{"metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00216548","sets":["1164:2735:10865:10866"]},"path":["10866"],"owner":"44499","recid":"216548","title":["ベイズ推定の景気動向指数予測への応用について"],"pubdate":{"attribute_name":"公開日","attribute_value":"2022-02-24"},"_buckets":{"deposit":"f94d1154-8594-4012-bba8-69acca94575f"},"_deposit":{"id":"216548","pid":{"type":"depid","value":"216548","revision_id":0},"owners":[44499],"status":"published","created_by":44499},"item_title":"ベイズ推定の景気動向指数予測への応用について","author_link":["559016","559015"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ベイズ推定の景気動向指数予測への応用について"},{"subitem_title":"Application of Bayesian Prediction for Indexes of Business Condition","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"2022-02-24","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"名古屋大学大学院情報学研究科"},{"subitem_text_value":"名古屋大学大学院情報学研究科"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Nagoya University","subitem_text_language":"en"},{"subitem_text_value":"Nagoya University","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/216548/files/IPSJ-MPS22137002.pdf","label":"IPSJ-MPS22137002.pdf"},"date":[{"dateType":"Available","dateValue":"2024-02-24"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS22137002.pdf","filesize":[{"value":"801.1 kB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"17"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"7d87a62f-eba6-42ae-9696-eb991f56fade","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2022 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"北, 栄輔"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"中村, 典雅"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10505667","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2188-8833","subitem_source_identifier_type":"ISSN"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"景気とは，商売や取引など，社会全体の経済活動の状態を示す．経済状況が好調の場合は「好景気」，不調の場合は「不景気」などと表現する．景気動向を数値化するために景気動向指数が用いられる．景気動向指標にはディフージョン・インデックス (Diffusion Index，DI) とコンポジット・インデックス (Composite Index，CI) がある．本研究では，過去の DI 値と CI 値を用いて景気判断を予測する方法について述べる．予測する数理モデルとしてベイジアンネットワークを用いる．ベイジアンネットワークでは確率変数をノードとして，変数間の依存関係を有向グラフで表現する．目的変数に景気を，説明変数に DI 値と CI 値を用いて予測を行う．実験データとして，1985 年から 2020 年までの日本の景気動向，景気動向指数を用いる．1985 年から 2017 年までのデータを学習データとして予測モデルを決定し，2018 年から 2020 年までの景気動向を予測する．予測精度を線形時系列モデルによる予測結果と比較した結果，ベイジアンネットワークを用いる方がよい計算性を示したので，提案手法の有効性を評価することができた．","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"4","bibliographic_titles":[{"bibliographic_title":"研究報告数理モデル化と問題解決（MPS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2022-02-24","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicVolumeNumber":"2022-MPS-137"}]},"relation_version_is_last":true,"weko_creator_id":"44499"},"id":216548,"updated":"2025-01-19T15:48:41.174101+00:00","links":{},"created":"2025-01-19T01:17:05.593195+00:00"}