US 2003/0195727 A1 · Simulation method and simulation system

Abstract

An object of the present invention is to provide a simulation method and a simulation system capable of performing a highly accurate simulation even when the indices related to the index to be simulated change with time (each simulation execution time point). To accomplish the above object, the present invention calculates evaluation values each indicating the association degree of one of a plurality of indices with an index to be simulated at each simulation execution time point, and selects indices (closely) related to the index to be simulated based on the calculated evaluation values.

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Claims15

Dependent claims

A simulation system performing the steps of:

calculating evaluation values each indicating an association degree of one of (a plurality of) indices with a target index, said indices not including said target index;
from among said indices not including said target index, selecting an index (a related index) to be used for simulation of said target index;
estimating (calculating) parameters for said simulation of said target index;
performing said simulation of said target index;
and
outputting a result of said simulation.

3 more elements

A simulation system employing:

an evaluation value calculation step of calculating evaluation values each indicating an association degree of one of (a plurality of) indices with a target index, said indices not including said target index;
an index selection step of, from among said indices not including said target index, selecting an index (a related index) to be used for simulation of said target index;
a parameters estimation (calculation) step of estimating (calculating) parameters for said simulation of said target index;
a simulation step of performing said simulation of said target index;
and
a simulation result output step of, on a simulation system screen, outputting a result of said simulation obtained at said simulation step;
wherein said simulation system screen is provided with a target index selection pull-down menu, an index list box, a related index candidate list box, an add button, a delete button, an OK button, and a cancel button;
and
wherein said simulation system performs steps of:
selecting a candidate (an index) from among candidate indices in said target index selection pull-down menu;
storing and indicating a plurality of indices in said index list box;
by use of said add button, moving an index from said index list box to said related index candidate list box and indicating said index, said index being arbitrarily selected from among said plurality of indices indicated in said index list box;
by use of said delete button, moving an index from said related index candidate list box to said index list box and indicating said index, said index being selected in said related index candidate list box;
through selection of said OK button, storing a flag of an index selected in said target index selection pull-down menu as a target index flag (simulation target flag), further storing (flags of) indices indicated in said related index candidate list box as related index flags (acquisition index flags), and sequentially starting said evaluation value calculation step, said index selection step, said parameters estimation step, and said simulation step;
and
through selection of said cancel button, shutting down said simulation system.

13 more elements

A simulation system performing the steps of:

receiving time-series data of a plurality of indices for an arbitrarily set period;
arbitrarily selecting one or a plurality of indices from among one or a plurality of indices related to an index to be simulated;
for said arbitrarily set period, simulating changes of said index to be simulated and said selected one or plurality of indices related to said index to be simulated by use of a computer;
and
outputting a result of said simulation on a simulation system screen;
wherein said simulation system screen is provided with a target index candidate list box, a target index list box, a target index add button, a target index delete button, an index list box, a related index candidate list box, an add button, a delete button, an OK button, and a cancel button;
wherein said simulation system further performs steps of:
selecting a candidate (an index) from among candidate indices in said target index selection pull-down menu;
storing and indicating a plurality of indices in said index list box;
by use of said add button, moving an index from said index list box to said related index candidate list box and indicating said index, said index being arbitrarily selected from among said plurality of indices indicated in said index list box;
by use of said delete button, moving an index from said related index candidate list box to said index list box and indicating said index, said index being selected in said related index candidate list box;
through selection of said OK button, storing a flag of an index selected in said target index selection pull-down menu as a target index flag (simulation target flag), further storing (flags of) indices indicated in said related index candidate list box as related index flags (acquisition index flags), and sequentially starting process steps from said evaluation value calculation step to said simulation step;
through selection of said cancel button, shutting down said simulation system.

10 more elements

A simulation system employing:

an evaluation value calculation step of calculating evaluation values each indicating an association degree of one of (a plurality of) indices with a target index, said indices not including said target index;
an index selection step of, from among said indices not including said target index, selecting an index (a related index) to be used for simulation of said target index;
a parameters estimation (calculation) step of estimating (calculating) parameters for said simulation of said target index;
a simulation step of performing said simulation of said target index;
and
a simulation result output step of, on a simulation system screen, outputting a result of said simulation obtained at said simulation step;
wherein said simulation system screen is provided with a target index candidate list box, a target index list box, a target index add button, a target index delete button, an index list box, a related index candidate list box, an add button, a delete button, an OK button, and a cancel button;
and
wherein said simulation system performs steps of:
selecting an index from among a plurality of indices indicated in said target index candidate list box;
through selection of said add button, moving said index selected in said target index candidate list box from said target index candidate list box to said target index list box and indicating said index;
selecting an index indicated in said target index list box;
through selection of said delete button, moving said selected index from said target index list box to said target index candidate list box and indicating said selected index;
selecting an index from among a plurality of indices indicated in said index list box;
through selection of said add button, moving said index selected in said target index list box from said target index list box to said related index candidate list box and indicating said index;
selecting an index indicated in said related index candidate list box;
through selection of said delete button, moving said selected index from said related index candidate list box to said index list box and indicating said selected index;
through selection of said OK button, storing flags of indices indicated in said target index list box as target index flags (simulation target flags), further storing (flags of) indices indicated in said related index candidate list box as related index flags (acquisition index flags), and sequentially starting said evaluation value calculation step, said index selection step, said parameters estimation step, and said simulation step;
and
through selection of said cancel button, shutting down said simulation system.

17 more elements

Dependencies are inferred from the claim text.

Description11,060 words

Summary309 words

#The present invention relates to a simulation method and a simulation system which simulate an index to be simulated by use of a computer based on received time-series data of a plurality of indices, and output the simulation results.

#Conventional simulation methods and simulation systems simulate an index to be simulated by performing the following steps: Indices related to the index to be simulated are predetermined; the parameters necessary for simulating the index to be simulated are calculated using the predetermined related indices; and the index to be simulated is simulated using the calculated parameters.

#As described above, according to the prior art technique, indices used for simulation of an index to be simulated are predetermined as related indices. Therefore, the same predetermined related indices must continue to be used even when the relationships between the related indices and the index to be simulated change with time (each simulation execution time point). This means that if the indices (closely) related to the index to be simulated change with time (each simulation execution time point), the problem of reduced simulation accuracy occurs.

Brief description of the drawings17 figures

#FIG. 1 is a diagram showing a simulation method or a simulation system according to an embodiment of the present invention;

#FIG. 2 is a diagram showing a first embodiment of the evaluation value calculation process 0101 shown in FIG. 1;

#FIG. 3 is a diagram showing a second embodiment of the evaluation value calculation process 0101 shown in FIG. 1;

Detailed description10,395 words

#Preferred embodiments of the present invention will be described with reference to the accompanying drawings.

#FIG. 1 shows a simulation method or a simulation system according to an embodiment of the present invention.

#Referring to FIG. 1, the simulation method comprises the steps of: calculating evaluation values each indicating the association degree of one of a plurality of indices with a target index by use of an evaluation value calculation process 0101, the plurality of indices not including the target index; from among the plurality of indices not including the target index, selecting indices (related indices) to be used for simulation of the target index by use of an index selection process 0102; estimating (calculating) the parameters necessary for the simulation of the target index by use of a parameters estimation (calculation) process 0103; and simulating the target index by use of a simulation process 0104, outputting the results as simulation results 0121.

Facts

Application

10/395,056Filed 25 Mar 2003

Priority

JP 2002-11234815 Apr 2002

Published

16 Oct 2003

Term ends

Not estimatedThe source records don’t support an estimate.

Classification2 codes

G06Q 40/04
Finance; Insurance; Tax strategies; Processing of corporate or income taxes: trading; Exchange, e.g. stocks, commodities, derivatives or currency…
G06Q
Information and communication technology [ict] specially adapted for administrative, commercial, financial, managerial

Simulation method and simulation system

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Simulation method and simulation system

Life of this patent

Life of this patent

Abstract

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Claims15

Description11,060 words

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Classification2 codes

Life of this patent

Description11,060 words