TY - JOUR
T1 - A finding method of business risk factors using characteristics of probability distributions of effect ratios on qualitative and quantitative hybrid simulation
AU - Samejima, Masaki
AU - Negoro, Keisuke
AU - Mitsukuni, Koshichiro
AU - Akiyoshi, Masanori
PY - 2010
Y1 - 2010
N2 - 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.
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.
KW - Business risk factors
KW - Characteristics of probability distribution
KW - Effect ratio
KW - Qualitative and quantitative hybrid simulation
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M3 - Article
AN - SCOPUS:77953603836
VL - 130
JO - IEEJ Transactions on Electronics, Information and Systems
JF - IEEJ Transactions on Electronics, Information and Systems
SN - 0385-4221
IS - 4
ER -