| 摘要 |
<p><P>PROBLEM TO BE SOLVED: To effectively determine a matrix by calculating a transition probability having a persuasion property, when identifying an inherent transition probability matrix from actual result data to perform an interest rate prediction or the like. <P>SOLUTION: When estimating an element from actual result transition data to discretely perform the matrix representation of interest rate transition or the like with a transition probability, each element of a transition matrix is determined so that the product of a probability that a transition obtained from the actual result data occurs, that is, the product of a transition probability corresponding to each transition as an actual result is maximized. <P>COPYRIGHT: (C)2010,JPO&INPIT</p> |
