{"created":"2023-06-20T13:50:36.597780+00:00","id":55,"links":{},"metadata":{"_buckets":{"deposit":"80c6a4fc-976c-45e2-a40c-43f1b33a0270"},"_deposit":{"created_by":11,"id":"55","owners":[11],"pid":{"revision_id":0,"type":"depid","value":"55"},"status":"published"},"_oai":{"id":"oai:oiu.repo.nii.ac.jp:00000055","sets":["1:4:13"]},"author_link":["327","321","2074","322","324"],"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-01-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"32","bibliographicPageStart":"13","bibliographicVolumeNumber":"25","bibliographic_titles":[{"bibliographic_title":"国際研究論叢 : 大阪国際大学紀要"},{"bibliographic_title":"OIU journal of international studies","bibliographic_titleLang":"en"}]}]},"item_1_creator_6":{"attribute_name":"著者名(日)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"石井, 康夫"}],"nameIdentifiers":[{"nameIdentifier":"2074","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"永田, 恵子"}],"nameIdentifiers":[{"nameIdentifier":"321","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"竹安, 数博"}],"nameIdentifiers":[{"nameIdentifier":"322","nameIdentifierScheme":"WEKO"}]}]},"item_1_creator_7":{"attribute_name":"著者名よみ","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"イシイ, ヤスオ"}],"nameIdentifiers":[{"nameIdentifier":"2074","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"ナガタ, ケイコ"}],"nameIdentifiers":[{"nameIdentifier":"324","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"タケヤス, カズヒロ "}],"nameIdentifiers":[{"nameIdentifier":"322","nameIdentifierScheme":"WEKO"}]}]},"item_1_creator_8":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Ishii, Yasuo","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"2074","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Nagata, Keiko","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"327","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Takeyasu, Kazuhiro","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"322","nameIdentifierScheme":"WEKO"}]}]},"item_1_description_1":{"attribute_name":"ページ属性","attribute_value_mlt":[{"subitem_description":"P(論文)","subitem_description_type":"Other"}]},"item_1_description_12":{"attribute_name":"抄録(英)","attribute_value_mlt":[{"subitem_description":"  Given that the equation of the exponential smoothing method (ESM) is equivalent to the (1,1) order ARMA model equation, a new method of estimation of the smoothing constant in the exponential smoothing method was proposed before by us which satisfied the minimum variance of forecasting\nerror. Generally, the smoothing constant is selected arbitrarily, but in this paper we utilize the above theoretical solution. Firstly, we estimate the ARMA model parameter and then estimate the smoothing constants. Thus the theoretical solution is derived in a simple way and may be utilized in various fields.\nFurthermore, combining the trend removing method with this method, we aim to improve forecasting accuracy. This new method is applied to the stock market price data of Japan Real Estate Investment Trust (J-REIT), obtaining some interesting results.","subitem_description_type":"Other"}]},"item_1_source_id_13":{"attribute_name":"雑誌書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN10110523","subitem_source_identifier_type":"NCID"}]},"item_1_text_2":{"attribute_name":"記事種別(日)","attribute_value_mlt":[{"subitem_text_value":"論文"}]},"item_1_text_3":{"attribute_name":"記事種別(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Article"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2013-01-30"}],"displaytype":"detail","filename":"25-2-013.pdf","filesize":[{"value":"5.7 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"25-2-013","url":"https://oiu.repo.nii.ac.jp/record/55/files/25-2-013.pdf"},"version_id":"9c1e6219-8a2f-4a1a-ba5a-9328cbce605d"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"minimum variance","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"exponential smoothing method","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"forecasting","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"trend","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"A Hybrid Method to Improve Forecasting Accuracy : Application to J-REIT（commerce, hotel, and logistics type）stock market  ｐrices","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A Hybrid Method to Improve Forecasting Accuracy : Application to J-REIT（commerce, hotel, and logistics type）stock market  ｐrices","subitem_title_language":"en"}]},"item_type_id":"1","owner":"11","path":["13"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-01-31"},"publish_date":"2012-01-31","publish_status":"0","recid":"55","relation_version_is_last":true,"title":["A Hybrid Method to Improve Forecasting Accuracy : Application to J-REIT（commerce, hotel, and logistics type）stock market  ｐrices"],"weko_creator_id":"11","weko_shared_id":-1},"updated":"2023-06-20T14:08:49.506641+00:00"}