Applications of Double-Wayland Algorithm to Detect Anomalous Signals

Hiroki Takada¹*, Takayuki Morimoto¹, Hitoshi Tsunashima², Taishi Yamazaki², Hiroyuki Hoshina³ and Masaru Miyao⁴

¹Department of Computational Science and Engineering, Nagoya University, Chikusa-ku, Nagoya 464-8603, Japan
²College of Industrial Technology, Nihon University, 1-2-1 Izumicho, Narashino-shi, Chiba 275-8575, Japan
³Risk & Profit Analysis, AXA Life Insurance Co. Ltd., NBF Platinum Tower, 1-17-3 Shirokane, Minato-ku, Tokyo 108-8020, Japan
⁴IT Center, Nagoya University, Chikusa-ku, Nagoya 464-8601, Japan
*E-mail address: takada@u-gifu-ms.ac.jp

(Received March 3, 2006; Accepted May 22, 2006)

Keywords: Translation Error, Embedding Space Corrugation, Price Earning Ratio (PER), Economic Shocks

Abstract. The Wayland algorithm has been improved in order to evaluate the degree of visible determinism for dynamics that generate a time series in a simple and accurate manner. Additionally, the Double-Wayland algorithm that we proposed can detect phase transitions among multi-states and non-stationarity in the dynamics. We are applying the Double-Wayland algorithm to detect anomalous signals in railways, stock prices, stabilometry and electrograms recorded by using mapping catheters. In this study, we reported the manner in which these anomalous signals can be detected; however, due to space limitations, we have not reported this data for applications in the field of medicine.