Forma, Vol. 21 (No. 2), pp. 159-167, 2006

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:

(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.

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