Zobrazeno 1 - 10
of 39
pro vyhledávání: '"Isao Shoji"'
Publikováno v:
SID Symposium Digest of Technical Papers. 53:608-611
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ecc28674778fd638c524dcd0f40f2ab1
https://doi.org/10.1002/sdtp.15561
https://doi.org/10.1002/sdtp.15561
Publikováno v:
Monthly Notices of the Royal Astronomical Society. 495:338-349
We propose a geometric method of analysis for the light curves of active galactic nuclei (AGNs). The time series of flux ratio is modelled by possibly non-linear random oscillation without specifying the function form. Based on the model, we map the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbc5281a4dad7a335d35aa70845bfaa7
https://doi.org/10.1093/mnras/staa1159
https://doi.org/10.1093/mnras/staa1159
Autor:
Isao Shoji, Masahiro Nozawa
Publikováno v:
Chaos, Solitons & Fractals. 164:112582
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39bc009ead430024c8dc75d69d1ea7d3
https://doi.org/10.1016/j.chaos.2022.112582
https://doi.org/10.1016/j.chaos.2022.112582
Publikováno v:
The European Physical Journal Plus. 136
This paper discusses a statistical method of detecting nonlinearity in the light curves of active galactic nuclei (AGN). We model the light curves of AGN by two-variate stochastic differential equation (SDE) in which one variable is observable but no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c34746df3d2064266b6cd3807d9aef9
https://doi.org/10.1140/epjp/s13360-021-01105-8
https://doi.org/10.1140/epjp/s13360-021-01105-8
Autor:
Isao Shoji
Publikováno v:
Physical Review E. 102
This paper proposes a method of nonparametric filtering for stochastic nonlinear oscillations with particular interest in their derivative estimation. Based on a second-order ordinary differential equation, a stochastic oscillation is modeled by a tw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8dcd4b8565a9ae12fd71af00e191b2ce
https://doi.org/10.1103/physreve.102.052221
https://doi.org/10.1103/physreve.102.052221
Autor:
Isao Shoji
Publikováno v:
Communications in Nonlinear Science and Numerical Simulation. 62:445-453
This paper proposes a method to detect the sampling rate of discrete time series of diffusion processes. Using the maximum likelihood estimates of the parameters of a diffusion process, we establish a criterion based on the Kullback–Leibler diverge
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aafa1644bdab89f40791511099395a25
https://doi.org/10.1016/j.cnsns.2018.02.031
https://doi.org/10.1016/j.cnsns.2018.02.031
Autor:
Isao Shoji, Sumei Kanehiro
Publikováno v:
International Review of Financial Analysis. 46:104-112
This paper draws on numerical simulations to discuss the mechanism driving the disposition effect. The computational model is constructed from the basic ideas of prospect theory. The objective (or crude) rewards, obtained from investment, are transfo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c025019c8ac5dde6d62d54b58bbdd55
https://doi.org/10.1016/j.irfa.2016.03.017
https://doi.org/10.1016/j.irfa.2016.03.017
Autor:
Isao Shoji
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 392:4966-4976
This paper provides an analytic method of filtering for partially observed diffusions, which can be also used for parameter estimation with the quasi-maximum likelihood method. The filtering is shown to have consistency in a weak sense. In addition,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::daf34e40164c1c3036a0cae1d7f776ed
https://doi.org/10.1016/j.physa.2013.06.005
https://doi.org/10.1016/j.physa.2013.06.005
Autor:
Isao Shoji
Publikováno v:
Stochastic Analysis and Applications. 31:250-261
This article provides a semiparametric model to estimate the diffusion coefficient of a stochastic differential equation from discretely observed data without assuming any functional form of the diffusion coefficient. It is shown that the model has t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c246f1972d0a74ca7506be7401aede2a
https://doi.org/10.1080/07362994.2013.759487
https://doi.org/10.1080/07362994.2013.759487
Autor:
Isao Shoji
Publikováno v:
Statistical Methods & Applications. 22:341-353
This paper discusses nonparametric estimation of nonlinear dynamical system models by a method of metric-based local linear approximation. We assume no functional form of a given model but estimate it from experimental data by approximating the curve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c14cf6ab60d394a3f44590841ee310d
https://doi.org/10.1007/s10260-012-0226-z
https://doi.org/10.1007/s10260-012-0226-z