) The Statistical Analysis of the Simple Interrupted Time-Series Quasi-Experiment

Quasi-Experimenaion Ch.6 005/8/7 ypo rep: The Saisical Analysis of he Simple Inerruped Time-Series Quasi-Experimen INTRODUCTION () THE PROBLEM WITH ORDINAR LEAST SQUARE REGRESSION OLS (Ordinary Leas Square)

seminar0220a.dvi

1 Hi-Stat 2 16 2 20 16:30-18:00 2 2 217 1 COE 4 COE RA E-MAIL: ged0104@srv.cc.hit-u.ac.jp 2004 2 25 S-PLUS S-PLUS S-PLUS S-code 2 [8] [8] [8] 1 2 ARFIMA(p, d, q) FI(d) φ(l)(1 L) d x t = θ(l)ε t ({ε t }

D223-246_SR_DENSEI_QX

untitled

* 10 100 1 ( ) ( ) 20 2 X f( ) (pdf: probability density function) F( ) X (cdf: cumulative distribution function) (2.1) X ( ) p ( ) W( ) 1 F( ) p p 1(p) W( p) ( p) X 1/T T ( ) T p T T T p 1 1/T p F( )

Isogai, T., Building a dynamic correlation network for fat-tailed financial asset returns, Applied Network Science (7):-24, 206,

H28. (TMU) 206 8 29 / 34 2 3 4 5 6 Isogai, T., Building a dynamic correlation network for fat-tailed financial asset returns, Applied Network Science (7):-24, 206, http://link.springer.com/article/0.007/s409-06-0008-x

2 1 2 3 27 2 6 2 5 19 50 1 2

1 2 1 2 3 27 2 6 2 5 19 50 1 2 2 17 1 5 6 5 6 3 5 5 20 5 5 5 4 1 5 18 18 6 6 7 8 TA 1 2 9 36 36 19 36 1 2 3 4 9 5 10 10 11 2 27 12 17 13 6 30 16 15 14 15 16 17 18 19 28 34 20 50 50 5 6 3 21 40 1 22 23

01

山形大学紀要

x t IID t = b b x t t x t t = b t- AR ARMA IID AR ARMAMA TAR ARCHGARCH TARThreshold Auto Regressive Model TARTongTongLim y y X t y Self Exciting Threshold Auto Regressive, SETAR SETARTAR TsayGewekeTerui

50-4 平井健之.pwd

GDP GNP Gupta 1967, Wagner and Weber 1977, Mann 1980, Abizadeh and Gray 1985, Ram 1987, Abizadeh and Yousefi 1988, Nagarajan and Spears 1990 GDP GNP GDP GNP GDP GNP Adolph Wagner Wagner 1967 Ram 1987,

カルマンフィルターによるベータ推定（ ）

β TOPIX 1 22 β β smoothness priors (the Capital Asset Pricing Model, CAPM) CAPM 1 β β β β smoothness priors :,,. E-mail: koiti@ism.ac.jp., 104 1 TOPIX β Z i = β i Z m + α i (1) Z i Z m α i α i β i (the

Stata 11 Stata ts (ARMA) ARCH/GARCH whitepaper mwp 3 mwp-083 arch ARCH 11 mwp-051 arch postestimation 27 mwp-056 arima ARMA 35 mwp-003 arima postestim

TS001 Stata 11 Stata ts (ARMA) ARCH/GARCH whitepaper mwp 3 mwp-083 arch ARCH 11 mwp-051 arch postestimation 27 mwp-056 arima ARMA 35 mwp-003 arima postestimation 49 mwp-055 corrgram/ac/pac 56 mwp-009 dfgls

fiš„v6.dvi

(2001) 49 2 305 315 EXCEL E-Decomp 1 2001 4 26 2001 7 27 E-Decomp E-Decomp Microsoft EXCEL 1 Web Web Decomp 2 R R-(D)COM Interface Web Decomp Decomp EXCEL. 1. E-Decomp E-Decomp Microsoft EXCEL (1997) Web

研究シリーズ第40号

165 PEN WPI CPI WAGE IIP Feige and Pearce 166 167 168 169 Vector Autoregression n (z) z z p p p zt = φ1zt 1 + φ2zt 2 + + φ pzt p + t Cov( 0 ε t, ε t j )= Σ for for j 0 j = 0 Cov( ε t, zt j ) = 0 j = >

02amano.indd

19 Portmanteau 検 定 の 解 析 Analysis of Portmanteau Tests 天 野 友 之 Amano, Tomoyuki ABSTRACT Box and Pierce (1970)proposed the test statistic TBP, now known as the classic portmanteau test. Under the null hypothesis

Talk 2. Local asymptotic power of self-weighted GEL method and choice of weighting function Kouchi International Seminar on Recent Developments of Qua

TALKS Invited Talks 2018 Oct. 3 Robust statistical inference for nonstandard time series models and related topics Quantitative Finance Seminar, Tokyo Metropolitan University Sep. 4-5 Robust statistical

<4D F736F F D20939D8C7689F090CD985F93C18EEA8D758B E646F63>

Gretl OLS omitted variable omitted variable AIC,BIC a) gretl gretl sample file Greene greene8_3 Add Define new variable l_g_percapita=log(g/pop) Pg,Y,Pnc,Puc,Ppt,Pd,Pn,Ps Add logs of selected variables

(i) EX(t)=m (ii) ć(t-s)=coĘ(x(t),x(s)) (1) (2) (3)

(i) EX(t)=m (ii) ć(t-s)=coĘ(x(t),x(s)) (1) (2) (3) (7) (8) (9) 5 Adelmean, I. (1965) : Long cycles-fact or Artifact. Amer. Econ. Rev. 60,444-463. Agiaklogolou, C., Newbold, P. and Wohar,

1 IDC Wo rldwide Business Analytics Technology and Services 2013-2017 Forecast 2 24 http://www.soumu.go.jp/johotsusintokei/whitepaper/ja/h24/pdf/n2010000.pdf 3 Manyika, J., Chui, M., Brown, B., Bughin,

y[n] y[n 1], y[n 2] v[n] R k c m y(t) Figure 1: series.r series <- function(n,delta,k,c,m,y0,y1) { a1 <- (2* m/delta^2 - k) / (m/delta^2 + 0.5*c/delta

ARMA 1 (AIC) ARMA 2 ARMA dy(t) = f(t, y), y(0) = y 0 dt f(t, y) y 0 f(t, y) LCR (Fig. 1) k c m t y(t) F = ma F = θ(t) ky(t) c dy(t), ma = m d2 y(t) dt dt 2 m d2 y(t) dt 2 + c dy(t) dy(0) + ky(t) = v(t),

IPSJ SIG Technical Report Vol.2014-ICS-175 No /3/14 Modified Stochastic Cell Transmission Model 1,a) 1,b) 1,c) Cell Transmission Model CTM Stoc

Modified Stochastic Cell Transmission Model 1,a) 1,b) 1,c) Cell Transmission Model CTM Stochastic Cell Transmission Model SCTM CTM SCTM Modified Stochastic Cell Transmission Model MSCTM MSCTM CTM 1. Cell

(1970) 17) V. Kucera: A Contribution to Matrix Ouadratic Equations, IEEE Trans. on Automatic Control, AC- 17-3, 344/347 (1972) 18) V. Kucera: On Nonnegative Definite Solutions to Matrix Ouadratic Equations,

日本統計学会誌, 第45巻, 第2号, 217頁-230頁

45, 2, 2016 3 217 230 The Role of Statisticians: Past, Present, and Future Manabu Iwasaki In this big data era, the roles of statisticians in academia and industries and of academic societies such as the

082_rev2_utf8.pdf

3 1. 2. 3. 4. 5. 1 3 3 3 2008 3 2008 2008 3 2008 2008, 1 5 Lo and MacKinlay (1990a) de Jong and Nijman (1997) Cohen et al. (1983) Lo and MacKinlay (1990a b) Cohen et al. (1983) de Jong and Nijman (1997)

01.Œk’ì/“²fi¡*

AIC AIC y n r n = logy n = logy n logy n ARCHEngle r n = σ n w n logσ n 2 = α + β w n 2 () r n = σ n w n logσ n 2 = α + β logσ n 2 + v n (2) w n r n logr n 2 = logσ n 2 + logw n 2 logσ n 2 = α +β logσ

世田谷区新型インフルエンザ対策行動計画

-- o C inter Arctic Oscillation Index Sapporo Air-Temp Matlab randn (red n

--.........................4..3. (autoregressive process)...5..4....6..5. (MA)...8..6. (ARMA)...8..7. (ARIMA)...8..8....8.3....8.3......4....3...4.. - (persistency) (serial correlation) m amias (988) 970

ウェーブレット分数を用いた金融時系列の長期記憶性の分析

TOPIX E-mail: masakazu.inada@boj.or.jp wavelet TOPIX Baillie Gourieroux and Jasiak Elliott and Hoek TOPIX I (0) I (1) I (0) I (1) TOPIX ADFAugmented Dickey-Fuller testppphillips-perron test I (1) I (0)

43, 2, Forecasting Based Upon Cointegration Analysis and Its Applications Taku Yamamoto 80 The cointegration analysis has been a major

43, 2, 2014 3 315 334 Forecasting Based Upon Cointegration Analysis and Its Applications Taku Yamamoto 80 The cointegration analysis has been a major topic in time series analysis in the field of economics

2 Recovery Theorem Spears [2013]Audrino et al. [2015]Backwell [2015] Spears [2013] Ross [2015] Audrino et al. [2015] Recovery Theorem Tikhonov (Tikhon

Recovery Theorem Forward Looking Recovery Theorem Ross [2015] forward looking Audrino et al. [2015] Tikhonov Tikhonov 1. Tikhonov 2. Tikhonov 3. 3 1 forward looking *1 Recovery Theorem Ross [2015] forward

固定費用経済

1 2 dyt Lt dlt Yt Yt Lt 3 4 5 6 7 L L var var var var var var var var d log d val var = 0 var var d log d val var = 0 var var 8 var var d log F A K d val d log F A K d var val = 0 var F A K F A K F A K

本組よこ／本組よこ＿小林俊明＿Ｐ００１－０３８

1 board of directors directors meeting 2 WILLIAM M. FLETCHER, 2FLETCHER CYCLOPEDIA OF THE LAW OF PRIVATE CORPORA- TIONS 236 237 rev. ed. 2006 ; STEPHEN M. BAINBRIDGE, CORPORATION LAW AND ECO- NOMICS 214

untitled

20 * Re-Evaluation of Isoseismal Maps and Magnitudes from Two Big Earthquakes along the Subduction Zone of Kyushu and Ryukyu Islands Early in the 20th Century Masayuki TAKEMURA, Katsuhisa KANDA Kobori

J. JILA 64 (5), 2001

Comparison of the Value of Outdoor Recreation: A Case Study Applying Travel Cost Method and Contingent Valuation Method Yasushi SHOJI J. JILA 64 (5), 2001 J. JILA 64 (5), 2001 2) Trice, A. H. and Wood,

kato-kuriki-2012-jjas-41-1.pdf

Vol. 41, No. 1 (2012), 1 14 2 / JST CREST T 2 T 2 2 K K K K 2,,,,,. 1. t i y i 2 2 y i = f (t i ; c) + ε i, f (t; c) = c h t h = c ψ(t), i = 1,...,N (1) h=0 c = (c 0, c 1, c 2 ), ψ(t) = (1, t, t 2 ) 3

untitled

ECOH/YG No. 6 556 754 On the Role o Spectral Width and Shape Parameters in Control o Wave Height Distribution Yoshimi GODA and Masanobu KUDAKA -4-6-4 ( -4-6-4 Distributions o individual wave heights approximately

untitled

AOAC Int. GMO Harmonized protocol -- AOAC Int., ISO, IUPAC 1)AOAC Int. (003). Appendix D: Guidelines for Collaborative Study Procedures to Validate Characteristics of a Method of Analysis. In Official

Fukuda, J., Miyazaki, S., Higuchi, T. and Kato, T., Geodetic inversion for space-time distribution of fault slip with timevarying smoothing regularization, Geophysical Journal International, Vol.173, Issue

2016年2月27日11s感性工学会パンフレット

TIMETABLE 9 10 11 12 13 14 15 16 17 18 19 20 9 1 4 7 8 13:00-13:20 13:20-14:20 5 11 2 3 5 6 8 1 1 2 TIMETABLE 9 10 11 12 13 14 15 16 17 18 19 20 3 6-1 6-2 9 11 2 12 10 4 10-1 13 4 3 10-2 7 10:00-12:00

Hi-Stat Discussion Paper Series No.228 経済時系列分析と単位根検定 : これまでの発展と今後の展望 黒住英司 December 27 Hitotsubashi University Research Unit for Statistical Analysis i

経済時系列分析と単位根検定 : これまでの発展と今後の Title 展望 Author(s) 黒住, 英司 Citation Issue 27-12 Date Type Technical Report Text Version publisher URL http://hdl.handle.net/186/15111 Right Hitotsubashi University Repository

’ì“è.dvi

(2001) 49 1 109 131 ( 2000 10 16 2001 4 2 ) 2 Fourier 2. 1. p x i (i =1,...,p) z ɛ i x i (t) =λz(t)+ɛ i (t), t =1,...,n z(t) ɛ i (t) i t z(t) 1 t t x i (t) x i (t) x i (t + s) t 110 49 1 2001 2 Fourier

人文学部研究年報12号.indb

制御理論を用いた在庫管理モデルの一解析 * リードタイムが変動する場合 西平直史 1 [1, 2, 3, 4] [1] [2, 3, 4] 1 1 3 2 [2] = +w(k) d(k) (1) 2014 12 1 1 制御理論を用いた在庫管理モデルの一解析 西平 k w(k) d(k) L k u(k) (2) (1) 2 w(k) =u(k L) (2) = +u(k L) d(k) (3)

２

fukui@econ.tohoku.ac.jp http://www.econ.tohoku.ac.jp/~fukui/site.htm 200 7 Cookbook-style . (Inference) (Population) (Sample) f(x = θ = θ ) (up to parameter values) (estimation) 2 3 (multicolinearity)

1 Jensen et al.[6] GRT S&P500 GRT RT GRT Kiriu and Hibiki[8] Jensen et al.[6] GRT 3 GRT Generalized Recovery Theorem (Jensen et al.[6])

Generalized Recovery Theorem Ross[11] Recovery Theorem(RT) RT forward looking Kiriu and Hibiki[8] Generalized Recovery Theorem(GRT) Jensen et al.[6] GRT RT Kiriu and Hibiki[8] 1 backward looking forward

ï\éÜA4*

Feature Article Imaging of minuscule amounts of chemicals, Scannimg Chemical Microscope --- Increasing analysis information through imaging --- Abstract We have developed a Scanning Chemical Microscope

-- Blackman-Tukey FFT MEM Blackman-Tukey MEM MEM MEM MEM Singular Spectrum Analysis Multi-Taper Method (Matlab pmtm) 3... y(t) (Fourier transform) t=

--... 3..... 3...... 3...... 3..3....3 3..4....4 3..5....5 3.....6 3......6 3......7 3..3....0 3..4. Matlab... 3.3....3 3.3.....3 3.3.....4 3.3.3....4 3.3.4....5 3.3.5....5 3.4. MEM...8 3.4.. MEM...8 3.4..

paper2005b14.dvi

R BH 1 (2004) 1 (Familywise error rate) Tukey step-down Tukey-Welsch R (False Discovery Rate) () Benjamini and Hochberg(1995) BH adaptivebh BY R 2 (False Discovery Rate) m m 0 m 1 m = m 0 + m 1 R Benjamini

International Classification of Diseases (ICD) について :[3][4] Standard diagnostic tool for epidemiology, health management and clinical purposes. This i

季節性インフルエンザの疾病負荷推定 Estimating the disease burden associated with seasonal influenza in Japan 東京大学大学院 総合文化研究科水本憲治 Kenji Mizumoto Graduate School of Arts and Sciences, The University of Tokyo はじめに インフルエンザは毎年流行し

Zapart Christopher Andrew Zapart Christopher Andrew Yanagimoto, T. and Ohnishi T., Bayesian Prediction of a Density Function in Terms of e -Mixture, Journal of Statistical Planning and Inference, 139,

29 Short-time prediction of time series data for binary option trade

29 Short-time prediction of time series data for binary option trade 1180365 2018 2 28 RSI(Relative Strength Index) 3 USD/JPY 1 2001 1 2 4 10 2017 12 29 17 00 1 high low i Abstract Short-time prediction

パナソニック技報

Smaller, Lighter and Higher-output Lithium Ion Battery System for Series Hybrid Shinji Ota Jun Asakura Shingo Tode 24 ICECU Electronic Control Unit46 16 We have developed a lithium-ion battery system with

本文／ＹＡＺ０９２Ｆ

pd qpdq pdqd pdq ytt f s e is s scovytyts fc d d L d ytt d LLytyt twn ytl d t L d jd jjd L j x z x e z dz pd q LL d ytltt twn z zd ytpdq f e i d e i e i f d pdq pdq d LL d ytlt fracdiff tt d d d pdq pdq

Risk Simulator 2012 User Manual (Japanese)

Johnathan Mun, Ph.D., MBA, MS, CFC, CRM, FRM, MIFC RISK SIMULATOR 2012 CEO, Admin@RealOptionsValuation.com www.realoptionsvaluation.com 2005-2012 Microsoft 1.... 7 2011/2012... 13... 13 2.... 19?... 19...

kanatani0709wp.dvi

Recent Studies on Estimation of Volatility in the Presence of Market Microstructure Noise 2009 9 RV MMN 21730174 522-8522 1-1-1 HP: http://www.biwako.shiga-u.ac.jp/sensei/t-kanatani/ Email: t-kanatani@biwako.shiga-u.ac.jp

Duality in Bayesian prediction and its implication

$\theta$ 1860 2013 104-119 104 Duality in Bayesian prediction and its implication Toshio Ohnishi and Takemi Yanagimotob) a) Faculty of Economics, Kyushu University b) Department of Industrial and Systems

dvi

2015 63 1 65 81 c 2015 2014 12 26 2015 3 11 3 17 1. 20 1995 2011 1 1990 M 6.5 10% 153 8505 4 6 1 66 63 1 2015 1 1990 6.5 Fig. 1. The epicenter distribution of earthquakes M 6.5 around Japan since 1990.

dpri04.dvi

47 B 6 4 Annuals of Disas. Prev. Res. Inst., Kyoto Univ., No. 47B, 24 AR AR :,, AR,. () point process Waymire et et al. (984) WGR () Over and Gupta (994, 996) Chatchai et al. (2) (23) Fig. Structure for

1980年代半ば，米国中西部のモデル 理論，そして未来－モデル理論賛歌

2016 9 27 RIMS 1 2 3 1983 9-1989 6 University of Illinois at Chicago (UIC) John T Baldwin 1983 9-1989 6 University of Illinois at Chicago (UIC) John T Baldwin Y N Moschovakis, Descriptive Set Theory North

Microsoft Word - 題名.doc

1964 1966 RII 1 1 2 17 X 1 1 2 3.5.7 2 3 X. X 13 4 X X 20 5 X 28 X 29 6 X 31 7 X MTF 34 1 1 2 2 9 8 13 X X 18 3 X 23 1 1 2 X X 2 3 11 4 X 15 1 1 2 O.T.F. X X Film 6 8 10 3 X 11 14 1 1 1 1 1 2 3 4 T.V.

Stepwise Chow Test * Chow Test Chow Test Stepwise Chow Test Stepwise Chow Test Stepwise Chow Test Riddell Riddell first step second step sub-step Step

Stepwise Chow Test * Chow Test Chow Test Stepwise Chow Test Stepwise Chow Test Stepwise Chow Test Riddell Riddell first step second step sub-step Stepwise Chow Test a Stepwise Chow Test Takeuchi 1991Nomura

The Japanese Journal of Psychology 1991, Vol. 62, No. 3, A study on the reliability and validity of a scale to measure shyness as a trait Atsu

The Japanese Journal of Psychology 1991, Vol. 62, No. 3, 149-155 A study on the reliability and validity of a scale to measure shyness as a trait Atsushi Aikawa (Department of Psychology, Faculty of Education,

Multivariate Realized Stochastic Volatility Models with Dynamic Correlation and Skew Distribution: Bayesian Analysis and Application to Risk Managemen

Multivariate Realized Stochastic Volatility Models with Dynamic Correlation and Skew Distribution: Bayesian Analysis and Application to Risk Management 2019 3 15 Dai Yamashita (Hitotsubashi ICS) MSV Models

第03版_赤外照明IR2チラシ_H1-H4_jp

Fig. 1. Eigen values of the closed loop system in the z-plane: 110MW ( ~) and 330 MW ( ). Fig. 2. Simple heat exchanger model. 776 T. IEE Japan, Vol.

Application of Nonlinear System Identification Method to Thermal Power Plants Yukihiro Toyoda, Member (Bailey Japan Co., Ltd.), Kiyoshi Wada, Member (Kyushu University) Electric power companies will pay

JIS Z 9001:1998JIS Z 9002:1998 ISO/IEC 17025ISO/IEC Guide 25

JIS Q 17025 IDT, ISO/IEC 17025 IT JIS Z 9001:1998JIS Z 9002:1998 ISO/IEC 17025ISO/IEC Guide 25 JIS Q 17025 IDT, ISO/IEC 17025 IT IT JIS Q 17025ISO/IEC 17025 (2) JIS Z 9358 ISO/IEC Guide 58 (3) testing

yasi10.dvi

2002 50 2 259 278 c 2002 1 2 2002 2 14 2002 6 17 73 PML 1. 1997 1998 Swiss Re 2001 Canabarro et al. 1998 2001 1 : 651 0073 1 5 1 IHD 3 2 110 0015 3 3 3 260 50 2 2002, 2. 1 1 2 10 1 1. 261 1. 3. 3.1 2 1

1. 2. 3. 2010-02- 22-24 1.1 1.1.1 1.1.2 1.1.3 F10.7 1.2 1.2.1 1.2.2 1.2.3 14 C 1.2.4 10 Be 1.2.5 14 C 10 Be 1.1 太陽放射とその変動 20100223-24森羅万象学校 1.1.1 (from Encyclopedia of Earth) op1cal depth (Lean et al.,

Kobe University Repository : Kernel タイトル Title 著者 Author(s) 掲載誌 巻号 ページ Citation 刊行日 Issue date 資源タイプ Resource Type 版区分 Resource Version 権利 Rights DOI

Kobe University Repository : Kernel タイトル Title 著者 Author(s) 掲載誌 巻号 ページ Citation 刊行日 Issue date 資源タイプ Resource Type 版区分 Resource Version 権利 Rights DOI GDP 速報値における予測誤差と計測誤差 (Forecast Errors Measurement Errors

評論・社会科学　１２３号（Ｐ）☆／１．福田

VECM 2002 1 2007 12 VECM 55 VECM 1 2 3 3-1ECM 3-2 3-3VECM 3-4 4 1 2017 9 28 2017 10 16 2 1 1 2015, 79-85 BLUEBest Linear Unbiased Estimator 1 Vector Error-Correction Model VECM II III VECM VECM 55 15-34

1.7 D D 2 100m 10 9 ev f(x) xf(x) = c(s)x (s 1) (x + 1) (s 4.5) (1) s age parameter x f(x) ev 10 9 ev 2

2005 1 3 5.0 10 15 7.5 10 15 ev 300 12 40 Mrk421 Mrk421 1 3.7 4 20 [1] Grassberger-Procaccia [2] Wolf [3] 11 11 11 11 300 289 11 11 1 1.7 D D 2 100m 10 9 ev f(x) xf(x) = c(s)x (s 1) (x + 1) (s 4.5) (1)

On model selection problems in terms of prediction mean squared error and interpretaion of AIC (slides)

Applications in Econometrics and Finance by Long Memory Processes 2007 11 6 13:30-16:10 Table of Contents PART1 PART2 PART3 PART1 1 {y t } ρ(h) = ( h ) = Cov[y t y t+h ]/ Var[y t ] (yt y)(y t+h y) ρ(h)

36

Kanji Vocabulary Development for Intermediate and Advanced Learners Kano, Chieko In recent Japanese language teaching, a communicative approach based on the functions and needs of actual situations is

Fig. 3 Flow diagram of image processing. Black rectangle in the photo indicates the processing area (128 x 32 pixels).

Fig. 1 The scheme of glottal area as a function of time Fig. 3 Flow diagram of image processing. Black rectangle in the photo indicates the processing area (128 x 32 pixels). Fig, 4 Parametric representation

2016 Institute of Statistical Research

2016 Institute of Statistical Research 2016 Institute of Statistical Research 2016 Institute of Statistical Research 2016 Institute of Statistical Research 2016 Institute of Statistical Research 2016 Institute

2

Copyright 2008 Nara Institute of Science and Technology / Osaka University 2 Copyright 2008 Nara Institute of Science and Technology / Osaka University CHAOS Report in US 1994 http://www.standishgroup.com/sample_research/

生物

Biology 115-470 115-419 60 SERIES 114-171 114-170 114-172 114-029 114-138 61 114-372 114-370 62 Biology K22486-000 K22435-000 K22486-010 144-300 K22467-000 63 64 144-200 244-115 248-150 144-190 144-195

12„”‡Pfiú“ƒ-PDFŠp

5 Q Q Q Q ggg g f bbb -b b g b g g g a b f g r t y - 7 g bb f 6 E D f f f 2 2 2 2 2 f g f 2 f 2 f 2 g a g a b f a f g a a a - a f b a f b b b b bb bb E E E R Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q

わが国企業による資金調達方法の選択問題

* takeshi.shimatani@boj.or.jp ** kawai@ml.me.titech.ac.jp *** naohiko.baba@boj.or.jp No.05-J-3 2005 3 103-8660 30 No.05-J-3 2005 3 1990 * E-mailtakeshi.shimatani@boj.or.jp ** E-mailkawai@ml.me.titech.ac.jp

VHDL-AMS Department of Electrical Engineering, Doshisha University, Tatara, Kyotanabe, Kyoto, Japan TOYOTA Motor Corporation, Susono, Shizuok

VHDL-AMS 1-3 1200 Department of Electrical Engineering, Doshisha University, Tatara, Kyotanabe, Kyoto, Japan TOYOTA Motor Corporation, Susono, Shizuoka, Japan E-mail: tkato@mail.doshisha.ac.jp E-mail:

toukei12.dvi

2003 51 1 147 165 c 2003 FAO 1 2 1 2002 8 2 2003 3 20 WTO 10 1970 1999 30 OLS 2SLS 3SLS OLS 1. WTO 1992 Gallagher 1980 McKillop 1973 1 899 2192 1 1 2 980 8579 01 148 51 1 2003 6 1950 1970 1998 12 Yukutake

4 41 01, ARMAP, Q) CARMAP, Q) DARMAp, q) CARMAP, Q) CARMAP, Q) DARMAp, q) DARMAp, q), CARMAP, Q) CARMAP, Q) Chan and Tong 1987), He and Wang 1989), Br

41,, 01 3 41 444 ARMA Can We Have Correspondence between Discrete-Time ARM A Process and Continuous-Time ARM A Process? Mituaki Huzii ARMA Huzii 006) Huzii 006) ARMA3, ) We assume that a time series is

-1 - -2 - -3 - -4 - -5 - -6 - -7 - -8 - -9- 44-10 - -11 - - 12 - - 13 - - 14 - - 15 - - 16 - - 17 - - 18 - - 19 - - 20 - - 21 - - 22 - - 23 - - 24 - - 25 - - 26 - - 27 - 372 304-28 - - 29 - - 30 - - 31

( β K ) p β W W p β K K aβ β W W β β K K ) 1/(βW +β K ) 3 ln C =lnα + 1 β W + β K ln Q (3) 1/(β W + β K ) ( β W + β K ) 4 ( ) ( ) (1998 2 1 3 ) ( 1998

3 1 1993-1995 ( Cobb-Douglas ) (1998 2 3 ) ( ) 17 (1998 2 1 ) 1 Christensen, Jorgensonand Lau (1973) 1983 ( ) 2 W = K = β W,β K > 0 Q = aw βw K βk (1) C = αq 1/(βW +βk) (2) 10 ( (A) (A03) ) ( ) ( ) 1 2

untitled

2009 57 2 393 411 c 2009 1 1 1 2009 1 15 7 21 7 22 1 1 1 1 1 1 1 1. 1 1 1 2 3 4 12 2000 147 31 1 3,941 596 1 528 1 372 1 1 1.42 350 1197 1 13 1 394 57 2 2009 1 1 19 2002 2005 4.8 1968 5 93SNA 6 12 1 7,

２

Short Term Estimation of Inter-city Travel Demand Using Time Series Analysis. Short Term Estimation of Inter-city Travel Demand Using Time Series Analysis. i ii English summary Short Term Estimation of

02[ ]小林(責).indd

43 Delayed Feedbac Control Delayed Feedbac Control Prediction-based Feedbac Control 1, 2 GDP 44 66 3 3 2 Ott, Grebogi Yore OGY 4 OGY OGY OGY OGY OGY 3, 5, 6 OGY Pyragas Delayed Feedbac Control DFC 7 DFC

untitled

c 645 2 1. GM 1959 Lindsey [1] 1960 Howard [2] Howard 1 25 (Markov Decision Process) 3 3 2 3 +1=25 9 Bellman [3] 1 Bellman 1 k 980 8576 27 1 015 0055 84 4 1977 D Esopo and Lefkowitz [4] 1 (SI) Cover and

Takens / / 1989/1/1 2009/9/ /1/1 2009/9/ /1/1 2009/9/30,,, i

21 Market forecast using chaos theory 1100334 2010 3 1 Takens / / 1989/1/1 2009/9/30 1997/1/1 2009/9/30 1999/1/1 2009/9/30,,, i Abstract Market forecast using chaos theory Hiroki Hara The longitudinal

ECCS. ECCS,. ( 2. Mac Do-file Editor. Mac Do-file Editor Windows Do-file Editor Top Do-file e

1 1 2015 4 6 1. ECCS. ECCS,. (https://ras.ecc.u-tokyo.ac.jp/guacamole/) 2. Mac Do-file Editor. Mac Do-file Editor Windows Do-file Editor Top Do-file editor, Do View Do-file Editor Execute(do). 3. Mac System

ブック

ARMA Estimation on Process of ARMA Time Series Model Sanno University Bulletin Vol.26 No. 2 February 2006 ARMA Estimation on Process of ARMA Time Series Model Many papers and books have been published

FUJII, M. and KOSAKA, M. 2. J J [7] Fig. 1 J Fig. 2: Motivation and Skill improvement Model of J Orchestra Fig. 1: Motivating factors for a

/Specially issued Original Paper QOL 1 1 A Proposal of Value Co-creation Model to Promote Elderly People s Community Activities Concerning QOL Improvement Case Studies of Successful Social Activities by

(2/24) : 1. R R R

R? http://hosho.ees.hokudai.ac.jp/ kubo/ce/2004/ : kubo@ees.hokudai.ac.jp (2/24) : 1. R 2. 3. R R (3/24)? 1. ( ) 2. ( I ) : (p ) : cf. (power) p? (4/24) p ( ) I p ( ) I? ( ) (5/24)? 0 2 4 6 8 A B A B (control)

Study on Throw Accuracy for Baseball Pitching Machine with Roller (Study of Seam of Ball and Roller) Shinobu SAKAI*5, Juhachi ODA, Kengo KAWATA and Yu

Study on Throw Accuracy for Baseball Pitching Machine with Roller (Study of Seam of Ball and Roller) Shinobu SAKAI*5, Juhachi ODA, Kengo KAWATA and Yuichiro KITAGAWA Department of Human and Mechanical