Golf swing motion analysis; An example of
constructive approach to the analysis and
control of a highly complex and nonlinear
system Hirotugu Akaike
16:30 - 18:00
Poster Session
19:00 - 21:00
Banquet R. Shimizu (Speach) H. Akaike (Toast)
February 9, Wednesday
10:00 - 12:00
Session 5 Chair: Yoshihiro Yajima
The Simultaneous Switching Autoregressive
Model Naoto Kunitomo, Seisho Sato
Heavy-tailed and Non-linear Continuous-time
ARMA Models for Financial Time Series Peter J. Brockwell
LAN based asymptotic theory for time series Masanobu Taniguchi
12:00 - 13:30
Lunch
13:30 - 15:30
Session 6 Chair: Shi
An Innovation Approach to non-Gaussian
Time Series Analysis Tohru Ozaki, Mitsunori Iino
Panels of intercorrelated time series:
exploring linear and nonlinear models Dag Tjostheim
Non-Gaussian OU based models and some of
their uses in financial economics Ole E.Barndorff-Nielsen, Neil Shephard
15:30 - 16:00
Coffee Break
16:00 - 17:20
Session 7 Chair: Makio Ishiguro
Long memory and chaotic systems Dominique Guegan
Analysis of Observed Chaotic Data by Non-
linear Autoregressive Model Takashi Yanagawa, Kaoru Fueda, Koji Yonemoto
17:20 - 17:30
Closing
Posters
P001
Estimating Functions for Nonlinear Time Series Models Ajay Chandra
P002
Sequential Estimation For A Functional Of The
Spectral Density Of A Gaussian Stationary Process Takayuki Shiohama
P003
Estimation and Identification of Time Series Models
based on Self-concluding Statistical Inference Xing-Qi Jiang, Genshiro Kitagawa
P004
State Space Modeling for Individual Bond Prices Hiroshi Tsuda
P005
Estimation of Multifactor Term Structure Model on
Japanese Interest Rates by Using Monte Carlo Filter Akihiko Takahashi, Seisho Sato
P006
A time series analysis package for visual operations
and distributed computing Yoshikazu Yamamoto, Junji Nakano
P007
A comparison of non-linear non-parametric models
for epilepsy data Fumikazu Miwakeichi, Ruben Ramirez-Padron,
Pedro A. Valdes Sosa, Tohru Ozaki
P008
The entropy trajectory: A perspective to classify
complex systems Tomoaki Suzudo
P009
Time Series of Sliding Motion Described by
Stochastic Differential Equation. Masaru Furukawa, Hiroaki Hara, Yuichi Tsuzuki,
Junji Koyama
P010
Characterization of Time Series in Queue Described
by Length of Time Curve Hisashi Sato, Nobutoshi Ikeda, Hiroaki Hara
P011
A Method of Prediction for Nonlinear Time Series
Described by Stochastic Potentials Yoshinori Satoh, Nobutoshi Ikeda, Hiroaki Hara
P012
Detection and Quantitative Description of
Nonstationarity in Chaotic Time Series Andreas Galka
P013
Markov Switching Model of Foreign Exchange Rates Morikazu Hakamata
P014
Risk analysis of loan with Prepayment Jun Kataoka
P015
Boltzmann Model for Analysis of Stochastic
Phenomena in Financial Problems Yuji Uenohara, Toru Onodera, Tetsuo Tamaoki, Ritsuo Yoshioka,
Motohiko Ohnishi
P016
Arrival time fluctuation of seismic waves in random
heterogeneous media Chadaram Sivaji, Osamu Nishizawa, Genshiro
Kitagawa, Yo Fukushima, Ziqiu Xue
P017
A Statistical System Jasp and its Interface to TIMSAC programs Takeshi Fujiwara, Junji Nakano, Yoshikazu Yamamoto,
Ikunori Kobayashi
P018
Estimating and reducing forecast errors for data assimilation Xiaogu Zheng, Masahide Kimoto, Tohru Ozaki
P019
Nonstationary spectral peak estimation based on
Monte Carlo Filter Norikazu Ikoma
P020
A nonlinear model for financial dynamics Mitsunori Iino, Tohru Ozaki
P021
A Hierarchical Bayesian Scheme for Reconstruction
and Prediction of Nonlinear Dynamical Systems Takashi Matsumoto, Motoki Saito, Junjiro Sugi,
Yoshinori Nakajima
P022
Understand nonlinear time series analysis
methodologies from perspective of systems
monitoring Zhaoyun Shi, Yoshiyasu Tamura, Tohru Ozaki
P023
Effects of time correlation of multiplicative noise in
stochastic equation Nobutoshi Ikeda, Yuichi Tsuzuki, Hiroaki Hara