Tomomichi Nakamura Toshihiro Tanizawa Michael Small
PHYSICAL REVIEW E 93(3) 032323 2016年3月 [査読有り]
We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test ...
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 420 179-189 2015年2月 [査読有り]
We investigate possible origins of the trends in financial markets, where trend we refer to as is a relatively long-term fluctuation observed in price change (price movement), using a simple deterministic threshold model that contains no external ...
David M. Walker Antoinette Tordesillas Tomomichi Nakamura Toshihiro Tanizawa
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 87(3) 2013年3月 [査読有り]
We employ a recent technique for building complex networks from time series data to construct a directed network embodying time structure to collate the predictive properties of individual granular sensors in a series of biaxial compression tests....
David M. Walker Antoinette Tordesillas Tomomichi Nakamura Toshihiro Tanizawa
PHYSICAL REVIEW E 87(3) 032203 2013年3月 [査読有り]
We employ a recent technique for building complex networks from time series data to construct a directed network embodying time structure to collate the predictive properties of individual granular sensors in a series of biaxial compression tests....
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 391(20) 4704-4710 2012年10月 [査読有り]
We propose a method of constructing a network, in which its time structure is directly incorporated, based on a deterministic model from a time series. To construct such a network, we transform a linear model containing terms with different time d...
大学本部
情報科学研究科