Contents of the papers

  分野別出版物

地震波の自動処理

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

  • 到着時刻の推定

    • 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)

    • 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)

    • 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 (T. Takanami and G. Kitagawa)

  • 微少信号の抽出

    • 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)

    • 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)

  • 地震の影響の検出

    • Detection of Coseismic Changes of Underground Water Level, Journal of the American Statistical Association, Vol. 91, No. 434 (1996) 521--528 (with Matsumoto, N.).

    • 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.)

  • 時変スペクトルの推定

    • Changing spectrum estimation. Journal of Sound and Vibration, Vol. 89, No. 4 (1983) 433-445

    • 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 time varying AR coefficient model for modelling and simulating earthquake ground motion. Earthquake Engineering and Structural Dynamics, Vol.13, (1985) 243-354 (with W.Gersch)

    • A time varying coefficient vector AR modeling of nonstationary covariance time series, Signal Processing, Vol. 33 (1993) 315--331. (with XQ Jiang)

    • 時変係数自己回帰モデル --プログラムTVCARの紹介-- 統計数理, Vol.34, No.2 (1986) 273-283

経済時系列の解析

  • 季節調整法

    • A nonstationary time series model and its fitting by a recursive filter. Journal of Time Series Analysis, Vol. 2, No. 2, (1981) 103-116

    • The prediction of time series with trends and seasonalities. Journal of Business & Economic Statistics, Vol. 1, No. 3 (1983) 253-264 (with W.Gersch)

    • 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)

    • 非定常時系列の分解 --プログラムDECOMPの紹介-- 統計数理. Vol.34, No.2 (1986) 255-271

    • Non-Gaussian seasonal adjustment, Computers & Mathematics with Applications, (1989), Vo.18, No.6/7, 503-514.

    • The two-filter formula for smoothing and an inplementation of the Gaussian-sum smoother, Annals of the Institute of Statistical Mathematics, Vol. 46, No. 4, (1994) 605--623.

    • 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.

    • 季節調整プログラムDECOMPとその後の展開， 統計数理，Vol. 45, No. 2 (1997) 217-232.[研究ノート]

    • Self-organizing State Space Model, Journal of the American Statistical Association, Vol. 93, No. 443, (1998) 1203--1215

  • ファイナンス

    • A Non-Gaussian Stochastic Volatility Model, The Journal of Computational Finance, Vol.2 No.2, (1999) 33-47 (with Y. Nagahara)

    • 非ガウス型状態空間表現による確率的ボラティリティモデルの推定, 金融研究, Vol.18, No.1 (1999) 45-64 (佐藤整尚，永原裕一と共著)

    • 一般化状態空間モデルによる分散変動時系列の解析, 金融研究, Vol.18, 別冊No.1, (1999) 1-28 (佐藤整尚と共著)

    • 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.

    • Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis. Economic Time Series: Modeling and Seasonality (2012): 359. (with Y. Tanokura, H. Tsuda and S. Sato)

  • POSデータ

    • 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)

船体運動の解析と制御

  • Ship's tracking control based on nonlinear time series model. Applied Ocean Research, 36, 1-11, (2012). (with Wu, J., Peng, H., Ohtsu, K., & Itoh, T.)

  • Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant. Applied Mathematical Modelling 35.7 (2011): 3541-3551. (with H. Peng, J. Wu and K. Ohtsu)
  • Batch-adaptive ship's autopilot, International Journal of Adaptive Control and Signal Processing, Vol.14, (2000) 427-439, J. S. Park, K. Ohtsu and G. Kitagawa

  • Applications of auto regressive model to control ship's motions and marine engine, Proceedings of the First US/Japan Conference on the Frontiers of Statisitcal Modeling: An Informational approach, ed. H. Bozdogan, Kluwer Academic Publishers, Netherlands, (1994) 81--104 (with K. Ohtsu).

  • 船の保針運動の統計的制御, 統計数理研究所彙報, Vol.23, No.2 (1976) 105-128 (大津皓平と共著)

  • 保針運動の統計的同定と最適操舵, 日本造船学会論文集, No.139 (1976) 31-43 (大津皓平、堀篭教夫と共著)

  • 保針運動の統計的同定と最適操舵(続) --On line制御による実船実験について--, 日本造船学会論文集, No.143 (1978) 231-239 (大津皓平、堀篭教夫、原誠と共著)

  • 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)

  • 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)

  • データ解析の新動向 --モデル化によるスペクトルの求め方--, 日本造船学会誌, No.589 (1978) 337-344 (山内保文, 大津皓平, 織田博行と共著)

  • データ解析の新動向 -モデル化によるダイナミックシステムの応答特性の求め方-, 日本造船学会誌, No.591 (1978) 436-447, 山内保文, 大津皓平, 織田博行と共著)

状態空間モデリング

  • 非ガウス型フィルタ・平滑化

    • 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 nonlinear smoothing method for time series analysis, Statistica Sinica, Vol.1, No.2 (1991) 3711-388.

    • 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.

    • マルコフ切り換え自己回帰モデル[研究ノート], 統計数理, Vol. 42, No. 1 (1994) 75-82.

    • 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)

    • FORTRAN 77　時系列解析プログラミング, 岩波コンピュータサイエンス, 岩波書店 (1993) ---> 目次

    • Smoothness Priors Analysis of Time Series, Lecture Notes in Statistics, No.116, Springer Verlag, New York (1996), pp261, (with Will Gersch). ---> 目次

    • Genral State Space Modeking, Statistical Methods in Control and Signal Processing, eds. T. Katayama and S. Sugimoto, Marcel Dekker. New York (1997) 37-81 (Chapter 2) (with Will Gersch).

    • 非ガウス型時系列モデリング, オペレーションズ・リサーチ, (1989), Vol.34, No.10, 541-546.

    • 一般化状態空間モデルによる時系列のモデリング, 計測自動制御学会論文集，特集　情報理論・統計手法と学習理論, Vol.38, No.7 (1999) 427-432

    • 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

    • 一般状態空間モデルと自己組織化の方法，人工知能学会誌，16巻2号，(2001) 300-307

  • ガウス型フィルタ・平滑化

    • A nonstationary time series model and its fitting by a recursive filter. Journal of Time Series Analysis, Vol. 2, No. 2, (1981) 103-116

    • Non-Gaussian seasonal adjustment, Computers & Mathematics with Applications, (1989), Vo.18, No.6/7, 503-514.

    • The two-filter formula for smoothing and an inplementation of the Gaussian-sum smoother, Annals of the Institute of Statistical Mathematics, Vol. 46, No. 4, (1994) 605-623.

    • Smoothness Priors Analysis of Time Series, Lecture Notes in Statistics, No.116, Springer Verlag, New York (1996), pp261, (with Will Gersch). ---> 目次

    • Genral State Space Modeking, Statistical Methods in Control and Signal Processing, eds. T. Katayama and S. Sugimoto, Marcel Dekker. New York (1997) 37-81 (Chapter 2) (with Will Gersch).

  • モンテカルロフィルタ・平滑化

    • 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.

    • モンテカルロフィルタおよび平滑化について[研究詳解]、統計数理、 Vol.44, No.1 (1996) 31-48.

    • 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.

    • Smoothness Priors Analysis of Time Series, Lecture Notes in Statistics, No.116, Springer Verlag, New York (1996), pp261, (with Will Gersch). ---> 目次

    • Genral State Space Modeking, Statistical Methods in Control and Signal Processing, eds. T. Katayama and S. Sugimoto, Marcel Dekker. New York (1997) 37-81 (Chapter 2) (with Will Gersch).

    • 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.)
    • Computational aspects of sequential Monte Carlo filter and smoother Ann Inst Stat Math Vol. 66 (2014) 443-471.

  • 自己組織化

    • Self-organizing State Space Model, Journal of the American Statistical Association, Vol. 93, No. 443, (1998) 1203-1215

時系列解析

  • On a search procedure for the optimal AR-MA order. Annals of the Institute of Statistical Mathematics, Vol.29, No2, B (1977) 319-332

  • 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)

  • TIMSAC-78. Computer Science Monographs, No. 11, The Institute of Statistical Mathematics (1979) (with H.Akaike, E.Arahata and F.Tada)

  • ON TIMSAC-78. Applied Time Series Analysis II, D.F.Findley ed., Academic Press, New York (1981) 499-547 (with H.Akaike)

  • TIMSAC-84, Part I and II. Computer Science Monographs, The Institute of Statistical Mathematics, Tokyo No.22 and No.23 (1985) (with H.Akaike, T.Ozaki, M.Ishiguro, Y.Ogata, Y.Tamura, E.Arahata, K.Katsura and Y.Tamura)

  • FORTRAN 77　時系列解析プログラミング, 岩波書店，岩波コンピュータサイエンス (1993)

  • Smoothness Priors Analysis of Time Series, Springer Verlag, New York, Lecture Notes in Statistics, No.116, (1996), pp261 (with W. Gersch)

  • 時系列解析入門, 岩波書店 (2005)

  • Introduction to Time Series Modeling, Chapman & Hall CRC Press (2010)

情報量規準

  • 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.).

  • 情報量統計学, 共立出版, 情報科学講座 A.5.4. (1983) p236 (坂元慶行, 石黒真木夫と共著) ---> 目次

  • Akaike Information Criterion Statistics. D.Reidel Publishing Company, (1986) (with Y.Sakamoto and M.Ishiguro)

  • Asymptotic theory for information criteria in model selection-functional approach, Journal of Statistical Planning and Inference, Vol.114, (2003) 45-61 (with Konishi, S.)

  • 情報量規準，朝倉書店，予測と発見の科学 2 (2004) （小西貞則と共著）

  • 赤池情報量規準AIC−モデリング・予測・知識発見, 共立出版 (2007)， （赤池弘次，甘利俊一，樺島祥介，下平英寿と共著）

  • Information Criteria and Statisical Modeling， Springer Veralg (2008) （S. Konishiと共著）

  • Bias and variance reduction techniques for bootstrap information criteria, Annals of the Institute of Statistical Mathematics, 62-1 (2010), 209-234 (with K. Konishi).

発見科学

  • 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).

  • 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)

  • 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)

  • 知識発見と自己組織型の統計モデル, BIT別冊 発見科学と データマイニング, 森下真一, 宮野悟編, 共立出版, (2000) 159-168 (樋口知之と共著)

異常値の処理

  • 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)

  • A quasi Bayesian approach to outlier detection. Annals of the Institute of Statistical Mathematics, Vol. 34, No. 2 (1982) 389-398 (with H.Akaike)

  • Bayesian analysis of Outliers via Akaike's predictive likelihood of a model. Communications in Statistics, Ser.B, Vol.13, No.1 (1984) 107-126

  • ベイズモデルによる異常値の検出, Information, Vol. 6, No.3 (1987) 100-106 (武川 文と共著).

Updated January 23, 2015