{"created":"2023-05-15T12:34:56.564700+00:00","id":3703,"links":{},"metadata":{"_buckets":{"deposit":"c42e1405-7a70-4f9f-bfa0-39ee1abc80ca"},"_deposit":{"created_by":3,"id":"3703","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"3703"},"status":"published"},"_oai":{"id":"oai:nitech.repo.nii.ac.jp:00003703","sets":["31"]},"author_link":["4832","4633","4831"],"item_10001_alternative_title_24":{"attribute_name":"その他（別言語等）のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"ジョウホウリョウ　ニヨル　ジコ　カイキ　モデル　ノ　ヒョウカ　ト　ヒセイキ　カテイ　ヘノ　テキヨウ"},{"subitem_alternative_title":"Evaluation of the Autoregressive Model by Information Amount and Application to Non-Gaussian Process"}]},"item_10001_biblio_info_28":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1978-01-20","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"32","bibliographicPageStart":"25","bibliographicVolumeNumber":"J61-A","bibliographic_titles":[{"bibliographic_title":"電子通信学会論文誌. A"}]}]},"item_10001_description_36":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"定常正規確率過程を表す自己回帰方程式の研究はシステムの同定，予測であり，ほかに新しいパワスペクトルの算出などにある．自己回帰モデルへの適合の際の問題点はモデルの次数の推定である．従来，次数の推定法として最尤法や最尤法を拡張したFPE法があるが，いずれの方法も適合のための評価関数は線形予測式と実データの差の2乗平均値に係数を掛け合せたものである．本研究では，始めに情報量を自己回帰方程式へ導入することにより予測誤差の2乗の平均値を自己相関行列式の方程式で表すことができた．この方程式は従来の最小2乗法による回帰係数の算出法に代って見通しのよい次数推定の評価式を表している．次に非正規過程のデータを自己回帰モデルで表現できるように，データの前処理の方式について検討した．まず Kullback-Leibler情報量を導入し，非正規過程を正規過程へ同相写像してもこの情報量が不変であることを示した．次に計算機シミュレーションにより，ここで述べたデータの前処理の方式を統計量の立場から検討した．","subitem_description_type":"Other"}]},"item_10001_description_38":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10001_full_name_27":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"Iwata, Akira"}]}]},"item_10001_publisher_29":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Institute of Electronics, Information and Communication Engineers"}]},"item_10001_source_id_30":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03736091","subitem_source_identifier_type":"ISSN"}]},"item_10001_source_id_32":{"attribute_name":"書誌レコードID（NCID）","attribute_value_mlt":[{"subitem_source_identifier":"AN00153268","subitem_source_identifier_type":"NCID"}]},"item_10001_version_type_33":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"石井, 直宏"},{"creatorName":"&EMPTY&","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"岩田, 彰"},{"creatorName":"イワタ, アキラ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"鈴村, 宣夫"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-01-20"}],"displaytype":"detail","filename":"J61-A_25.pdf","filesize":[{"value":"587.2 kB"}],"format":"application/pdf","license_note":"Copyright(c)1978 IEICE　http://search.ieice.org/index.html","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文_fulltext","url":"https://nitech.repo.nii.ac.jp/record/3703/files/J61-A_25.pdf"},"version_id":"74892358-be81-4ece-8632-6d3e6a4c9a38"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"journal article","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"情報量による自己回帰モデルの評価と非正規過程への適用","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"情報量による自己回帰モデルの評価と非正規過程への適用"}]},"item_type_id":"10001","owner":"3","path":["31"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-11-07"},"publish_date":"2012-11-07","publish_status":"0","recid":"3703","relation_version_is_last":true,"title":["情報量による自己回帰モデルの評価と非正規過程への適用"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2023-05-16T15:01:56.768370+00:00"}