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Updated: Sep 10, 2025

Development of an Individual-Tree Basal Area Increment Model using a Linear Mixed-Effects Approach
04:35

Development of an Individual-Tree Basal Area Increment Model using a Linear Mixed-Effects Approach

Published on: July 3, 2020

3.4K

多層リニアレスポンスモデルでタイムシリーズにおける極端な変動のモデリングと生成

Yusuke Naritomi1, Tetsuya Takaishi2, Takanori Adachi1

  • 1Graduate School of Management, Tokyo Metropolitan University, 18F Marunouchi Eiraku Building, 1-4-1 Marunouchi, Chiyoda-ku, Tokyo 100-0005, Japan.

Entropy (Basel, Switzerland)
|August 28, 2025
PubMed
まとめ

新しい多層リニアレスポンスモデル (MLRM) は,異常なダイナミクスでタイムシリーズデータを生成し,COVID-19のパンデミックのような現実世界の出来事を模倣します. この解釈可能なモデルは,金融市場で観察された重量的な特徴と極端な変動を捉えています.

キーワード:
異常な動態複雑なシステムデータ生成極端な変動金融時系列重い尾の分布線形応答理論統計物理学合成データ

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Linear Approximation in Time Domain01:21

Linear Approximation in Time Domain

Nonlinear systems often require sophisticated approaches for accurate modeling and analysis, with state-space representation being particularly effective. This method is especially useful for systems where variables and parameters vary with time or operating conditions, such as in a simple pendulum or a translational mechanical system with nonlinear springs.
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length,...
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Transient and Steady-state Response01:24

Transient and Steady-state Response

In control systems, test signals are essential for evaluating performance under various conditions. The ramp function is effective for systems undergoing gradual changes, while the step function is suitable for assessing systems facing sudden disturbances. For systems subjected to shock inputs, the impulse function is the most appropriate test signal.
These test signals are integral in designing control systems to exhibit two key performance aspects: transient response and steady-state...
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Linear time-invariant Systems01:23

Linear time-invariant Systems

A system is linear if it displays the characteristics of homogeneity and additivity, together termed the superposition property. This principle is fundamental in all linear systems. Linear time-invariant (LTI) systems include systems with linear elements and constant parameters.
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be...
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Linear Approximation in Frequency Domain01:26

Linear Approximation in Frequency Domain

Linear systems are characterized by two main properties: superposition and homogeneity. Superposition allows the response to multiple inputs to be the sum of the responses to each individual input. Homogeneity ensures that scaling an input by a scalar results in the response being scaled by the same scalar.
In contrast, nonlinear systems do not inherently possess these properties. However, for small deviations around an operating point, a nonlinear system can often be approximated as linear....
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Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving01:29

Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving

Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
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Types of Responses of Series RLC Circuits01:11

Types of Responses of Series RLC Circuits

A second-order differential equation characterizes a source-free series RLC circuit, marking its distinct mathematical representation. The complete solution of this equation is a blend of two unique solutions, each linked to the circuit's roots expressed in terms of the damping factor and resonant frequency.
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