@article{oai:ipsj.ixsq.nii.ac.jp:00017351, author = {中島, 義裕 and Yoshihiro, Nakajima}, issue = {SIG09(TOM2)}, journal = {情報処理学会論文誌数理モデル化と応用(TOM)}, month = {Dec}, note = {経済時系列は 決定論的カオスであるか 確率過程であるのか 進化的過程であるのかという3つの立場から説明されている.本論ではTOPIXといくつかのモデルを相関次元分析によって比較し 経済時系列が持つ特徴を明らかにする.高次元への埋め込みを行い TOPIXは確率論と決定論の両義的性質を持つ事を示す., The economical time series have been recognized from three distinct viewpoints, namely, as deterministic chaos, stochastic process, or evolutionary process. In this study, we scrutinize the property of economical time series by analyzing the TOPIX and time series of models, respectively, representing the three processes. Here we show, by embedding them in high dimensional spaces, that the TOPIX has an equivocal property between stochastic, and deterministic properties.}, pages = {102--110}, title = {経済現像に見られる決定論的性質と確率論的性質の両義性}, volume = {40}, year = {1999} }