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

    Original languageEnglish
    Pages (from-to)55-65
    Number of pages11
    JournalElectronics and Communications in Japan
    Volume95
    Issue number3
    DOIs
    Publication statusPublished - 2012 Mar

    Fingerprint

    Hybrid Simulation
    Risk Factors
    Probability distributions
    Probability Distribution
    Industry
    simulation
    Range of data
    Time series
    Arc of a curve
    Simulation
    Business
    Entire
    Vary
    arcs
    Output
    Experimental Results
    output

    Keywords

    • business risk factor
    • characteristics of probability distribution
    • effect ratio
    • qualitative and quantitative hybrid simulation

    ASJC Scopus subject areas

    • Electrical and Electronic Engineering
    • Computer Networks and Communications
    • Physics and Astronomy(all)
    • Signal Processing
    • Applied Mathematics

    Cite this

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

    AU - Mitsukuni, Koshichiro

    AU - Akiyoshi, Masanori

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