Updated on 2024/03/26

写真a

 
WATANABE Norio
 
Organization
Faculty of Science and Engineering Professor
Other responsible organization
Data Science for Business Innovation Course of Graduate School of Science and Engineering, Master's Program
Data Science for Business Innovation Course of Graduate School of Science and Engineering, Doctoral Program
Contact information
The inquiry by e-mail is 《here》
External link

Degree

  • 理学博士 ( 東京工業大学 )

Education

  • 1985.3
     

    Tokyo Institute of Technology   Graduate School, Division of Integrated Science   doctor course   withdrawn without a degree after completion of course credits

Research History

  • 1998.4 - 1998.9

    東京工業大学非常勤講師

  • 1997.4 - 　

    中央大学理工学部教授

  • 1992.4 - 1997.3

    中央大学理工学部助教授

  • 1989.4 - 1992.3

    中央大学理工学部専任講師

  • 1985.4 - 1989.3

    自治医科大学医学部助手

Professional Memberships

  • 日本衛生学会

  • 日本公衆衛生学会

  • 日本統計学会

  • 日本計量生物学会

  • 日本ファジィ学会

  • 応用統計学会

  • 応用経済時系列研究会

▼display all

Research Interests

  • Statistics

Research Areas

  • Informatics / Statistical science  / 統計科学

Papers

  • A k-means method for trends of time series Reviewed International journal

    Norio Watanabe

    Japanese Journal of Statistics and Data Science   5 ( 1 )   303 - 319   2022.3

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    Publishing type：Research paper (scientific journal)   Publisher：Springer Science and Business Media LLC  

    DOI： 10.1007/s42081-022-00148-0

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    Other Link： https://link.springer.com/article/10.1007/s42081-022-00148-0/fulltext.html

  • Fuzzy theories and statistics—fuzzy data analysis Reviewed International journal

    Norio Watanabe

    Communications in Statistics: Case Studies, Data Analysis and Applications   7 ( 4 )   561 - 572   2021.10

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    Publishing type：Research paper (scientific journal)   Publisher：Informa UK Limited  

    DOI： 10.1080/23737484.2021.1991854

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  • Dissimilarity Measures for Time Series and Trend Analysis: Application to COVID-19 Cases Series

    Norio Watanabe

    Journal of Mathematics and System Science   11   1 - 12   2021

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：David Publishing Company  

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  • Fuzzy theories and statistics -- fuzzy data analysis --

    Norio Watanabe

    Proceedings of 6th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop   7 ( 4 )   565 - 575   2020.6

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：Taylor & Francis  

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  • Models for time series whose trend has local maximum and minimum values Invited

    Norio Watanabe

    Proceedings of 5th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop   561 - 568   2018

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  • An improved method for identification of patterns in the non-overlapping template matching test Reviewed

    Yuichi Takeda|rn|Mituaki Huzii|rn|Norio Watanabe|rn|Toshinari Kamakura

    J. of Japanese Society of Computational Statistics   30 ( 1 )   15 - 25   2017

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：JSCS  

    We proposed a modified non-overlapping template matching test and a method for specifying a pattern that appears too many times, in Takeda et al. (2014). The method that we proposed was effective for the most part, but had some difficulties. Our new contribution in this paper is to propose an improved method of identifying a pattern that appears too many times, in the non-overlapping template matching test for resolving these difficulties and to show how this identification test works effectively by some simulation studies.

    DOI： 10.5183/jjscs.1611002_230

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  • On GARCH models with temporary structural changes

    Norio Watanabe|rn|Fumiaki Okihara

    Proceedings of the 17th Applied Stochastic Models and Data Analysis|rn|International Conference with the 6th Demographics Workshop   1059 - 1068   2017

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    Language：English   Publisher：ISAST  

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  • An intervention analysis based on the GARCH model Reviewed

    Norio Watanabe|rn|Masaki Nagashima

    in "Proceedings of the 4th Stochastic Modeling Techniques and Data Analysis |rn|International Conference with Demograhics Workshop" ( C.H.Skiadas ed.)   439 - 449   2016.6

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：ISAST  

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  • Weighted multivariate fuzzy trend model for seasonal time series Reviewed

    Erika Watanabe, Norio Watanabe

    in "Stochastic Modeling, Data Snalysis and Statistical Applications" (L. Filus et al. eds.)   443 - 450   2015

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：ISAST  

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  • Modified non-overlapping template matching test and proposal on setting template Reviewed

    Y. Takeda|r, M. Huzii|rn|N. Watanabe|rn|T. Kamakura

    J. Jpn. Soc. Comp. Statist.   27 ( 1 )   49 - 60   2014.12

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：UNIV TSUKUBA  

    Rukhin et al. (2010) proposed the non-overlapping template matching test as one of methods for statistical testing of randomness in cryptographic applications. This test is the very interesting, but statistical properties of this test and any methods on setting the template have not been shown. Our new contribution in this paper is to propose a modified version of this test including the setting of the template and to show how this modified test works effectively by some simulation studies.

    DOI： 10.5183/jjscs.1311001_208

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  • Weighted multivariate fuzzy trend model for seasonal time series Reviewed

    Erika Watanabe|rn|Norio Watanabe

    3rd SMTDA Conference Proceedings   819 - 826   2014.6

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  • A new model for time series with trend and searonal components Reviewed

    N. Watanabe

    20th International Conference on Computational Statistics, Book of Abstracts   18   2012.8

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  • Decomposition of trends in multivariate time series by fuzzy trend model

    Yasutaka Ohta, Norio Watanabe

    Proceedings of the Fuzzy System Symposium   28   761 - 766   2012

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    Language：Japanese   Publisher：Japan Society for Fuzzy Theory and Intelligent Informatics  

    Multivariate time series such as stock prices may be classified into some groups. The trend of group may have each tendency. A multivariate fuzzy trend model can decompose trends into a common trend and individual trends. However, the existing model does not take account of the trends of each group. Therefore, we propose a model which can decompose trends into the common trend, trend of each group and individual trends. The applicability of the model is shown by simulation studies. In addition the practical application is provided by using stock price data.

    DOI： 10.14864/fss.28.0_761

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  • Generalized fuzzy trend model for multivariate time series

    subaru monobe, norio watanabe

    Proceedings of the Fuzzy System Symposium   28   751 - 754   2012

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    Language：Japanese   Publisher：Japan Society for Fuzzy Theory and Intelligent Informatics  

    Fuzzy trend models have been proposed to represent the trend in time-series.A model for multivariate time series is also provided. These models are based on fuzzification of the step function. Then a number of parameters may become large and the shape of trend becomes unnatural sometimes. In this study a generalized model is proposed for representing trend naturally by fewer parameters. An estimation method for the proposed fuzzy trend model is provided and its applicability is shown by simulation studies. A practical application to financial time series is also demonstrated.

    DOI： 10.14864/fss.28.0_751

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  • A statistical trend model based on a fuzzy system Reviewed

    N. Watanabe|r, S. Monobe

    Proceedings of International Statistical Institute 58th Session, 6pages   2011.8

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  • Indices of Nonlinearity and Predictability for Time Series Models Reviewed

    N. Watanabe, K. Yokoyama

    19th International Conference on Computational Statistics, Book of Abstracts   335   2010.8

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  • A multivariate fuzzy trend model for analysis of common and individual trends Reviewed

    M. Kuwabara, N. Watanabe

    Joint 4th International Conference on Soft Computing and Intelligent Systems and 9th International Symposium on advanced Intelligent Systems   110 - 114   2008.9

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  • A fuzzy trend model for analyzing trend of time series Reviewed

    N. Watanabe, M. Kuwabara

    The 18th COMPSTAT symposium: International Conference on Computational Statistics   983 - 990   2008.8

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  • ファジィトレンドモデルによる金融時系列データの解析 Reviewed

    桑原優美, 渡辺則生

    知能と情報（日本知能情報ファジィ学会誌）   20 ( 2 )   244 - 254   2008.4

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  • Computational indices of nonlinearity and predictability for stochastic nonlinear systems by neural networks Reviewed

    N. Watanabe

    Bulletin of the International Statistical Institute 56th Session   1 - 4   2007.8

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  • Correlation analysis of long-term financial time series by a fuzzy trend model Reviewed

    Notio Watanabe, Masami Kuwabara

    PROCEDINGS OF THE 11TH IASTED INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND SOFT COMPUTING   63 - 67   2007

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：ACTA PRESS ANAHEIM  

    A method for analyzing multivariate financial time series such as stock returns is considered by introducing a fuzzy trend model. A fuzzy trend model is based on fuzzy if then rules and suitable for financial time series. The fuzzy trend model proposed in this note is for multivariate time series. This model provides a correlation analysis method for trends of long-term series. Such analysis cannot be achieved by usual models. Applicability of the proposed model is shown by applying to real time series data.

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  • 暗号に用いる乱数の統計的検定法 Reviewed

    藤井光昭, 竹田裕一, 渡邊則生, 鎌倉稔成, 杉山高一

    日本統計学会誌   35-J ( 2 )   181 - 199   2006.3

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    Language：Japanese   Publishing type：Research paper (scientific journal)  

    Rukhin et al. (2000) proposed 16 methods for statistical testing of randomness for cryptographic applications. We examined some of these methods from statistical point of view. In 16 methods, the autocorrelation test was not included. In this paper, we introduce these 16 methods briefly, point out some problems related to these methods by a practical example and show that the autocorrelation test is also important for cryptographic applications. We give some remarks on Binary matrix rank test and Template matching test, and our proposal.

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    Other Link： http://dl.ndl.go.jp/info:ndljp/pid/10823047

  • Statistical test of randomness for cryptographic applications

    M. Huzii, Y. Takeda, N. Watanabe, T. Kamakura, T. Sugiyama

    CHUO-MATH   ( 62 )   2006.2

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  • A fuzzy trend model for long-term financial time series and its identification Reviewed

    Masarni Kuwabara, Norio Watanabe

    NAFIPS 2006 - 2006 ANNUAL MEETING OF THE NORTH AMERICAN FUZZY INFORMATION PROCESSING SOCIETY, VOLS 1 AND 2   426 - +   2006

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

    The identification problem of a fuzzy trend model is considered for long-term financial time series such as stock returns. The fuzzy trend model is based on fuzzy if-then rules. Usually the level of time series is assumed to be constant when the ARCH or GARCH model, which is the typical model for financial time series, is fitted to time series. However this assumption does not hold for the long-term time series. The fuzzy trend model permits the changing level by introducing the latent variables. The applicability of the proposed modeling procedure is considered by a simulation study and the practical analysis is achieved for the real time series.

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  • A fuzzy model for long-term financial time series Reviewed

    N Watanabe, M Kuwabara

    Proceedings of the Ninth IASTED International Conference on Artificial Intelligence and Soft Computing   76 - 81   2005

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：ACTA PRESS  

    A time series model based on fuzzy if-then rules is introduced for long-term financial time series such as stock returns. Usually the level of time series is assumed to be constant when the ARCH or GARCH model is fitted to time series. However this assumption does not hold for the long-term time series. The proposed model permits the changing level by introducing the latent variables. The applicability of the proposed model is considered by applying to real time series, and the possibility of the detailed economical analysis is discussed by using estimated latent variables.

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  • A fuzzy model for financial time series Reviewed

    N Watanabe, T Imaizumi, T Kikuchi

    Proceedings of the Eighth IASTED International Conference on Artificial Intelligence and Soft Computing   132 - 137   2004

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：ACTA PRESS  

    A time series model based on fuzzy if-then rules is introduced for financial time series such as stock returns. The proposed model is an application of the Takagi-Sugeno's fuzzy system and has similar properties to ARCH and GARCH models. However, the model is for the series itself, while the ARCH or GARCH model is for the volatility. Therefore the prediction of the series can be considered by the model. The applicability of the proposed model is considered by applying to real time series.

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  • A fuzzy rule based time series model Reviewed

    N Watanabe

    NAFIPS 2004: ANNUAL MEETING OF THE NORTH AMERICAN FUZZY INFORMATION PROCESSING SOCIETY, VOLS 1AND 2   936 - 940   2004

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

    A time series model based on fuzzy if-then rules is introduced and its estimation problem is considered. The proposed model is an application of the Takagi-Sugeno's fuzzy system and is a generalization of the threshold autoregressive model for time series. The applicability of the proposed model is considered by applying to real time series.

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  • Architecture selection of multilayered neural networks in data analysis Reviewed

    N. Watanabe, T. Kikuchi

    Proceedings of the IASTED International Conference of Artificial Intelligence and Applications   654 - 659   2003.9

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  • Fuzziness indices for fuzzy clustering Reviewed

    N Watanabe

    PROCEEDINGS OF THE 12TH IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS 1 AND 2   1455 - 1458   2003

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

    Some indices of fuzziness are introduced for providing helpful information in fuzzy clustering. These indices play an auxiliary role in fuzzy clustering and can be used for deciding the number of clusters by combining with another criterion. Numerical examples are given for demonstrating how these indices can be applied.

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  • Architecture selection of neural networks

    N.Watanabe, T.Kikuchi

    Proceedings of the 4th ARS Conference of the IASC   96 - 99   2002.12

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  • Fuzzy modeling by hyperbolic fuzzy k-means clustering Reviewed

    N Watanabe

    PROCEEDINGS OF THE 2002 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOL 1 & 2   1528 - 1531   2002

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

    A parameterized Takagi-Sugeno's model is proposed by introducing the classification function used in the hyperbolic fuzzy k-means method, and an identification procedure of this model is presented by applying the hyperbolic fuzzy k-means.

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  • Fuzzy k-means clustering with crisp regions Reviewed

    N Watanabe, T Imaizumi

    10TH IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS 1-3   Vol.1 ( P064 )   199 - 202   2001

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

    A new fuzzy k-means clustering method is proposed by introducing crisp regions of clusters. Boundaries of the regions are determined by hyperbolas and membership values are given by one or zero in each region. The area between crisp regions is a fuzzy region, where membership values are proportional to distances to crisp regions. A new method is a direct extension of the traditional hard k-means.

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  • A hyperbolic fuzzy k-means clustering and algorithm for neural networks Reviewed

    N Watanabe, T Imaizumi, T Kikuchi

    DATA ANALYSIS, CLASSIFICATION, AND RELATED METHODS   77 - 82   2000

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    Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：SPRINGER-VERLAG BERLIN  

    A new fuzzy k-means clustering algorithm is proposed by introducing crisp regions of clusters. Boundaries of the regions are determined by hyperbolas and membership values are given by one or zero in each region. The area between crisp regions is a fuzzy region, where membership values are proportional to distances to crisp regions. Though the traditional hard k-means is a limit of the usual fuzzy k-means, results of the latter are fuzzy and then are not the same as results of the former. On the other hand a new method can produce the same results as those by the hard k-means. An algorithm for neural networks is given and a numerical example is illustrated.

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  • On least squares methods in fuzzy modeling Reviewed

    N.Watanabe, T.Imaizumi

    Proceedings of Seventh IFSA World Congress(Prague)   II   336 - 341   1997.6

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：IFSA' 97 Prague  

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  • Fuzzy random variables and statistical inference Reviewed

    渡辺 則生

    日本ファジィ学会誌   8 ( 5 )   908 - 917   1996.10

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：日本ファジィ学会  

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  • ファジィクラスタリングと局所的重み付き回帰によるファジィモデリング Reviewed

    渡辺 則生

    日本ファジィ学会誌   8 ( 5 )   918 - 927   1996.10

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：日本ファジィ学会  

    A method of identification from input-output data is proposed for a fuzzy model in which the premise part of an if-then rule has a generalized form of the Takagi-Sugeno's fuzzy model This method consists of locally weighted regression for each observation and fuzzy clustering with respect to sample regression coefficients. Efficacy of the proposed method is demonstrated through numerical examples and an application to real data.

    DOI： 10.3156/jfuzzy.8.5_918

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  • ロジスティックモデルの重み付き最小二乗推定量について

    曹圭錫, 渡辺則生

    中央大学理工学部紀要   38 ( 38 )   127 - 133   1996.3

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    Language：Japanese   Publisher：中央大学理工学部  

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  • ファジィ数量化1類におけるファジィ群について Reviewed

    渡辺則生

    日本ファジィ学会誌   7 ( 6 )   1283 - 1287   1995.12

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：日本ファジィ学会  

    Roles of the fuzzy group in the fuzzy quantification method 1 are studied using the linear regression model. First, relationship between the fuzzy group and linear approximation of a nonlinear model is discussed. Secondly, it is pointed out that the fuzzy group should be related to error varianves of the linear regression model, and effect of fuzzy group data on regression analysis is studied by computer simulation.

    DOI： 10.3156/jfuzzy.7.6_1283

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  • A statistical method for estimating membership functions Reviewed

    N.Watanabe

    Japanese J. Fuzzy Theory and Sysytems   5 ( 4 )   589 - 601   1994.4

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：Allerton Press  

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  • Fuzzified statistical model selection Reviewed

    N.Watanabe

    Japanese J. Fuzzy Theory and Sysytems   5 ( 6 )   925 - 936   1994.4

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：Allerton Press  

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  • ファジィ化された統計的モデル選択 Reviewed

    渡辺則生

    日本ファジィ学会誌   5 ( 6 )   1372 - 1382   1993.12

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：日本ファジィ学会  

    The procedure of a statistical model selection is extended by introducing fuzziness into the optimization of a criterion. First, statistical properties of the proposed fuzzy model selection method are shown. Secondly, the fuzzy model selection is applied to the order determination of a time series model and to the estimation of unknown parameters of the normal distribution. The prediction of a time series using the fuzzy model selection is also discussed.

    DOI： 10.3156/jfuzzy.5.6_1372

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  • Note on estimation of a membership function in a group Reviewed

    N.Watanabe, T.Imaizumi

    First Asian Fuzzy Systems Symposium   636 - 641   1993.11

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：National Univ. of Singapore  

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  • 統計的時系列分析の現状と展望 Reviewed

    藤井光昭

    日本統計学会誌   22 ( 3 )   375 - 411   1993.9

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：日本統計学会  

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  • 統計的方法によるメンバシップ関数の推定 Reviewed

    渡辺則生

    日本ファジィ学会誌   5 ( 4 )   816 - 826   1993.8

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：日本ファジィ学会  

    A problem on estimation of a membership function is formulated as to estimate the expected value of a fuzzy random variable. This formulation makes it possible to discuss the estimation problem objectively. First it is shown that fuzziness can be estimated when information of individual membership functions is available. Secondly a statistical method is proposed for estimation and applied to a practical example. Moreover it is pointed out that a method based on frequency obtained from repeated measurement, one of the former methods, cannot be demonstrated its reasonability.

    DOI： 10.3156/jfuzzy.5.4_816

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  • A fuzzy statistical test of fuzzy hypotheses Reviewed

    N.Watanabe, T.Imaizumi

    Fuzzy Sets and Systems   53 ( 2 )   167 - 178   1993.4

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：IFSA  

    DOI： 10.1016/0165-0114(93)90170-M

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  • A statistical model for fuzzy data Reviewed

    N.Watanabe, T.Imaizumi

    Japanese J. Fuzzy Theory and Sysytems   3 ( 4 )   301 - 313   1992.4

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  • グルーピングデータおよびファジィデータの統計的モデル

    渡辺則生

    中央大学理工学部紀要   34 ( 34 )   235 - 246   1992.3

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    Language：Japanese   Publisher：中央大学理工学部  

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  • On a Statistical Model for Fuzzy Data Reviewed

    WATANABE Norio, IMAIZUMI Tadashi

    Journal of Japan Society for Fuzzy Theory and Systems   3 ( 4 )   755 - 766   1991

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：Japan Society for Fuzzy Theory and Intelligent Informatics  

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    DOI： 10.3156/jfuzzy.3.4_131

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  • S-P表に基づくテストの信頼係数について Reviewed

    横山英明, 渡辺則生, 菊地登志子

    自治医大紀要   12   61 - 67   1989.11

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：自治医科大学  

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  • 中学、高校における身体活動が大学生の体力に及ぼす影響 Reviewed

    渡辺則生

    自治医大紀要   12   179 - 185   1989.11

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：自治医科大学  

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  • 比・率データに対する重み付き相関係数 Reviewed

    渡辺則生, 横山英明

    日本公衆衛生雑誌   36 ( 5 )   294 - 300   1989.5

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：日本公衆衛生学会  

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    Other Link： http://search.jamas.or.jp/link/ui/1991180304

  • S-P表分析指標の統計的性質(Ⅱ) Reviewed

    横山英明, 渡辺則生, 菊地登志子

    自治医大紀要   11   23 - 41   1988.10

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：自治医科大学  

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  • Distribution of weighted correlation coefficient between ratios or rates :Under the normality assumption Reviewed

    N.Watanabe, H.Yokoyama

    J. Japan Statist. Soc.   18 ( 1 )   65 - 70   1988.6

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：日本統計学会  

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  • S-P表分析指標の統計的性質 Reviewed

    横山英明, 渡辺則生, 菊地登志子

    自治医大紀要   10   55 - 67   1987.10

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  • PROSTHETIC REPLACEMENT OF THE SUPERIOR VENA-CAVA TREATED WITH ANTIPLATELET AGENTS Reviewed

    T HASEGAWA, S HASEGAWA, K FUKUSHIMA, N WATANABE, H YOKOYAMA

    SURGERY   102 ( 3 )   498 - 506   1987.9

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：MOSBY-YEAR BOOK INC  

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  • On the estimation error of the Kalman filter with unknown parameters Reviewed

    N.Watanabe

    J. Japan Statist. Soc.   17 ( 1 )   61 - 73   1987.6

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：日本統計学会  

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  • On the strong consistency of maximum likelihood estimators for a linear system Reviewed

    N.Watanabe

    Tensor, N. S.   46   108 - 116   1987.4

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  • On the parameter estimation for an explosive process Reviewed

    N.Watanabe

    J. Japan Statist. Soc.   16 ( 2 )   123 - 131   1986.12

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    CiNii Books

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  • 多肢選択試験における項目分析指標について Reviewed

    横山英明, 渡辺則生, 菊地登志子

    自治医大紀要   9   11 - 20   1986.11

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  • NOTE ON THE KALMAN FILTER WITH ESTIMATED PARAMETERS Reviewed

    N. Watanabe

    Journal of Time Series Analysis   6 ( 4 )   269 - 278   1985

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    Abstract. State estimation and prediction problems are considered for a stochastic process represented by a state space form which involves unknown parameters. We first study the stability of the Kalman filter corresponding to the state space form without assuming the stationarity of the process. Second, we consider the state estimation and prediction when the process is stationary, and show some asymptotic properties of the state estimates and predicted values obtained by the Kalman filter with estimated parameters which converge to the true parameters or to the equivalent classes of the true parameters with probability one. Copyright © 1985, Wiley Blackwell. All rights reserved

    DOI： 10.1111/j.1467-9892.1985.tb00415.x

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Books

  • ファジィ時系列解析 統計学 One Point 8

    渡辺則生（ Role： Sole author）

    共立出版  2018.7 

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  • International Encyclopedia of Statistical Science

    E. Miodrag Lovric（ Role： Joint translator）

    丸善  2018 

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    Language：Japanese   Book type：Dictionary, encyclopedia

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  • ソフトコンピューティングと時系列解析

    渡辺則生（ Role： Sole author）

    シーエーピー出版  2003.10 

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    Total pages：148   Language：Japanese   Book type：Scholarly book

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  • 入門時系列解析と予測

    逸見功, 田中稔, 宇佐美嘉弘, 渡辺則生訳（ Role： Sole translator）

    CAP出版  2000.7 

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  • 「理工学辞典」（1859p.）項目執筆

    東京理科大学理工学辞典編集委員会編（ Role： Contributor）

    日刊工業新聞社  1996.3 

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  • 「統計学辞典」(1185p.)項目執筆

    編集委員代表, 竹内啓（ Role： Sole author）

    東洋経済新報社  1989.12 

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  • 「MARUZEN 物理学大辞典」(1560p.)のうち、「微分」ほか4項目訳出

    物理学大辞典編集委員会, 二郎（ Role： Sole author）

    丸善  1989.6 

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  • 「医学情報学実習書(1988年度版)」(140p.)

    横山英明, 渡辺則生（ Role： Sole author）

    松井ピテオ印刷  1988.4 

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MISC

  • ファジィと統計学

    渡辺則生

    知能と情報（日本知能情報ファジィ学会誌）   31 ( 3 )   59 - 64   2019.6

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  • 暗号に用いる乱数列の性質と暗号解読に関する検討

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生

    統計関連学会連合大会講演報告集   2019   2019

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  • 連の検定とNon-overlapping template matching testを用いた暗号解読に関する検討

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成

    統計関連学会連合大会講演報告集   2018   2018

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  • 統計学の観点から見た暗号解読に関する定義について

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成

    統計関連学会連合大会講演報告集   2017   2017

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  • Modified method for identification of template using non-overlapping template matching test

    116 ( 35 )   1 - 4   2016.5

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  • Non-overlapping template matching testを用いたテンプレートの同定の改善について

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成

    統計関連学会連合大会講演報告集   2015   2015

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  • Identification of the template using the modified non-overlapping template matching test

    TAKEDA Yuichi, HUZII Mituaki, KAMAKURA Toshinari, WATANABE Norio

    Technical report of IEICE. ISEC   114 ( 380 )   7 - 10   2014.12

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    We proposed the method for identification of the template by using the modified non-overlapping tem-plate matching test. And success.ratio depends on the combination of pattern used in test and template which should be identified. Because by simulation study, success.ratio's are low for some templates and some patterns, we try to improve the method of identification.

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  • Non-overlapping Template Matching Testにおける対立仮説の下でのTemplate数の分布について

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成

    統計関連学会連合大会講演報告集   2014   2014

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  • Difference of the detection rate of the template in the modified non-overlapping template matching test

    TAKEDA Yuichi, HUZII Mituaki, KAMAKURA Toshinari, WATANABE Norio

    Technical report of IEICE. ISEC   113 ( 342 )   21 - 23   2013.12

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    In the modified non-overlapping template matching test that we have proposed, we can find some differences in the behaviors of success-ratio among templates. And these differences are caused by the patterns which are embedded. To investigate this cause, we derive the distribution under the null and alternative hypotheses of the number of occurrences of the template.

    CiNii Books

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  • Non-overlapping Template Matching Testにおける統計量の漸近分布

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成

    統計関連学会連合大会講演報告集   2013   2013

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  • Improvement of Non-overlapping template matching test by using Kolmogorov-Smirnov one-sided test

    TAKEDA Yuichi, HUZII Mituaki, KAMAKURA Toshinari, WATANABE Norio

    Technical report of IEICE. ISEC   112 ( 39 )   1 - 4   2012.5

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    We propose an improvement of Non-overlapping template matching test by using Kolmogorov-Smirnov one-sided test. And moreover we suggest the method for the identification of the template.

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  • 片側検定を用いたNon-overlapping Template Maching Testの改善とその応用

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成

    統計関連学会連合大会講演報告集   2012   2012

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  • 片側検定を用いたNon-overlapping Template Maching Testの改善法について

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生

    統計関連学会連合大会講演報告集   2011   2011

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  • Comparison between NIST template matching template test and our modified test

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生

    電子情報通信学会技術研究報告   110 ( 337(ISEC2010 65-71) )   2010

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  • The Suggestion of Corrected Non-overlapping Template Matching Test

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生, 杉山高一

    電子情報通信学会技術研究報告   110 ( 44(ISEC2010 1-9) )   2010

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  • Corrected Non-overlapping Template Matching Test

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生, 杉山高一

    電子情報通信学会技術研究報告   109 ( 42(ISEC2009 1-14) )   2009

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  • テンプレート適合度検定におけるテンプレートの選択について

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成, 杉山高一

    統計関連学会連合大会講演報告集   2009   2009

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  • テンプレート適合度検定におけるテンプレート選択について

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成, 杉山高一

    統計関連学会連合大会講演報告集   2008   2008

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  • 相関に関する検定と暗号に用いられる乱数検定について

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成, 杉山高一

    統計関連学会連合大会講演報告集   2007   2007

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  • Tests of Random Number and Autocorrelation Test for Cryptographic Applications

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生, 杉山高一

    電子情報通信学会技術研究報告   107 ( 397(ISEC2007 112-128) )   2007

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  • Autocorrelation Test of Binary Sequence for Cryptographic Applications

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生, 杉山高一

    電子情報通信学会技術研究報告   106 ( 411(ISEC2006 101-114) )   2006

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  • 相関に関する検定の比較とNIST SP-800-22の乱数検定

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成, 杉山高一

    統計関連学会連合大会講演報告集   2006 ( CD-ROM )   2006

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  • 暗号で用いる乱数の検定方法について

    竹田裕一, 鎌倉稔成, 藤井光昭, 渡辺則生

    統計関連学会連合大会講演報告集   2005   2005

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  • The problem of template matching test in the testing randomness by NIST

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡辺則生, 杉山高一

    電子情報通信学会技術研究報告   105 ( 484(ISEC2005 110-120) )   2005

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  • 理工学部だより

    渡辺則生

    草のみどり   94   50   1996.3

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  • Fuzzy Random Variables

    渡辺則生

    日本ファジィ学会誌   5 ( 4 )   42 - 43   1993.8

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  • ファジィ理論(教養講座)

    渡辺則生

    草のみどり   64   23 - 25   1993.3

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  • カルマンフィルタによる共通成分の推定

    渡辺則生

    統計数理研究所共同研究リポート   39   1 - 7   1992.10

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  • 統計モデルによる翌日最大電力の予測

    小野賢治, 今泉忠, 渡辺則生

    TIMIS JOURNAL   21   1 - 13   1992.2

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  • 『理科系の作文技術』

    渡辺則生

    CUL中央大学図書館だより   131   1991.10

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    Language：Japanese   Publishing type：Book review, literature introduction, etc.   Publisher：中央大学図書館  

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  • 独占禁止法第25に基づく損害額賠償請求訴訟における損害額の算定方法等について（全17頁）

    独占禁止法違反行為に係る損害額算定方法に関する研究会

    1991.5

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  • 非定常過程の予測について

    渡辺則生

    統計数理研究所共同研究リポート   21   11 - 26   1989.11

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  • 「パソコンを主とした情法機器の導入によるへき地医療活動支援システムに関する研究」共著

    横山英明

    昭和62年度へき地医療の開発に関する啓発研究   145 - 171   1987.4

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  • 「パソコンを主とした情法機器の導入によるへき地医療活動支援システムに関する研究」共著

    横山英明

    昭和61年度へき地医療の開発に関する啓発研究   83 - 102   1986.4

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  • 「へき地における医療施設充足度と死亡率との関連に関する研究」共著

    横山英明

    昭和60年度へき地医療の開発に関する啓発研究   180 - 204   1985.4

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Presentations

  • A generalization of the k-means method for trends of time series

    Norio Watanabe

    20th Applied Stochastic Models and Data Analysis International Conference  2023.6 

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  • Fuzzy data analysis and fuzzy directional data International conference

    N. Watanabe

    18th Applied Stochastic Models and Data Analysis International Conference Florence, Italy  ( Florence, Italy )   2019.6 

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  • 連の検定とNon-overlapping template matching testを用いた暗号解読に関する検討

    竹田裕一, 藤井光昭, 渡邉則生, 鎌倉稔成

    2018年度統計関連学会連合大会  ( 東京 )   2018.9 

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  • Models for time series whose trend has local maximum and minimum values International conference

    N. Watanabe

    5th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop  ( Crete, Greece )   2018.6 

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  • On GARCH models with temporary structural changes

    Fumiaki Okihara

    17th Applied Stochastic Models and Data Analysis International Conference  2017.6 

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  • An intervention analysis based on the GARCH model

    Nagashima, M

    4th Stochastic Modeling Techniques and Data Analysis International Conference,|rn|Valetta, Malta  2016.6 

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  • Intervention analysis based on the GARCH model for stock returns

    Masaki Nagashima

    2015 Joint NZSA+ORSNZ Conference  2015.11 

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  • Non-overlapping template matching test を用いたテンプレートの同定の改善について

    竹田裕一, 藤井光昭, 鎌倉稔成

    2015年度統計関連学会連合大会  2015.9 

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  • Prediction by a fuzzy trend model for multivariate time series

    Erika Watanabe

    Applied Stochastic Models and Data Analysis 2015  2015.6 

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  • ファジィトレンドモデルによる予測について

    渡辺則生, 渡辺恵里華

    日本計算機統計学会  2014.11 

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  • Non-overlapping Template Matching Testにおける対立仮説の下での Template数の分布について

    竹田裕一, 藤井光昭, 鎌倉稔成, 渡邉則生

    2014年度統計関連学会連合大会  2014.9 

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  • Intervention analysis for volatility of stock returns based on the GARCH model

    Masaki Nagashima|rn|Norio Watanabe

    The 21st International Conference on Computational Statistics  2014.8 

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  • A fuzzy trend model for multivariate time series with seasonal components

    Erika Watanabe|rn|Norio Watanabe

    3rd Stochastic Modeling Techniques and Data Analysis International Conference  2014.6 

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  • Some fuzzy correlation coefficients for bivariate fuzzy data

    Norio Watanabe|rn|Erika Watanabe

    3rd Stochastic Modeling Techniques and Data Analysis International Conference  2014.6 

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  • Non-overlapping Template Matching Testにおける統計量の漸近分布

    竹田裕一

    2013年度統計関連学会連合大会  2013.9 

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  • A fuzzy correlation coefficient for bivariate fuzzy data

    E. Watanabe, K. Yamamoto

    ASMDA2013  2013.6 

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  • Decomposition of trends by a fuzzy trend model for multivariate time series

    Yasutaka Ohta

    Applied Stochastic Models and Data Analysis 2013  2013.6 

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  • A fuzzy correlation coefficient for bivariate fuzzy data

    Erika Watanabe|rn|Kyohei Yamamoto

    Applied Stochastic Models and Data Analysis 2013  2013.6 

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  • Decomposition of trends by a fuzzy trend model for multivariate time series

    Y. Ohta, E. Watanabe

    ASMDA 2013  2013.6 

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  • 多変量ファジィトレンドモデルの一般化

    物部昴

    第28回ファジィシステムシンポジウム|rn|講演論文集 pp. 751-754  2012.9 

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  • ファジィトレンドモデルによる多変量時系列の分解

    太田康貴

    第28回ファジィシステムシンポジウム|rn|講演論文集 pp. 761-766  2012.9 

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  • ２変量ファジィデータに対するファジィ相関係数

    山本恭平

    第28回ファジィシステムシンポジウム|rn|講演論文集 pp. 454-457  2012.9 

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  • 非線形確率システムにおける予測可能性と非線形性の指標について

    横山晃佑

    2010年度統計関連学会連合大会  2010.9 

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  • Estimation of average trajectory of nearly periodic motion

    The 60th annual New Zealand Statistical Association Conference  2009.9 

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  • 同一人物の複数脈波データに対する時系列モデリング

    阿波基文

    2009年度統計関連学会連合大会  2009.9 

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  • テンプレート適合度検定のおけるテンプレートの選択について

    竹田裕一, 藤井光昭, 鎌倉稔成, 杉山高一

    2009年度統計関連学会連合大会  2009.9 

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  • テンプレート適合度検定におけるテンプレート選択について

    竹田裕一, 藤井光昭, 渡辺則生, 鎌倉稔成, 杉山高一

    2008年度統計関連学会連合大会  2008.9 

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  • Multiple structural changes detection used a fuzzy trend model

    桑原優美, 渡辺則生

    日本計算機統計学会第２１回大会  2007.5 

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  • 指尖加速度脈波データの時系列モデリング

    西海宏樹, 渡辺則生

    2006年度統計関連学会連合大会  2006.9 

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  • 相関に関する検定の比較とNIST SP-800-22の乱数検定

    竹田裕一, 藤井光昭, 渡邊則生, 鎌倉稔成, 杉山高一

    2006年度統計関連学会連合大会  2006.9 

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  • ニューラルネットワークを用いた指尖脈波の時系列モデリング

    若林繁生, 渡邉則生

    2005年度統計関連学会連合大会  2005.9 

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  • ＡＲＣＨ,ＧＡＲＣＨモデルのある統計的特性について

    前田康智, 渡辺則生

    2005年度統計関連学会連合大会  2005.9 

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  • 暗号で用いる乱数の検定方法について

    竹田裕一, 鎌倉稔成, 藤井光昭, 渡邉則生

    2005年度統計関連学会連合大会  2005.9 

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  • ボラティリティの相関構造に関する研究

    茂木浩介, 渡辺則生

    第４回西東京統計研究会  2005.3 

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  • 長期にわたるリターンのファジィモデルを用いた時系列解析

    桑原優美, 渡辺則生

    第４回西東京統計研究会  2005.3 

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  • A study on models of stock returns for long terms

    桑原優美, 渡辺則生

    科研費基盤研究(B) シンポジウム 「多変量同時解析モデルと関数データ解析の応用」  2005.1 

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  • Fuzzy k-Means Clustering with Crisp Regions,

    N. Watanabe, T. Imaizumi

    The 10th IEEE International Conference on Fuzzy Systems, Melbourne.  2001.12 

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  • 時系列データにおける構造変化の有無の検出法について

    大木聡, 渡辺則生

    第６８回日本統計学会、札幌（講演報告集）  2000.7 

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  • A hyperbolic fuzzy k-means clustering and algorithm for neural networks

    N.Watanabe, T.Imaizumi, T.Kikuchi

    The 7th Conference of the IFCS,Namur,Belgium.(Program and abstracts)  2000.7 

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  • A fuzzy correlation coefficient for fuzzy random variables International conference

    N.Watanabe, T.Imaizumi

    The 8th IEEE International Conference on Fuzzy Systems  ( Seoul )   1999.8  The 8th IEEE International Conference on Fuzzy Systems

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  • 確率的カオスシステムについて

    渡辺則生

    TRIX Work Shop '99,多摩大学  1999.8 

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  • 時系列データによる相関次元推定法について

    茂刈聡, 渡辺則生

    第67回日本統計学会、岡山(講演報告集)  1999.7 

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  • 階層型ニューラルネットワークの構造決定について

    黛邦行, 渡辺則生

    第67回日本統計学会、岡山(講演報告集)  1999.7 

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  • Piecewise linear fuzzy random variables and their statistical application International conference

    N.Watanabe, T.Imaizumi

    The Third Asian Fuzzy Systems Symposium  ( Masan,Korea )   1998.6  The Third Asian Fuzzy Systems Symposium

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  • ファジィ確率変数の相関係数について

    渡辺則生

    講演論文集,第14回ファジィシステムシンポジウム、岐阜  1998.6 

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  • 時系列データによるリアプノフ指数の推定法について

    堀内浩治, 渡辺則生

    第65回日本統計学会,大阪 講演報告集,日本統計学会  1997.7 

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  • 重回帰分析におけるChow検定の拡張と応用

    渡辺 則生

    応用統計学会,札幌,講演予稿集  1996.12 

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  • 線形項を含むニューラルネットのモデル選択について

    渡辺 則生, 竹上 大介

    第64回日本統計学会,千葉,講演報告集,日本統計学会  1996.9 

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  • ファジィ情報のもとでの統計的決定問題について

    渡辺 則生, 佐々木 統一

    第12回ファジィシステムシンポジウム,東京,講演論文集,日本ファジィ学会  1996.6 

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  • Threshold ARモデルの固定－ファジィモデリングの応用

    渡辺則生

    第17回応用統計学会講演予稿集,応用統計学会  1995.10 

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  • ファジィ線形計画法における感度分析

    渡辺則生, 杉江浩之, 今泉忠

    第11回ファジィシステムシンポジウム講演論文集,日本ファジィ学会  1995.7 

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  • ニューラルネットによる時系列の予測について

    渡辺則生, 今泉忠

    第63回日本統計学会講演報告集,日本統計学会  1995.7 

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  • 競合型ニューラルネットワークによるクラスタリング

    菊地登志子

    第11回研究報告予稿集,日本分類学会  1994.12 

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  • あるファジィ線形計画法について

    渡辺則生, 杉江浩之, 今泉忠

    第10回ファジィシステムシンポジウム講演論文集,日本ファジィ学会  1994.6 

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  • あいまいな基準による次数推定と予測

    渡辺則生

    第61回日本統計学会講演報告集,日本統計学会  1993.7 

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  • あるファジィ回帰分析について

    渡辺則生, 今泉忠

    第9回ファジィシステムシンポジウム講演論文集,日本ファジィ学会  1993.5 

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  • 少年非行のパネルデータに対するモデルについて

    渡辺則生, 原田豊

    第60回日本統計学会講演報告集,日本統計学会  1992.7 

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  • 気象変量と時間変量に基づく最大電力予測モデル

    小野賢治, 今泉忠, 渡辺則生

    第27回OR学会春期研究発表会予稿集,日本OR学会  1992.4 

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  • 多変量時系列のカルマンフィルタによる共通成分の推定

    渡辺則生

    第5回応用経済時系列研究会報告集,応用経済時系研究会  1991.12 

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  • あいまいな仮説の検定について

    渡辺則生, 今泉忠

    第59回日本統計学会講演報告集,日本統計学会  1991.7 

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  • ファジィ確率変数による相関分析について

    渡辺則生, 菊地登志子, 今泉忠

    第7回ファジィシステムシンポジウム講演論文集,日本ファジィ学会  1991.6 

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  • 時系列的変動を考慮した回帰モデルの利用－翌日最大電力予測モデルの開発－

    小野賢治

    第3回応用経済時系列研究会報告集,応用経済時系研究会  1990.10 

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  • 比・率を含むデータの標本相関について

    渡辺則生

    第58回日本統計学会講演報告集,日本統計学会  1990.7 

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  • 比・率データに対する標本相関係数

    渡辺則生

    第57回日本統計学会講演報告集,日本統計学会  1989.7 

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  • 都道府県における比率データの相関

    渡辺則生, 横山英明

    日本公衆衛生雑誌,日本公衆衛生学会  1988.8 

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  • 比率データに対する重み付き相関係数の使用について

    渡辺則生, 横山英明

    日本衛生学雑誌,日本衛生学会  1988.4 

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  • 重み付き相関係数の分布について

    渡辺則生, 横山英明

    第7回医療情報学連合大会論文集,第7回医療情連合学大会組委員会  1987.11 

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  • 比・率データの重み付き相関係数

    渡辺則生, 横山英明

    日本公衆衛生雑誌,日本公衆衛生学会  1987.10 

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  • 集団健診受診行動の分析

    渡辺則生, 横山英明

    日本衛生学雑誌,日本衛生学会  1987.4 

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  • 2X2分割表と2変量2項分布

    渡辺則生, 今泉忠

    第3回研究報告予稿集,分類の理論とに関する研究  1986.12 

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  • 比・率データの相関分析

    渡辺則生, 横山英明

    第6回医療情報学連合大会論文集,第6回医療情学連合大会組委員会  1986.11 

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  • 重み付き相関係数について

    渡辺則生, 横山英明

    日本公衆衛生雑誌,日本公衆衛生学会  1986.10 

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  • 非定常時系列の予測誤差について

    渡辺則生

    第54回日本統計学会講演報告集,日本統計学会  1986.7 

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  • SMR 経年変化の相関分析

    渡辺則生, 横山英明

    日本衛生学雑誌,日本衛生学会  1986.4 

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  • 未知パラメータを含むシステムの状態推定について

    渡辺則生

    第52回日本統計学会講演報告集,日本統計学会  1985.7 

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  • 非定常線形システムのパラメータ推定について

    渡辺則生

    第52回日本統計学会講演報告集,日本統計学会  1984.7 

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  • 線形システムの状態推定について

    渡辺則生

    第51回日本統計学会講演報告集,日本統計学会  1983.7 

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  • 線形システムの最尤推定量について

    藤井光昭, 渡辺則生

    第50回日本統計学会講演報告集,日本統計学会  1982.7 

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▼display all

Awards

  • 著述賞

    2019.12   日本知能情報ファジィ学会  

    渡辺則生

Research Projects

  • Extended spatial point process and mathematical modesl of disasters

    Grant number：26240003  2014.4 - 2019.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  Chuo University

    Kamakura Toshinari

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    Grant amount： \40430000 （ Direct Cost: \31100000 、 Indirect Cost： \9330000 ）

    Some research results have been obtained for the extensions of point processes and mathematical models of disasters, analysis of disaster damage events using spatial time series, creation of global-scale disaster maps using satellite images, and hotspot analysis using echelon analysis. In particular, we developed a method to test line segment direction data for analysis of active faults. It was found that even for small samples the nominal significance level is close to the true significance level, and it was confirmed that the detection power is also high. We derived the approximate distribution of Rao's test, which is a test statistic of uniformity test for angular data . We verified the usefulness of the model using Poincare cone, which is useful as a comprehensive indicator of tsunami damage area and tsunami intensity.

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  • 映像コンテンツの価値評価システムの構築

    Grant number：19650066  2007 - 2009

    日本学術振興会  科学研究費助成事業  挑戦的萌芽研究  中央大学

    鎌倉 稔成, 庄司 裕子, 渡邉 則生

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    Grant amount： \3300000 （ Direct Cost: \3300000 ）

    映像コンテンツに関する評価履歴データに対してパラメトリックな潜在因子モデルを適用することによるレコメンドシステムにおける予測精度の検証と,評価性能の向上化を目指した統計モデルの改良を行った.ここで考えているレコメンドシステムは,評価データに基づいて消費者(ユーザ)に対して商品やサービス(アイテム)を個々に推薦をするというものである.ユーザとアイテム間の関係を確立するために,評価履歴データのようなユーザのアイテムに対する過去の行動情報を分析する手法として潜在因子モデルと近傍モデルの2つが挙げられる.潜在因子モデルがユーザとアイテムの両方を直接プロファイルするのに対し,近傍モデルではユーザとアイテム間の類似性を解析している.本年度は潜在因子モデルに注目し,Ho and Quinn(2008)が提案している潜在因子モデルを利用したパラメトリッグな回帰モデルを基礎としたベイズモデルの方法を利用した.
    映像コンテンツに関する評価データとして,「キネマ旬報」の評価データおよび米国のDVDレンタル会社Netflixの評価データを用いていた.キネマ旬報における総合評価とモデルによって推定した作品の潜在品質にはほとんど差異なく,その作品の潜在品質は,その作品を評価した評価者間の系統的差異すなわち評価者の評価における特徴(評価基準や品質識別力)をもとに決定されるということが分析結果として得られた.また,評価者の特徴は大きく2つ,多くの評価者がベスト10に選んでいる作品に対して,高い評価を与えるという識別力がある平均的な評価傾向の評価者と,多くの評価者がベスト10に選んでいる作品に対しては低い評価を与え,選んでいない作品に対しては評価をするという識別力がない個性的な評価傾向の評価者とに分類できることが判明した.

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  • 感性ロボティックス環境による共生的生活空間の創造

    2005.4 - 2007.3

    中央大学  中央大学共同研究費他 

    木下源一郎

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    Grant type：Competitive

    Grant amount： \7000000

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  • Portfolio Models for the Next Generation Fund Management

    Grant number：12480105  2000 - 2002

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B) 

    KONNO Hiroshi, WATANABE Norio, KAMAKURA Toshinari, UNO Takeaki, GOTOH Junya

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    Grant amount： \14100000 （ Direct Cost: \14100000 ）

    We conducted research on:
    (1) Algorithms for solving a minimal concave cost rebalancing problem.
    (2) Optimization of a long-short portfolio management.
    (3) Portfolio optimization using lower partial risk measures.
    These problems are formulated as nonconvex optimization problems and we demoostrated that these problems can be solved in an efficient manner by global optimization methodologies We believe that these accomplishments have much to do with portfolio optimization studies in the years to come.

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  • Quantitative Evaluation of Financial Risk

    Grant number：11558046  1999 - 2001

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B) 

    KONNO Hiroshi, WATANABE Norio, KAMAKURA Toshinari, UNO Takeaki, GOTOH Junya

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    Grant amount： \13100000 （ Direct Cost: \13100000 ）

    1. Failure Discriminant Analysis
    2. Estimation of Failure Probability
    3. Bounding Option Price
    4. Maximal Predictability Portfolio
    5. Pricing Derivatives by Simulation
    6. Global Optimization Methods for Financial Optimization
    7. Business Method Patent for Financial Engineering
    8. Algorithm for Semi-Definite Programming Arising in Financial Optimization

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  • 疫学情報の視覚的高度表現・解析システムの開発に関する研究

    Grant number：01480209  1989 - 1991

    日本学術振興会  科学研究費助成事業  一般研究(B)  自治医科大学

    横山 英明, 渡辺 則生, 根岸 聖一, 藤田 委由

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    Grant amount： \5300000 （ Direct Cost: \5300000 ）

    本研究は主要死因や原因不明疾患等の地理的・時間的疫学像の視覚的観察が容易なシステムを研究開発し、疫学情報の高度利用と新たな知見を得る手段が拡張されることを目指すものであり、「(1)主要死因別の標準化死亡比(SMR)地図、(2)川崎病患者発生の疫学地図」の2テ-マに即して、前年度までの研究を継続実施して行った。
    (1)主要死因別の標準化死亡比(SMR)地図の表現システムの開発部分は、人口密度による重み付けの平滑化を行う距離の重みパラメ-タの最適値を求める部分を前年度に引続き実施し、ほぼ適当な結果を得た。そして、種々の表示条件(時間の経過や類似死亡パタ-ンを有する傷病間の比較観察や表現方法の指定)に対してシステムを操作し、また、死因別SMRデ-タを増やして観察例を豊富にすること等を目指して、従来の単体デバッグが済んだ各プログラムモジュ-ルを、まずバッチ的に連携動作を行う総合テストに着手したが、研究時間の都合で完了せず、従って対話型の部分の開発は予定通りには進捗しなかった。しかし、定式化したアルゴリズム等には特に問題がなさそうなので、遠からず完了する見通しが得られている。
    (2)現在に至るも原因不明の心児疾患である川崎病の全国患者発生状況を適切に地図表現する「川崎病患者発生の疫学地図」部分の研究を継続実施した。特に、地理的な患者発生状況の特徴が、時間の流れと共にダイナミックに観察できるようにする部分を重点的に行い、また、罹患率と共に、本申請者が考案した少数発生疾患の時間集積性の解析結果を、テ-マ(1)と類似した手法で地図表現する方法の開発も行い、本病発生の体系的な疫学的観察の一つの基礎を作ることを目的に実施した。しかし(1)と同様に描画スピ-ドが種々の処理を対話型で動的に行うには問題があること、適切な濃淡階調を自動的に行うのが困難であること、またモジュ-ル間の総合テストが不十分であること等により、当初の予定通りの完了をみるには至っていないが、遠からず以上の点をできるだけ改善して研究を完了させる予定である。

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  • Study on time-space clustering indix for rare incidence disease and its application to epidemiology.

    Grant number：61570278  1986 - 1987

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for General Scientific Research (C)  Jichi Medical School

    YOKOYAMA H., WATANABE N.

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    Grant amount： \2000000 （ Direct Cost: \2000000 ）

    In epidemiology of desease of unknown etiology, existence of temporal clustering and space clustering in incidence comes into question. The first puropose of this study is to propose a statistical index, which is called as the time-space clustering index, in order to judge whether space-time clustering exists in the incidence of rare incidence disease or not. The next is to study properties of this index, and to clarify its validity by applying to epidemiological data. Our results are summarized as follow.
    1. We considered the homogenious model and proporsed space-time clustering indices which are deterimined by three metric functions respectively, by expanding the space clustering index and the temporal clustering index which are preiviously obtained. We can apply these indices to epidemiological data by considering the population of patients.
    2. We studied the properties of these indices by the method of computer simulation for small models, and the three metric functions are compared. Consequently, these statistical indices can be approximated by the chi-square distribution for large population or large space. It is also clarified that we can transform these indices to be normally distributed approximately.
    3. We applied these indices to epidemiological data of Kawasaki disease at two areas between 1977 to 1984, and we found time-space clustering in 1979 and 1982.

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