List of Papers by Genshiro Kitagawa

1976-1979

  • Statistical Control of Ship's Course Keeping Motion (in Japanese), Proceeding of the Institute of Statistical Mathematics, Vol.23, No.2 (1976) 105-128 (K. Ohtsu and G. Kitagawa)

  • Statisical Identification of Ship's Course Keeping Motion and Optimal Steering (in Japanese), Journal of the Naval Architects of Japan, No.139 (1976) 31-43 (K. Ohtsu, M. Horigome and G. Kitagawa)

  • 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, No.2, B (1977) 319-332

  • Statisical Identification of Ship's Course Keeping Motion and Optimal Steering, -Experiment of On-line Control on a Real Ship- (in Japanese), Journal of the Naval Architects of Japan, No.143 (1978) 231-239 (K. Ohtsu, M. Horigome, M. Hara and G. Kitagawa)

  • 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

  • A Realization of an Adaptive Controller via a Locally Stationary Autoregressive Model (in Japanese), Proceedings of the Institute of Statistical Mathematics, Vol.27, No.1 (1980) 95-105 (G. Kitagawa, K. Ohtsu and H. Akaike).

  • 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.

  • Square Root Algorithm for Optimal Controller Design (in Japanese), Proceedings of the Institute of Statistical Mathematics, 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, Vo.18, No.6/7, (1989) 503-514

  • Smoothness priors transfer function estimation, Automatica, Vol.25, No.4, (1989) 603-608 (with W. Gersch).

  • Development of linear multivariate regression model to detect coseismic changes of groundwater level (in Japanese), Bulletin of the Geological Survey of Japan, Vol.40, No.11, (1989) 613-623 (Matsumoto, N., Takahashi, M.).

1990 - 1994

  • Analysis if Water Flow of the Kusu River in an Interconnected Multi-reservoir Power System (in Japanese), Proceedings of the Institute of Statistical Mathematics, Vol.38, No.1, (1990) 19-30 (E. Arahata, K. Tanabe, Y. Tamura, G. Kitagawa et al. (Totally 8 authors))

  • A nonlinear smoothing method for time series analysis, Statistica Sinica, Vol.1, No.2 (1991) 371-388.

  • 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).

  • Markov Switching Autoregressive Model (in Japanese), Proceedings of the Institute of Statistical Mathematics,, 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.).

  • On Monte Varlo Filter and Smoother (in Japanese), Proceedings of the Institute of Statistical Mathematics, 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).

  • Seasonal Adjustment Program DECOMP and its Deveropment (in Japanese), Proceedings of the Institute of Statistical Mathematics Vol.45, No.2 (1997) 217-232.

  • 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, Springer-Verlag, Berlin, No.1721, (1999) 230-241 (with T. Higuchi and F. Kondo).

  • Modeling of time series via general state space model (in Japanese), Journal of the Society of Instrument and Control Engineers, Vol.38, No.7, (1999) 427-432.

  • Theory of generalized information criterion and its applications -recent developments- (in Japanese), Journal of the Society of Instrument and Control Engineers, Vol.38, No.7, (1999) 413-419 (with Konishi, S.).

  • Estimation of stochastic volatility models by non-Gaussian state space representation (in Japanese), Monetary and Economic Studies , Vol.18, No.1, (1999) 45-64 (Sato, S., and Nagahara, Y.).

  • Analysis of time series with time varying variance via general state space model (in Japanese), Monetary and Economic Studies, Vol.18, Special issue No.1, (1999) 1-28 (Sato, S.).

  • Generalized information criterion GIC and the bootstrap (in Japanese), Proceedings of the Institute of Statistical Mathematics, Vol.47, No.2, (1999) 375-394 (Konishi, S.).

  • Kullback-Leibler information approach for selecting pharmacokinetic sampling points (in Japanese), Proceedings of the Institute of Statistical Mathematics, Vol.47, No.2, (1999) 343-358 (Yafune, A., Ishiguro, M.).

2000 -

  • 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)

  • Extraction of ssential Information from Massive Data via Time Series Modeling (in Japanese), Journal of Japan Society for Artificial Intelligence, Special Issu on Discovery Science, Vol.15, No.4, (2000) 673-680 (G. Kitagwa and N. Matsumoto)

  • 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

  • General State Space Modeling and Self-Organizing Representation (in Japanese), Journal of Japan Society for Artificial Intelligence, Vol.16, No.2, (2001) 300-307

  • Signal Extraction Problems in Seismology, Intenational Statistical Review, Vol.69, No.1, (2001) 129-152 (with T. Takanami and N. Matsumoto)

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Updated April 2, 2004