A finding method of business risk factors using characteristics of probability distributions of effect ratios on qualitative and quantitative hybrid simulation

Masaki Samejima, Keisuke Negoro, Koshichiro Mitsukuni, Masanori Akiyoshi

Research output: Contribution to journalArticle

Abstract

We propose a finding method of business risk factors on qualitative and quantitative hybrid simulation in time series. Effect ratios of qualitative arcs in the hybrid simulation vary output values of the simulation, so we define effect ratios causing risk as business risk factors. Finding business risk factors in entire ranges of effect ratios is time-consuming. It is considered that probability distributions of effect ratios in present time step and ones in previous time step are similar, the probability distributions in present time step can be estimated. Our method finds business risk factors in only estimated ranges effectively. Experimental results show that a precision rate and a recall rate are 86%, and search time is decreased 20% at least.

Original languageEnglish
JournalIEEJ Transactions on Electronics, Information and Systems
Volume130
Issue number4
Publication statusPublished - 2010
Externally publishedYes

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Probability distributions
Industry
Time series

Keywords

  • Business risk factors
  • Characteristics of probability distribution
  • Effect ratio
  • Qualitative and quantitative hybrid simulation

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Cite this

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abstract = "We propose a finding method of business risk factors on qualitative and quantitative hybrid simulation in time series. Effect ratios of qualitative arcs in the hybrid simulation vary output values of the simulation, so we define effect ratios causing risk as business risk factors. Finding business risk factors in entire ranges of effect ratios is time-consuming. It is considered that probability distributions of effect ratios in present time step and ones in previous time step are similar, the probability distributions in present time step can be estimated. Our method finds business risk factors in only estimated ranges effectively. Experimental results show that a precision rate and a recall rate are 86{\%}, and search time is decreased 20{\%} at least.",
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AU - Negoro, Keisuke

AU - Mitsukuni, Koshichiro

AU - Akiyoshi, Masanori

PY - 2010

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AB - We propose a finding method of business risk factors on qualitative and quantitative hybrid simulation in time series. Effect ratios of qualitative arcs in the hybrid simulation vary output values of the simulation, so we define effect ratios causing risk as business risk factors. Finding business risk factors in entire ranges of effect ratios is time-consuming. It is considered that probability distributions of effect ratios in present time step and ones in previous time step are similar, the probability distributions in present time step can be estimated. Our method finds business risk factors in only estimated ranges effectively. Experimental results show that a precision rate and a recall rate are 86%, and search time is decreased 20% at least.

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