{"_buckets": {"deposit": "e0042d54-6cf6-4fa1-b841-7b83c9ff0d66"}, "_deposit": {"created_by": 1, "id": "774", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "774"}, "status": "published"}, "_oai": {"id": "oai:ir.soken.ac.jp:00000774", "sets": ["17"]}, "author_link": ["0", "0", "0"], "item_1_biblio_info_21": {"attribute_name": "書誌情報（ソート用）", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2006-03-24", "bibliographicIssueDateType": "Issued"}, "bibliographic_titles": [{}]}]}, "item_1_creator_2": {"attribute_name": "著者名", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "王, 健歡"}], "nameIdentifiers": [{"nameIdentifier": "0", "nameIdentifierScheme": "WEKO"}]}]}, "item_1_creator_3": {"attribute_name": "フリガナ", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "オウ, ケンカン"}], "nameIdentifiers": [{"nameIdentifier": "0", "nameIdentifierScheme": "WEKO"}]}]}, "item_1_date_granted_11": {"attribute_name": "学位授与年月日", "attribute_value_mlt": [{"subitem_dategranted": "2006-03-24"}]}, "item_1_degree_grantor_5": {"attribute_name": "学位授与機関", "attribute_value_mlt": [{"subitem_degreegrantor": [{"subitem_degreegrantor_name": "総合研究大学院大学"}]}]}, "item_1_degree_name_6": {"attribute_name": "学位名", "attribute_value_mlt": [{"subitem_degreename": "博士（学術）"}]}, "item_1_description_1": {"attribute_name": "ID", "attribute_value_mlt": [{"subitem_description": "2006035", "subitem_description_type": "Other"}]}, "item_1_description_12": {"attribute_name": "要旨", "attribute_value_mlt": [{"subitem_description": "This thesis summarizes statistical analysis of some multivariate heteroscedastic\u003cbr /\u003e time series data, including 2 sets of data from physiological experiments and\u003cbr /\u003e 2 sets of EEG data about anaesthesia and coma.\u003cbr /\u003e　　The aim of this thesis is to provide a statistical tool for analyzing multi-\u003cbr /\u003evariate data which contains non-stationary and heteroscedastic characteristics.\u003cbr /\u003e　　The main contribution of this thesis is that we combine the linear state\u003cbr /\u003e space model and GARCH model to develop a state space-GARCH model.\u003cbr /\u003eThe state space-GARCH model can describe the non-stationary characteristics\u003cbr /\u003e of the system noise variance. In particular we adopt a special structure of\u003cbr /\u003e the linear state space model to decompose a data into components by their\u003cbr /\u003e frequencies. Combining a heteroscedasticity model and a state space model\u003cbr /\u003e is carried out by fully utilizing the information of innovations and expected\u003cbr /\u003e values from the filtering process.\u003cbr /\u003e　　Another contribution of the thesis is that we extend Akaike\u0027s NCR from\u003cbr /\u003e constant noise variance to heterogeneous noise variance in order to study time-\u003cbr /\u003evarying causality. By applying heteroscedasticity models, the phenomenon of\u003cbr /\u003e an evolving causality relationship can be depicted.\u003cbr /\u003e　　All these methods are illustrated by their application to EEG data including\u003cbr /\u003e the study of consciousness under anaesthesia and coma, and also to a physical\u003cbr /\u003e data of head and finger movement.", "subitem_description_type": "Other"}]}, "item_1_description_7": {"attribute_name": "学位記番号", "attribute_value_mlt": [{"subitem_description": "総研大甲第948号", "subitem_description_type": "Other"}]}, "item_1_select_14": {"attribute_name": "所蔵", "attribute_value_mlt": [{"subitem_select_item": "有"}]}, "item_1_select_16": {"attribute_name": "複写", "attribute_value_mlt": [{"subitem_select_item": "application/pdf"}]}, "item_1_select_8": {"attribute_name": "研究科", "attribute_value_mlt": [{"subitem_select_item": "複合科学研究科"}]}, "item_1_select_9": {"attribute_name": "専攻", "attribute_value_mlt": [{"subitem_select_item": "15 統計科学専攻"}]}, "item_1_text_10": {"attribute_name": "学位授与年度", "attribute_value_mlt": [{"subitem_text_value": "2005"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "WONG, Kin Foon Kevin", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "0", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2016-02-17"}], "displaytype": "simple", "download_preview_message": "", "file_order": 0, "filename": "甲948_要旨.pdf", "filesize": [{"value": "158.8 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_11", "mimetype": "application/pdf", "size": 158800.0, "url": {"label": "要旨・審査要旨", "url": "https://ir.soken.ac.jp/record/774/files/甲948_要旨.pdf"}, "version_id": "e5857e18-df88-492b-ba39-0226164bdfce"}, {"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2016-02-17"}], "displaytype": "simple", "download_preview_message": "", "file_order": 1, "filename": "甲948_本文.pdf", "filesize": [{"value": "7.9 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_11", "mimetype": "application/pdf", "size": 7900000.0, "url": {"label": "本文", "url": "https://ir.soken.ac.jp/record/774/files/甲948_本文.pdf"}, "version_id": "434635c3-56c2-4711-8fad-c0015872352f"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "thesis", "resourceuri": "http://purl.org/coar/resource_type/c_46ec"}]}, "item_title": "Multivariate Times Series Analysis of Heteroscedastic Date, with Application to Neuroscience", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "Multivariate Times Series Analysis of Heteroscedastic Date, with Application to Neuroscience"}, {"subitem_title": "Multivariate Times Series Analysis of Heteroscedastic Date, with Application to Neuroscience", "subitem_title_language": "en"}]}, "item_type_id": "1", "owner": "1", "path": ["17"], "permalink_uri": "https://ir.soken.ac.jp/records/774", "pubdate": {"attribute_name": "公開日", "attribute_value": "2010-02-22"}, "publish_date": "2010-02-22", "publish_status": "0", "recid": "774", "relation": {}, "relation_version_is_last": true, "title": ["Multivariate Times Series Analysis of Heteroscedastic Date, with Application to Neuroscience"], "weko_shared_id": 1}