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

    研究成果: Article

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    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%.

    元の言語English
    ページ(範囲)55-65
    ページ数11
    ジャーナルElectronics and Communications in Japan
    95
    発行部数3
    DOI
    出版物ステータスPublished - 2012 3

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    ASJC Scopus subject areas

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

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