著者

松浦 真也

出版者

日本シミュレーション学会

雑誌

シミュレーション (ISSN:02859947)

巻号頁・発行日

vol.26, no.2, pp.107-111, 2007-06-15

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We have developed an original method for the analysis of various time series. One of the characteristic features of our method is that it does not assume any specific time series model beforehand. Instead, we derive important qualitative properties of the given time series objectively. This kind of approach leads to the concept of "universal modeling of time series". In this article, we briefly introduce our method from the viewpoint of universal modeling and simulations.