エージェントベースシミュレーションを用いた国際排出権取引市場における時系列データの分類法の提案  [in Japanese] Proposal of Classification Method of Time Series Data in International Emissions Trading Market Using Agent-based Simulation  [in Japanese]

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Author(s)

Abstract

This paper proposes the classification method using Bayesian analytical method to classify the time series data in the international emissions trading market depend on the agent-based simulation and compares the case with Discrete Fourier transform analytical method. The purpose demonstrates the analytical methods mapping time series data such as market price. These analytical methods have revealed the following results: (1) the classification methods indicate the distance of mapping from the time series data, it is easier the understanding and inference than time series data; (2) these methods can analyze the uncertain time series data using the distance via agent-based simulation including stationary process and non-stationary process; and (3) Bayesian analytical method can show the 1% difference description of the emission reduction targets of agent.

Journal

  • Transactions of the Society of Instrument and Control Engineers

    Transactions of the Society of Instrument and Control Engineers 46(9), 555-561, 2010-09-30

    The Society of Instrument and Control Engineers

References:  17

Codes

  • NII Article ID (NAID)
    10026688067
  • NII NACSIS-CAT ID (NCID)
    AN00072392
  • Text Lang
    JPN
  • Article Type
    ART
  • ISSN
    04534654
  • NDL Article ID
    10847351
  • NDL Source Classification
    ZM11(科学技術--科学技術一般--制御工学)
  • NDL Call No.
    Z14-482
  • Data Source
    CJP  NDL  J-STAGE 
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