Change Direction Filtering Method of Nonstationary Time Series Using an Improved Sine Wave Indicator-Reference-Cited by-同舟云学术

Change Direction Filtering Method of Nonstationary Time Series Using an Improved Sine Wave Indicator

Published:2021-08-01 Issue:8 Volume:141 Page:927-939
ISSN:0385-4221
Container-title:IEEJ Transactions on Electronics, Information and Systems
language:en
Short-container-title:IEEJ Trans.EIS

Author:

Yoshida Hirokazu¹

Affiliation:

1. Graduate School of Cultural Sciences, The Open University of Japan

Publisher

Institute of Electrical Engineers of Japan (IEE Japan)

Subject

Electrical and Electronic Engineering

Link

https://www.jstage.jst.go.jp/article/ieejeiss/141/8/141_927/_pdf

Reference24 articles.

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2. 北川源四郎・佐藤整尚：「非線形・非ガウス型状態空間モデルと確率的ボラティリティの推定」, 応用数理, Vol. 11, No. 4, p. 272 (2001)

3. (2) 鈴木康平・佐々木邦明：「ボラティリティに着目した高速道路の非周期的変動の時系列分析」, 土木計画学研究, Vol. 72, No. 5, p. 1313 (2016)

4. (3) 橋本次郎：「時系列モデルはどれだけ為替レート変動を予測できるか」, 新潟産業大学経済学部紀要, No. 39, p. 11(2011)

5. (4) J. F. Ehlers : Cycle Analytics for Traders: Advanced Technical Trading Concepts, Wiley, pp. 159-164 (2013)

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1. Nonstationary time series change direction forecast method using improved leading indicator;Electronics and Communications in Japan;2023-08-30

2. 改良型先行インディケータを用いた非定常時系列の変化方向予測法;IEEJ Transactions on Electronics, Information and Systems;2023-05-01