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Application of state space model to business

Hold Date 2020-07-08 16:45~2020-07-08 17:45

Place Zoom Online Meeting

Object person  

Speaker Eiji MOTOHASHI (Graduate School of International Social Sciences, Yokohama National University)

The IMI Colloquium in July
Date : Wednesday, 8 July 2020
Place : Zoom Online Meeting
Speaker : Assoc. Prof. Eiji MOTOHASHI
                 (Graduate School of International Social Sciences, Yokohama National University)
Title :  
 Application of state space model to business
Abstract :
In recent years, a large amount of various types of data have been accumulated inside and outside companies, and the effective use of them has become one of the important factors to gain a competitive advantage of companies. Appropriate analysis is indispensable to perform highly accurate prediction and useful information extraction using data. Modeling is often required in consideration of data generation mechanism especially in the business field. In business, time series data is one of the main analysis targets, and a state space model is drawing attention as an analysis method. A state space model is a kind of time series model composed of a system model representing the temporal change of a state variable, which is a latent variable, and an observation model representing the relationship between state variables and observed variables. It is used in various fields regardless of natural or social science. In this talk, we will outline the state space model and introduce examples of applying the state space model to patent cost prediction, Internet advertising click rate prediction, and elucidation of brand choice behavior.
***  Notes  ***
This event will be delivered in IMI Auditorium (W1-D-413).
Speaker and Chair will be there. If there is an applicant, please go there.
If you have not downloaded the Zoom application yet, please download it ( in advance.
The account name should be "Full name" in case of the faculty members, and "Student ID number(Last name)" (e.g.:1SC○○○○○A(Kagaya) in case of students.
Please understand the host will mute the audience's sound and camera.
When you have a question, please use "Raise hand function" or "Chat function". Then, host will unmute.
Login becomes possible half an hour before.
If you have any questions, please contact Kamiyama-sensei (E-mail: kamiyama(at)