Share
Embed
Transcript
19 slides
-
2 1BQFS*OGPSNBUJPO $PNQVUBUJPOBM*NBHF.BSLJOHPO.FUBMTWJB-BTFS *OEVDFE)FBUJOH 4FCBTUJBO$VDFSDB 1JPUS%JEZL )BOT1FUFS4FJEFM 7BIJE#BCBFJ .BY1MBODL*OTUJUVUFGPS*OGPSNBUJDT (FSNBOZ
6JWFSTJUBEFMMB4WJ[[FSBJUBMJBOB 4XJU[FSMBOE -
3 • νλϯεςϯϨεͱ͍ͬͨۚଐͷද໘ʹࢎԽൽບΛ࡞Γɼޫͷׯবʹ Αͬͯൃ৭ͤ͞ΔʮϨʔβʔΧϥʔϚʔΩϯάʯͱݺΕΔٕज़͕͋Δ • ՃػϨʔβʔڧͳͲෳͷࣗ༝Λ࣋ͪɼௐઅ؆୯Ͱͳ͍ ʢΧϥϑϧ͔ͭߴղ૾ͳྑ͍݁ՌΛಘΒΕΔΑ͏ʹ͢Δͷͳ͓ͷ͜ͱ େมʣ ˣ •
ຊจͰɼܭଌϕʔε͔ͭσʔλυϦϒϯͰ࠷దԽͨ͠$PMPS*NBHF 3FQSPEVDUJPO8PSLGMPXΛߏஙͨ͠ • ΠϯΫδΣοτϓϦϯλʔͷΧϥʔΩϟϦϒϨʔγϣϯͷΑ͏ͳϫʔ ΫϑϩʔͰͰ͖ΔΑ͏ʹ͢Δ *OUSPEVDUJPO ϨʔβʔΧϥʔϚʔΩϯά ϨʔβʔΧϥʔϚʔΩϯάͷྫ ൃ৭ͷݪཧ -
4 • ৭Λ࠶ݱ͢Δػࡐʹ͓͍ͯɼ৭ҬΛܾఆ͢Δ͜ͱෆՄܽʢΧϥʔϓϦϯλʔ৭Ҭ͕͋Δʣ • Ұํɼ৭ҬͷΈΛ༏ઌ͢Δ͋·Γɼղ૾͕ࣦΘΕͯࠔΔʢFY࠼ߴ͍͕ϐον͕ૈ͗͢Δʣ • ΑͬͯɼҎԼ̑ͭͷج४Λຬͨ͢Α͏ͳ৭Ҭͷ࠷దԽʢଟత࠷దԽʣ͕ඞཁ • $ISPNBUJDJUZ๛͔ͳ৭࠼Λ࣮ݱ •
)VFTQSFBE৭ΛภΒͳ͍Α͏ʹ • 3FTPMVUJPOղ૾ • 1FSGPSNBODFTQBDFEJWFSTJUZ • %FTJHOTQBDFEJWFSTJUZ • ྫ͑ҹػͰύονΛҹͯ͠ܭଌ͠ɼҹػͷ৭Ҭʹ߹Θͤͨ-65Λ࡞͢Δ 1SPQPTFE.FUIPE (BNVU&YQMPSBUJPOʢ৭Ҭ୳ࡧʣ .$.0(" .POUF$BSMP.VMUJPCKFDUJWF(FOFUJD"MHPSJUIN ͷ̍ΠςϨʔγϣϯ -
5 • ৭Ҭ͕ܾఆ͞ΕΕɼޙී௨ͷϓϦϯλʔͱಉ༷ͷॲཧͱ ͳ͍ͬͯ͘ • (BNVU.BQQJOH৭Ҭʹ߹Θͤͯը૾Λ৭ม • $PMPS4FQFSBUJPOج४৭ 3(#ϓϦϯλʔͳΒ3 (
# ʹׂ • )BMGUPOJOHϋʔϑτʔϯҹͱಉ͡Α͏ʹೱΛ࠶ݱ • 7FDUPSJ[BUJPOϨʔβʔϚʔΩϯά࣌ઢඳըͳͷͰϥ Πϯঢ়ʹ 1SPQPTFE.FUIPE *NBHF3FQSPEVDUJPO $PMPS3FQSPEVDUJPO8PSLGMPX -
6 • ϨʔβʔϚʔΩϯάӈͷࣸਅͷΑ͏ͳηοτΞοϓΛ४උ࣮ͯ͠ߦ • Ճʹ͓͍ͯ̓ͭͷύϥϝʔλʔΛར༻ • 'SFRVFODZ܁Γฦ͠प • 1PXFSڧ •
1VMTFXJEUIύϧε෯ • 4QFFEՃ෦ͷҠಈ FYNNT • -JOFDPVOUDMVTUFSͷϥΠϯ • )BUDIJOHDMVTUFSͷϥΠϯؒͷڑ • 1BTTDPVOUԿճಉҰՕॴͷϥΠϯΛඳը͢Δ͔ &YQFSJNFOU "CPVU-BTFS -
9 • 1BSRVFUSZ ύʔέοτϦʔ ͱݺΕΔΛ׆༻ͨ͠දݱ͕͋Δ • ը૾Λೖྗͱ͠ɼ1BSRVFUSZʹΑΔ࠶ݱ GBCSJDBUJPO Λߦ͏ϫʔΫϑ ϩʔͷ࣮ݱ͓ΑͼۙࣅΞϧΰϦζϜͷఏҊΛߦͬͨ
.PUJWBUJPO ຊจͷϞνϕʔγϣϯͱͬͨ͜ͱ 1BSRVFUSZʹΑΔϙʔτϨʔτ࡞ͷྫ 1BSRVFUSZͷྫ -
10 • ࡞ϓϩηεҎԼͷ௨Γ • ࡐΛ༻ҙ͠ɼεΩϟχϯάͯ͠ςΫενϟը૾Λ༻ҙ • λʔήοτΠϝʔδͱ߹ΘͤͯɼΈ߹ΘͤʢΧοτύλʔϯͱஔʣΛܭࢉ • ࣮ࡍʹࡐΛΧοτ͠ɼΈ߹Θͤɼݻఆ͢Δͱ 1SPQPTFE.FUIPE
'BCSJDBUJPO1SPDFTT 1SPQPTFE&OEUP&OE1SPDFTT -
11 • ̎छྨͷϑΟϧλʔʢڧϑΟϧλʔɾκʔϕϧϑΟϧλʔʣΛը૾ʹରͯ͠ద༻͠ɼಛྔΛநग़ • • λʔήοτը૾ͱςΫενϟ ࡐ ͕େ͖͘ҟͳΔ৭ҬϑΟϧλʔԠΛ࣋ͪ͏ΔͷͰɼώετάϥϜϚονϯάΛ ద༻
$%'CBTFEIJTUPHSBNFRVBMJ[BUJPO • ͨͩ͠ɼ࣮ࡍʹద༻ͯ͠ΈΔͱద༻͕աͰ͋ͬͨͨΊɼݩͷλʔήοτڧͱద༻ޙͷڧΛิؒͨ͠ • • *5λʔήοτը૾ɼ*4ιʔεςΫενϟ F(I) = (wintens ∙ Fintens (I), wedge ∙ Fedge (I)) T F′ intens (IT ) = (1 − whist )Fintens (IT ) + whist Fequalize (It , IS ) 1SPQPTFE.FUIPE 'FBUVSF&YUSBDUJPO MFGUݩը૾ NJEEMFMFGUڧϑΟϧλͷΈ NJEEMFSJHIUิؒ SJHIUώετάϥϜϚονϯά -
12 • λʔήοτը૾Λλʔήοτύονʹׂ͠ɼλʔήοτύονͱׂΓͯΔιʔεύονͷಛྔͷ͕ࠩখ͘͞ͳΔ Α͏ʹɼιʔεύονΛܾఆ͍͖ͯ͠·͢ • • 15λʔήοτύονɼ14ιʔεύον •
ͳ͓ɼλʔήοτը૾ͷύονͷॱ൪TBMJFODZTDPSF͔த৺͔Βͷڑʹґଘͯ͠ιʔτ͢Δ Di,j (x) = np ∑ k=1 (F(PT (pk )) − F(IS,i,ϕj (x + pk ))) 2 PS = arg mini,j,x Di,j (x) 1SPQPTFE.FUIPE $VUQBUUFSOPQUJNJ[BUJPO ࠨTBMJFODZTDPSF ӈத৺͔Βͷڑ -
15 1BQFS*OGPSNBUJPO 3PCP$VU)PUXJSF$VUUJOHXJUI3PCPUDPOUSPMMFE'MFYJCMF 3PET 4JNPO%VFOTFS 3PJ1PSBOOF #FSOIBSE5IPNBT[FXTLJ 4UFMJBO$PSPT
&5);VSJDI 6OJWFSTJUZPG)BJGB 6OJWFSTJUFEF.POUSFBM -
16 • σϡΞϧϩϘοτΞʔϜΛ༻͍ ͯɼϗοτϫΠϠʔΧοτʹΑ ΔGBCSJDBUJPOख๏ͷఏҊ • ࣮ݱʹओʹ̏ͭͷλεΫͷ࣮ ߦ͕ඞཁ • ϩϘοτΞʔϜͷಈ͖ʹ
͏ܗঢ়ͷมԽ • λʔήοτܗঢ়ʹͳΔΑ ͏ͳαʔϑΣεۙࣅ • ϫΠϠʔΧοτΛߦ͏্ Ͱͷύεܗ 0WFSWJFX ຊจͷશମ૾ -
17 • ϩϘοτΞʔϜͷ֯RͱͦΕʹΑܾͬͯ·ΔϫΠϠʔܗঢ় ࠲ඪ YΛλʔ ήοτܗঢ়͔ΒٻΊ͍ͯ͘ • 6Lλʔήοτܗঢ়ͷ·ͩΧοτ͞Ε͍ͯͳ͍෦ͷ࠲ඪͰɼ6LʹରԠ͢ ΔY࠲ඪΛܾఆ͍ͯ͘͠ 1SPQPTFE.FUIPE
ϫΠϠʔܗঢ়ͷܾΊํ ಈ࡞ڥͱؔ࿈ύϥϝʔλ ϫΠϠʔܗঢ়ͷܾΊํ -
18 • ϫΠϠʔܗঢ়ɾಈ࡞ͷ࠷దԽΛ ߦ͍ͬͯΔ • ͳ͓ɼ࠷దԽΛߦ͏্Ͱ࠷ॳ ʹϥϑͳύε͕ඞཁͱͳΔ͕ɼ ͜ͷύεϢʔβʔʹॻ͔ͤͯ ྑ͍͠ɼશࣗಈԽͰߦ͏͜ ͱͰ͖Δ
1SPQPTFE.FUIPE ϫΠϠʔಈ࡞ͷ࠷దԽ