|
学術雑誌等発表論文
1)Ozaki,T.&Thomson,PJ.(2002)"A nonlincar Dynamic Model for Multiplicative Seasonal-trend
Decomposition",J.of Forecasting,21,107-124.
2)Peng H.,Ozaki T.,et al.(2002)A nonlinear exponential ARX model-based multivariable generalized
predictive control strategy for thermal power plants.IEEE Trans.On Control Systems Technology,Vol.10,No.2,
2002
3)Ozaki,T.and Iino,M.(2001)"An innovation approach to non-Gaussian time series analysis",J.Applied
Probab.38A,78-92.
4)A.Galka & T.Ozaki(2001)"Testing for Nonlinearity in High-dimensional Time Series from Continuous
Dynamics",Physica D 158(2001),32-44
5)Shi,,Z.,Tamura,Y.and Ozaki,T.(2001)"Monitoring the Stability of BWR Oscillation by Nonlinear Time Series
Modeling",Annals of Nuclear Energy,28,953-966.
6)Peng H.,Ozaki T.,et al.(2001)Nonlinear system identification using radial basis function-based signal
dependent ARX model.Proceedings of 5th IFAC Symposium on Nonlinear Control Systems,St.Petersburg,
Russia,703/708,2001
7)Peng H.,Ozaki T.,et al.(2001),Modeling and control of systems with signal dependent nonlinear dynamics.
Proceedings of the European Control Conference,Porto,Portugal,42/47,2001
口頭発表:
1)Ozaki,T.An innovation approach to non-Gaussian time series analysis,Symposium in
honour of Prof.David Vere-Jones'65years birthday,4/20,2001,Wellington,New Zealand
2)Ozaki,T.An Innovation Approach to EEG and fMRI Data Analysis in Brain Sciences,
Seminar at the Complex Systems Center,Soul National University
3)OzakiT.Use of Stochastic Differential Equation Models in Financial Time Series Analysis,
Seminar at the Complex Systems Center,Soul National University
4).Ozaki,T.,Jimenez,J.C.,Iino M.,Shi Z.,Sugawara,S.Use of Stochastic Differential Equation
Models in Monitoring the Currency Exchange Market and Currency Allocations.US-Japan
Time Series Conference,Kyoto,June,2001.
5)Peng H.,Ozaki T.,et al.Nonlinear system identification using radial basis function-based signal dependent
ARX model.5th IFAC Symposium on Nonlinear Control Systems,St.Petersburg,Russia,703/708,July,
2001.
6)Peng H.,Ozaki T.,et al.Modeling and control of systems with signal dependent nonlinear dynamics.
Proceedings of the European Control Conference,Porto,Portugal,42/47,2001
7)Peng,H.*,Ozaki,T.,et al A new estimation method for radial basis funtion-based models,IFAC
(International Federation of Automatic Control),IFAC Conference on New Technologies for
Computer Control,Hong Kong,China,November 19-22,2001,
8)尾崎 統、マイクロマーケットダイナミックス、JAFEEフォーラム、9月13日、一ツ橋大学企業国際戦略研究科、
東京
9)尾崎 統、Use of stpchastic differential equation models in financial time series analysis JAFEE大会1
2月14、東京
10)Ozaki,T.An innovation approach to the identification of nonlinear causal models in time series analysis,
IMA Workshopn on Time Series Analysis and Applications to geophysical Systems,11/12,Minneapolis,
USA
11)Ozaki,T.Use of stochastic differential equation models in financial time series analysis,東京大学応用統
計研究会セミナー,11/30,東京
12)Ozaki,T.科研費シンポジウム「確率過程と統計的漸近理論」12/6 Use of stpchastic differential
equation models in financial time series analysis、東京
13)Ozaki,T.A practical way of estimating the state space model for nonlinear control,ISM Symposium on
Nonlinear Time Series Analysis and Control(N-TIMSAC)、3/8 ISM
14)Ozaki,T.International Conference on Financial Engineering and Statistical Finance,Hitotsubashi
University,3/18 Estimation of volatility and detection of jumps in financial time series for dynamic
portfolio management 一橋大学、東京
|