A quantitative method for comparing multi-agent-based simulations in feature space

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 5269, Issue , 2009, Pages 33-45

  Arai, Ryota ^a   Watanabe, Shigeyoshi ^a  

^a UNIVERSITY OF ELECTRO COMMUNICATIONS   (Japan)

Author keywords

Model to model approach; Multi agent based simulation; Reinforcement learning; Time series classification; Validation

Indexed keywords

APPLICATION AREA; ARTIFICIAL STOCK MARKETS; FEATURE SPACE; MODEL APPROACH; MULTI-AGENT; MULTI-AGENT-BASED SIMULATION; QUANTITATIVE METHOD; SIMULATION MODEL; SIMULATION RESULT; TIME SERIES CLASSIFICATION; TIME-SERIES DATA; VALIDATION;

EDUCATION; LEARNING ALGORITHMS; MULTI AGENT SYSTEMS; REINFORCEMENT; REINFORCEMENT LEARNING; TIME SERIES; VECTOR QUANTIZATION;

SIMULATORS;

EID: 67649988823     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-01991-3_3     Document Type: Conference Paper

References (16)

1. Takadama, K., Fujita, H.: Toward guidelines for modeling learning agents in multiagent-based simulation: Implications from Q-learning and Sarsa agents. In: Davidsson, P., Logan, B., Takadama, K. (eds.) MABS 2004. LNCS (LNAI), vol. 3415, pp. 159-172. Springer, Heidelberg (2005)
2. Axtell, R., Axelrod, R., Epstein, J., Cohen, M.: Aligning simulation models: A case study and results. Santa Fe Institute, Working Papers 95-07-065 (1995)
3. Takadama, K., Suematsu, Y.L., Sugimoto, N., Nawa, N.E., Shimohara, K.: Crosselement validation in multiagent-based simulation: Switching learning mechanisms in agents. Journal of Artificial Societies and Social Simulation 6(4) (2003), http://jasss.soc.surrey.ac.uk/6/4/6.html (Pubitemid 38817433)
4. Keogh, E., Kasetty, S.: On the need for time series data mining benchmarks: A survey and empirical demonstration. In: ACM SIGKDD International Conference on Knowledge discovery and data mining, pp. 102-111 (2002)
5. Morchen, F.: Time series feature extraction for data mining using DWT and DFT. Technical Report 33. Departement of Mathematics and Computer Science, Philipps-University Marburg (2003)
6. Beyer, K., Goldstein, J., Ramakrishnan, R., Shaft, U.: When is "nearest neighbor" meaningful? In: Beeri, C., Bruneman, P. (eds.) ICDT 1999. LNCS, vol. 1540, pp. 217-235. Springer, Heidelberg (1999)
7. Agrawal, R., Faloutsos, C., Arun, N., Swami, A.N.: Efficient Similarity Search In Sequence Databases. In: Lomet, D. (ed.) 4th International Conference of Foundations of Data Organization and Algorithms (FODO), pp. 69-84. Springer, Heidelberg (1993)
8. Duda, R.O., Hart, P.E., Stork, D.G.: Pattern Classification, 2nd edn. John Wiley & Sons, Inc., Chichester (2000)
9. Torgerson, W.S.: Multidimensional scaling: I. theory and method. Psychometrika 17(4), 401-419 (1952)
10. Eckart, C., Young, G.: Approximation of one matrix by another of lower rank. Psychometrika 1(3), 211-218 (1936)
11. Palmer, R.G., Arthur, W.B., Holland, J.H., LeBaron, B., Tayler, P.: Artificial economic life: a simple model of a stockmarket. Physica D: Nonlinear Phenomena 75(1-3), 264-274 (1994)
12. Arthur, W.B., Holland, J.H., LeBaron, B., Palmer, R.G., Tayler, P.: Asset Pricing Under Endogenous Expectations in an Artificial Stock Market. Santa Fe Institute, Working Paper 96-12-093 (1996)
13. Tsay, R.S.: Analysis of financial time series: financial econometrics. John Wiley & Sons, Inc., Chichester (2002)
14. Chan, K.P., Fu, A.W.C.: Efficient time series matching by wavelets. In: 15th International Conference on Data Engineering, pp. 126-133. IEEE Computer Society, Los Alamitos (1999)
15. Wu, Y.L., Agrawal, D., Abbadi, A.E.: A comparison of DFT and DWT based similarity search in time-series databases. In: Ninth Internatinal Conference on Information and Knowledge Management, pp. 488-495 (2000)
16. Terano, T.: Exploring the vast parameter space of multi-agent based simulation. In: Antunes, L., Takadama, K. (eds.) MABS 2006. LNCS (LNAI), vol. 4442, pp. 1-14. Springer, Heidelberg (2007) (Pubitemid 350271677)