List of Papers by Genshiro Kitagawa

## 1976-1979

• D̕ېj^̓vI, vb, Vol.23, No.2 (1976) 105-128 (ᩕƋ)
• ېj^̓vIƍŐV, {Dw_W, No.139 (1976) 31-43 (ᩕAxUvƋ)
• An algorithm for solving the matrix equation X = FXF + S. International Journal of Control, Vol.25, No.5 (1977) 745-753
• On a search procedure for the optimal AR-MA order. Annals of the Institute of Statistical Mathematics, Vol.29, No2, B (1977) 319-332
• ېj^̓vIƍŐV()--On line ɂ Dɂ--, {Dw_W, No.143 (1978) 231-239 (ᩕAxUvAƋ)
• Complete connectivity of a graph. Keio Engineering Reports, Vol. 31,No.12 (1978) 131-138 (with Y.Takenaka)
• A procedure for the modeling of non-stationary time series. Annals of the Institute of Statistical Mathematics, Vol. 30, No. 2, B (1978) 351-363 (with H.Akaike)
• On the use of AIC for the detection of outliers. Technometrics, Vol. 21, No.2 (1979) 193-199 (Corrigenda: Vol.23, No.3 (1981) 320-321)
• A new ship's auto pilot design through a stochastic model. Automatica, Vol. 15,No. 3 (1979) 255-268 (with K.Ohtsu, and M.Horigome)

## 1980 - 1984

• Ǐ펩ȉAfɂKn̎, vb, Vol.27, No.1 (1980) 95-105 (ᩕƋ)
• ON TIMSAC-78. Applied Time Series Analysis II, D.F.Findley ed., Academic Press, New York (1981) 499-547 (with H.Akaike)
• A nonstationary time series model and its fitting by a recursive filter. Journal of Time Series Analysis, Vol. 2, No. 2, (1981) 103-116
• A quasi Bayesian approach to outlier detection. Annals of the Institute of Statistical Mathematics, Vol. 34, No. 2 (1982) 389-398 (with H.Akaike)
• The prediction of time series with trends and seasonalities. Journal of Business & Economic Statistics, Vol. 1, No. 3 (1983) 253-264 (with W.Gersch)
• Changing spectrum estimation. Journal of Sound and Vibration, Vol. 89, No. 4 (1983) 433-445
• œK̂߂square root algorithm, vb, Vol.31, No.1 (1983) 72-80.
• State space modeling of non-stationary time series and smoothing of unequally spaced data. Proceedings of the Symposium on Time Series Analysis of Irregularly Observed Data, E. Parzen, ed., Lecture Notes in Statistics, Vol.25, Springer Verlag, (1984) 189-210
• Bayesian analysis of Outliers via Akaike's predictive likelihood of a model. Communications in Statistics, Ser.B, Vol.13, No.1 (1984) 107-126
• A smoothness priors-state space approach to the modeling of time series with trend and seasonality. Journal of the American Statistical Association, Vol.79, No.386 (1984) 378-389 (with W.Gersch)
• Statistical analysis of the AR type ship's autopilot system. Transactions of the ASME, Journal of Dynamic Systems, Measurement and Control , Vol.106, No.3 (1984) 193-202 (with K.Ohtsu)

## 1985 - 1989

• A smoothness priors-time varying AR coefficient modeling of nonstationary covariance time series. IEEE Transactions on Automatic Control, Vol.30, No.2 (1985) 48-56. (with W.Gersch)
• A smoothness priors long AR model method for spectral estimation. IEEE Transactions on Automatic Control, Vol.30, No.2 (1985) 57-65.(with W.Gersch)
• Extraction of signal by a time series model and screening out micro earthquakes. Signal Processing, Vol.8, No.2 (1985) 303-314. (with T.Takanami)
• A time varying AR coefficient model for modeling and simulating earthquake ground motion. Earthquake Engineering and Structural Dynamics, Vol.13, (1985) 243-354 (with W.Gersch)
• Non-Gaussian state-space modeling of nonstationary time series. Journal of the American Statistical Association, Vol.82, No.400 (1987) 1032-1063 (with discussions)
• A new efficient procedure for the estimation of onset times of seismic waves, Journal of Physics of the Earth, (1988), Vol.36, 267-290 (with T. Takanami)
• Non-Gaussian seasonal adjustment, Computers & Mathematics with Applications, (1989), Vo.18, No.6/7, 503-514.
• Smoothness priors transfer function estimation, Automatica, (1989), Vol.25, No.4, 603-608 (with W. Gersch).
• nkɂƂȂnʕϓ̒ʓIȌo@̊J--ϗʐAf̒nʎnւ̓Kp--, n, (1989), Vol.40, No.11, 613-623 ({v, Ƌ).

## 1990 - 1994

• Aڐn̗ʉ[m[g], vAVol.38, No.1, (1990) 19--30 (rbqAcӚmƋ)
• A nonlinear smoothing method for time series analysis, Statistica Sinica, Vol.1, No.2 (1991) 3711-388.
• Estimation of the arrival times of seismic waves by multivariate time series model, Annals of the Institute of Statistical Mathematics, Vol.43, No. 3 (1991) 407-433 (with T. Takanami).
• Multivariate time-series model to estimate the arrival times of S-waves, Computers & Geosciences, Vol.19, No.2 (1993) 295-301 (with T. Takanami)
• A time varying coefficient vector AR modeling of nonstationary covariance time series, Signal Processing, Vol.33 (1993) 315-331.
• State space modeling of time series, Proceedings of the First US/Japan Conference on the Frontiers of Statisitcal Modeling: An Informational approach, ed. H. Bozdogan, Kluwer Academic Publishers, Netherlands, (1994) 43-62.
• Applications of auto regressive model to control ship's motions and marine engine, Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational approach, ed. H. Bozdogan, Kluwer Academic Publishers, Netherlands, (1994) 81-104 (with K. Ohtsu).
• }Rt؂芷ȉAf[m[g], v, Vol.42, No.1 (1994) 75--82.
• The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother, Annals of the Institute of Statistical Mathematics, Vol.46, No.4, (1994) 605--623.

## 1995 - 1999

• Kullback-Leibler Information approach to the optimum measurement point for Bayesian estimation, Communications in Statistics, Theory and Methods, Vol.25, No.3 (1996) 519-536 (with Yafune A. and M. Ishiguro).
• Monte Carlo filter and smoother for non-Gaussian nonlinear state space models, Journal of Computational and Graphical Statistics, Vol.5, No.1 (1996) 1-25.
• Detection of Coseismic Changes of Underground Water Level, Journal of the American Statistical Association, Vol.91, No.434 (1996) 521-528 (with Matsumoto, N.).
• eJtB^ѕɂ[ډ], v, Vol.44, No.1 (1996) 31--48.
• Generalized information criteria in model selection, Biometrika, Vol.83, No.4 (1996) 875-890 (with Konishi, S.).
• Information criteria for the predictive evaluation of Bayesian models, Communications in Statistics, Theory and Methods, Vol.26, No.9, (1997) 2223-2246
• Bootstrapping log likelihood and EIC, an extention of AIC, Annals of the Institute of Statistical Mathematics, Vol.49, No.3 (1997) 411-434 (with Ishiguro, M. and Sakamoto, Y.).
• General State Space Modeling, Statistical Methods in Control and Signal Processing, eds. Katayama, T. and Sugimoto, S., Marcel Dekker, New York, (1997) 37-81. (with W.Gersch)
• GߒvODECOMPƂ̌̓WJ, v, Vol.45, No.2 (1997) 217-232.[m[g]
• Monte Carlo filtering and smoothing for nonlinear non-Gaussian state space model, Proceedings of the 29th ISCIE International Symposium on Stochastic Systems Theory and Its Applications, (1998) 1-6.
• Self-organizing State Space Model, Journal of the American Statistical Association, Vol. 93, No. 443, (1998) 1203-1215
• Automatic Transaction of Signal via Statistical Model, Discovery Science, Lecture Notes in Artificial Intelligence, No.1532, Springer-Verlag, (1998) 375-386
• A Non-Gaussian Stochastic Volatility Model, The Journal of Computational Finance, Vol.2 No.2, (1999) 33-47 (with Y. Nagahara)
• Bayesian State Space Modeling For Nonlinear Nonstationary Time Series, Proceedings of International Workshop on Soft Computing in Industry '99, IWSCI99, Muroran, (1999) 177-182
• Information Criteria GIC, EIC and Some Modifications, The 31st International Symposium on Stochastic Systems Theory and Its Applications, Yokohama, (1999) 39-40 (with Konishi)
• Smoothness Prior Approach to Explore the Mean Structure in Large Time Series Data, Discovery Science, Lecture Notes in Artificial Intelligence 1721, eds. S. Arikawa and K. Furukawa, No.1721 (1999) 230-241 (with T. Higuchi and F. Kondo)
• ʉԋԃfɂ鎞ñfO, vw_WCW@񗝘_Ev@ƊwK_, Vol.38, No.7 (1999) 427-432

• ʋK\̗_Ɖp |ŋ߂̔W |, vw_WCW@񗝘_Ev@ƊwK_, Vol.38, No.7 (1999) 413-419 (呥Ƌ)

• KEX^ԋԕ\ɂmI{eBeBf̐, Z, Vol.18, No.1 (1999) 45--64 (CiTƋ)
• ʉԋԃfɂ镪Uϓn̉, Z, Vol.18, ʍNo.1, (1999) 1-28 (Ƌ)
• ʉʋKGICƃu[gXgbv[ډ]C vCVol.47, No.2, (1999) 375-394 (呥Ƌ)
• Kullback-Leiblerʂɂ򕨓ԑ莞_̑I[ډ]C vCVol.47, No.2, (1999) 343-358 (Dj, ΍^ؕvƋ)

## 2000 - 2004

• Knowledge Discovery and Self-Organizing State Space Model, IEICE Trans. on Information Systems, Vol.E83-D, No.1 ( 2000) 36-43 (with T. Higuchi)
• Automatic Transaction of Signal via Statistical Modeling, New Generation Computing, Vol.18, No.1, (2000) 17-28 (with T. Higuchi)
• Modern Signal Extraction Methods in Computational Seismology, The Journal of the faculty of Science, Hokkaido University, Series VII, Vol.11, No.4, (2000) 725-738 (with T. Takanami)
• Nonlinear State Space Model Approach to Financial Time Series with Time-Varying Variance, Proceedings of the Hong Kong International Workshop on Statistics in Finance An Interface, eds. W.S. Chan, W. Keubg and H. Tomg, G. Kitagawa and S. Sato, Hong Kong, (2000) 23-44.
• Time series analysis of daily scanner sales: extraction of trend, day-of-week effect and price promotion, Marketing Intelligence & Planning, Vol. 18 No. 2, (2000) 53-66 (with F. Kondo)
• Batch-adaptive ship's autopilot, International Journal of Adaptive Control and Signal Processing, Vol.14, (2000) 427-439 (with J. S. Park and K. Ohtsu)
• n񃂃fɂʎn񂩂̏񒊏oC lHm\wCWuȊwvCVol.15, No.4, (2000) 673-680 ({vƋ)
• Time series analysis of monthly body weight and blood pressures of one man from 29 to 65 years, AMERICAN JOURNAL OF HUMAN BIOLOGY, Vol.12, 4, (2000) JUL-AUG, 526-541 (with Y. Okajima, M. Togo and S. Nishikawa)
• Bayesian State Space Modeling For Nonlinear Nonstationary Time Series, Soft Computing in Industrial Applications, eds. Y. Suzuki et al., Springer-Verlag, London, 1-85233-293-X, (2000) 371-382
• ʏԋԃfƎȑgD̕@ClHm\wC162C(2001) 300-307
• Signal Extraction Problems in Seismology, Intenational Statistical Review, Vol.69, No.1, (2001) 129-152 (with T. Takanami and N. Matsumoto)
• Monte Corlo smoothing and self-organising state space model, Sequential Monte Carlo Methods in Practice, eds. Doucet, A.,De Freitas, N. and Gordon,H., (2001) 177-195 (with Sato, S.)
• EKEX^ԋԃfƊmI{eBeB̐, p, Vol.11, No.4, Dec.(2001) 272-280 ()
• Extraction of signal from high dimensional time series analysis of ocean bottom seismograph data, Progress in Discovery Science, Lecture Notes in Artificial Intelligence No.2281, (2002), 449-458 (with Takanami, T., Kuwano, A., Murai, Y. and Shimamura, Y.)
• A physical-model study of the statistics of seismic waveform fluctuations in random heterogeneous media, Geophysical Journal International, Vol.148, (2002) 575-595 (with C.Sivaji, O.Nishizawa and Y.Fukushima)
• FAk쌹lYA }Rt؂芷AfɂPOSf[^̉́A svʊwA292 (2002) 233--245.
• Smoothness prior approach to explore mean structure in large-scale time series, Theoretical Computer Science, Vol.292, (2003) 431-446 (with Higuchi, T. and Kondo, F.)
• Asymptotic theory for information criteria in model selection-functional approach, Journal of Statistical Planning and Inference, Vol.114, (2003) 45-61 (with Konishi, S.)
• Hydrological response to earthquakes in the Haibara well, central Japan-I. Groundwater level changes revealed using state space decomposition of atmospheric pressure, rainfall and tidal responses, Geophysical Journal International, Vol.155, (2003) 885-898 (with Matsumoto, N. and Roeloffs, E.A.)
• Power contribution analysis for multivariate time series with correlated noise sources, Advances \& Applications in Statistics, 4 (1), (2004) 65-95 (with Tanokura, Y.)
• n͂ɂ鐔lI@|vZvwIȕ@|, vZ@vw, Vol.15, No.2, (2004) 159-170
• Statistical inference using stochastic switching models for the discrimination of unobserved display promotion from POS data, Marketing Letters Vol.15, No.1, (2004) 37-60, Kluwer Academic Publishers (with Sato, T., Higuchi, T.)

## 2005 - 2009

• }Rt؊fɂϑȂ񉿊iv[V{̗L̓vIC(2005) {pw_C15(4)C29-62D
• Kitagawa, G., Signal extraction and knowledge discovery based on statistical modeling, Theoretical Computer Science, {\bf 36} 132--142 (2006)
• k쌹lY (2007) \ƔڎwvȊw, {vw, 37@J-1, 25-36.
• k쌹lY (2007) WuʓIXNȊwvɂ, lHm\w, 22@T, 630.
• O. Nishizawa and G. Kitagawa (2007) An experimental study of phase angle fluctuation in seismic waves in random heterogeneous media:time-series analysis based on multivariate AR model, Geophysical Journal International, 169, 149--160.
• k@lY (2008) Contributions of Professor Hirotugu Akaike in Statistical Science, Journal of the Japan Statistical Society, 38-1, 119-130.
• k@lY (2008) mЉɂ铝vȊw̖, {vw, 37, 201-211.
• Derection of low-frequency large-amplitude jump in financial time series, 2007 46th IEEE Conference on Decision and Control, 443 4944--4949, (2007) Peng, H., Kitagawa, G., Tamura, Y., Tanokura, Y., Gan, M. and Chen, X.
• J{WY, gcv, k쌹lY (2009) nPЂݍxL^̋󐬕̏ɂ, kCwnw, 72, 231-245.

## 2010 - 2014

• Kitagawa, G. and Konishi, S. (2010) Bias and variance reduction techniques for bootstrap information criteria, Annals of the Institute of Statistical Mathematics, 62-1, 209-234.
• Kitagawa, G. (2010) Data Centric Science for Information Society, Econophysics Approaches to Large-Scale Business Data and Financial Crisis, 211-225.
• Peng, H., Kitagawa, G., Gan, M. and Chen, X. (2011) A new optimal portfolio selection strategy based on a quadratic form mean--variance model with transaction costs, Optimal Control Applications and Methods, Special Issue: Focus on Optimal Control in Diabetes 32(2) 127-138.
• Kyo, K., Noda, H. and Kitagawa, (2011) G. Bayesian estimation of dynamic matching function for U-V analysis in Japan, Bayesian Inference and Maximum Entropy Methods in Science and Engineering : 31st International Workshop on Bayesian Inference and Maximum Entropy Methods AIP Conf. Proc. 1443 354-36.
• Peng, H., Kitagawa, G., Wu, J. and Ohtsu, K. (2011) Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant, Applied Mathematical Modelling 35(7) 3541-3551.
• Tanokura, Y., Tsuda, H., Sato, S. and Kitagawa, G. (2011) Constructing a credit default swap index and detecting the impact of the financial crisis. Economic Time Series:Modelling and Seasonality (7) 359-379.
• Kyo, K., Noda, H. and Kitagawa, G. (2011) A Batch Sequential Approach to State Space Modeling for Trend Estimation. ICIC Express Letters 5(8(A)).
• Terada, D., Kitagawa, G., Miyoshi, S. (2011). Highly accurate estimation of a ship's position (1 st report)-case to use only GPS. Journal of the Japan Society of Naval Architects and Ocean Engineers, 12, 193-199.
• Kyo, K., Noda, H., and Kitagawa, G. (2012, May). Bayesian estimation of dynamic matching function for UV analysis in Japan. BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: 31st International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering 1443(1), 354-361, AIP Publishing.
• Tanokura, Y., Tsuda, H., Sato, S., and Kitagawa, G. (2012). Constructing a credit default swap index and detecting the impact of the financial crisis. Economic Time Series: Modeling and Seasonality, 359-380.
• Wu, J., Peng, H., Ohtsu, K. and Kitagawa, G. (2012) Ship's tracking control based on nonlinear time series model. Applied Ocean Research 36 1-11.
• Kyo, K., Noda, H., Kitagawa, G. (2013). Bayesian analysis of unemployment dynamics in Japan, Asian J. Management Science and Applications, 1(1) 4-25.
• Takanami, T., Kitagawa, G., Peng, H., Linde, A.T. and Sacks, I.S. (2013) A state-space approach to explore the strain behavior before and after the 2003 Tokachi-oki earthquake(M8) Data Science Journal 12 216-220.
• Takanami, T., Linde, A.T. and Sacks, I.S., Kitagawa, G., Peng, H. (2013) Modeling of the post-seismic slip of the 2003 Tokachi-oki earthquake M8 of Hokkaido: constraints from volumetric strain Earth Planets Space 65 1-8.
• Wu, J., Peng, H., Ohtsu, K., Kitagawa, G., and Oda, H. (2013). Nonlinear time series model for ship tracking control. Control Applications in Marine Systems 9(1), 61-66.
• Peng, H., Kitagawa, G., Takanami, T. and Matsumoto, N. (2013) State-space modeling for seismic signal analysis Applied Mathematical Modelling 38 738-746.
• Kitagawa, G. (2014) Computational aspects of sequential Monte Carlo filter and smoother Ann Inst Stat Math 66 443-471.
• gdvCk쌹lYCHui PengC_CCI؋MTCA. LindeCS.I. SacksCc (2014)@ԋԃfOɂ铌Cn̑̐ςЂݐMo̎݁C nkbC VolD89 1-13.

## 2015 -

• Peng, H., Kitagawa, G., Tamura, Y., Xi, Y., Qin, Y., and Chen, X. (2015) A modeling approach to financial time series based on market microstructure model with jumps Applied Soft Computing 29 40-51. doi: 10.1016/j.asoc.2014.10.048
• Xi, Y., Peng, H., Kitagawa, G., and Chen, X. (2015). The auxiliary iterated extended Kalman particle filter. Optimization and Engineering, 16(2), 387-407.