{"created":"2023-07-25T09:15:49.580994+00:00","id":15839,"links":{},"metadata":{"_buckets":{"deposit":"3732c83e-af4c-4e1f-bae0-3e53a14d8382"},"_deposit":{"created_by":19,"id":"15839","owners":[19],"pid":{"revision_id":0,"type":"depid","value":"15839"},"status":"published"},"_oai":{"id":"oai:toyama.repo.nii.ac.jp:00015839","sets":["496:556:557:558"]},"author_link":["167748"],"item_2_alternative_title_19":{"attribute_name":"その他（別言語等）のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Verification of a Forecasting Method Involving Non-Harmonic Analysis of the Nikkei Stock Average Since 1990"}]},"item_2_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2008-01-01","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"161","bibliographicPageStart":"153","bibliographicVolumeNumber":"91","bibliographic_titles":[{"bibliographic_title":"電子情報通信学会論文誌. A, 基礎・境界 = The transactions of the Institute of Electronics, Information and Communication Engineers. A"},{"bibliographic_title":"The IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences (Japanese edition) A"}]}]},"item_2_description_15":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_2_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"仮想的な市場モデルに基づいて,経済時系列の予測を行う研究は盛んに行われているが,実際の市場には様々な変動要因が存在するため,長期的な予測は難しい.しかし,経済学では景気循環論やエリオット波動に代表されるように,経済時系列の変動には短期的なものから長期的なものまで様々な周期性の存在が仮定されている.そこで,近年筆者が開発している新しい高分解能周波数解析法(NHA)を用いて,経済時系列の周期性の解析を行い,複合的な周期信号の組合せによって長期的な経済時系列の予測を試みた.検証実験では,過去15年間程度の日経平均株価終値のデータにおいて,過去2年間程度の分析窓長でNHAによる解析を行い,その後2年間の価格変動を予測した.また,本手法における予測可能時期を推定するため,この15年間から学習期間のためのはじめ2年間と評価のための終わりの2年間をそれぞれ除いた約11年間の区間において,予測結果の検証を行った.アジア通貨危機とアメリカ同時多発テロ事件など,世界的に大きな事件が発生している時期付近では予測誤差が大きくなるものの,それ以外の期間ではおおむね変動の概略をとらえることができた.","subitem_description_type":"Abstract"}]},"item_2_description_40":{"attribute_name":"資源タイプ(DSpace)","attribute_value_mlt":[{"subitem_description":"Article","subitem_description_type":"Other"}]},"item_2_description_6":{"attribute_name":"引用","attribute_value_mlt":[{"subitem_description":"電子情報通信学会論文誌. A, 基礎・境界 = The transactions of the Institute of Electronics, Information and Communication Engineers. A 91(1), 153-161.(2008)","subitem_description_type":"Other"}]},"item_2_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"167748","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"1000040272950","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/1000040272950"},{"nameIdentifier":"40272950","nameIdentifierScheme":"e-Rad","nameIdentifierURI":"https://nrid.nii.ac.jp/nrid/1000040272950"}],"names":[{"name":"Hirobayashi, Shigeki"}]}]},"item_2_publisher_33":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"一般社団法人電子情報通信学会"},{"subitem_publisher":"THE INSTITUTE OF ELECTRONICS, INFORMATION AND COMMUNICATION ENGINEERS "}]},"item_2_relation_29":{"attribute_name":"論文ID（NAID）","attribute_value_mlt":[{"subitem_relation_type":"isIdenticalTo","subitem_relation_type_id":{"subitem_relation_type_id_text":"110007384554","subitem_relation_type_select":"NAID"}}]},"item_2_rights_13":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"(C) 2008 Copyright IEICE. All rights reserved. "}]},"item_2_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10013345","subitem_source_identifier_type":"NCID"}]},"item_2_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"09135707","subitem_source_identifier_type":"ISSN"}]},"item_2_version_type_16":{"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":"広林, 茂樹"}],"nameIdentifiers":[{},{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-03-14"}],"displaytype":"detail","filename":"EIC_EA91A_1_153to161_Hirobayashi.pdf","filesize":[{"value":"2.8 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"EIC_EA91A_1_153to161_Hirobayashi","url":"https://toyama.repo.nii.ac.jp/record/15839/files/EIC_EA91A_1_153to161_Hirobayashi.pdf"},"version_id":"46f5f4a6-437d-4e2e-ad3e-d6007039a1b6"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"日経平均株価","subitem_subject_scheme":"Other"},{"subitem_subject":"経済時系列","subitem_subject_scheme":"Other"},{"subitem_subject":"信号処理","subitem_subject_scheme":"Other"},{"subitem_subject":"フーリエ変換","subitem_subject_scheme":"Other"}]},"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":"1990年以降の日経平均株価における Non-Harmonic Analysis を用いた予測法の検証","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"1990年以降の日経平均株価における Non-Harmonic Analysis を用いた予測法の検証"},{"subitem_title":"Verification of a Forecasting Method Involving Non-Harmonic Analysis of the Nikkei Stock Average Since 1990","subitem_title_language":"en"}]},"item_type_id":"2","owner":"19","path":["558"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-03-14"},"publish_date":"2018-03-14","publish_status":"0","recid":"15839","relation_version_is_last":true,"title":["1990年以降の日経平均株価における Non-Harmonic Analysis を用いた予測法の検証"],"weko_creator_id":"19","weko_shared_id":-1},"updated":"2023-07-25T14:21:02.754423+00:00"}