Seisho Sato



Associated Prof.
The Institute of Statistical Mathematics (ISM).
Department of Prediction and Control.


I made the following WWW site, where you can easily do "Time Series Analysis".

Let's try!

Web Decomp (Server: P-III 733Mz Dual, Renewal!)
--- Time Series Analysis System on WWW (New Version!)

(another server) Web Decomp (New! Faster! --- Athlon 850Mz)

(New!) E-Decomp (Decomp on Excel) is released now! (English version -- New!)

Official Statistics Review (Japanese only)

S-Decomp (Japanese only)

MPI environment for R (Japanese only)

My work

- Developing the softwear of the Time Series Analysis
- Simultaneous Switching AutoRegressive model (SSAR model)
- Estimating the Volatility of the Financial Time Series
- Method of the Seasonal Adjustment

Paper list


E-mail: sato@ism.ac.jp