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Statistical analysis of oscillation phenomenon in time series data

Research Project

Project/Area Number 19K20220
Research Category

Grant-in-Aid for Early-Career Scientists

Allocation TypeMulti-year Fund
Review Section Basic Section 60030:Statistical science-related
Research InstitutionThe University of Tokyo (2019, 2022-2023)
Institute of Physical and Chemical Research (2020-2021)

Principal Investigator

Matsuda Takeru  東京大学, 大学院情報理工学系研究科, 准教授 (50808475)

Project Period (FY) 2019-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2021: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2020: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2019: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords時系列解析 / 状態空間モデル / 振動子 / fNIRS / 常微分方程式 / アジョイント法
Outline of Research at the Start

振動現象は自然界に遍在しており、その理解は分野を越えて重要である。本研究では、多様な時系列データに潜む振動現象の理解・予測・制御を行うための統計手法を開発する。本研究で開発する手法によって、データ駆動的に振動現象の定量的理解が得られ、さらに不確実性を考慮した予測・制御を行うことが可能となる。

Outline of Final Research Achievements

We worked on the application and improvement of the oscillator decomposition, which uses a state-space model to extract oscillator components latent in time series data in a data-driven manner. In the application to infant fNIRS data, we obtained three types of oscillator decomposition: oscillators derived from brain activity, those corresponding to pulse waves, and those corresponding to mirrored noise. In the application to seismic wave data, oscillators with a period of about 11 seconds corresponding to volcanic long-period microtremor events were detected. We also ported the oscillator decomposition program from MATLAB to python and published the code on github.

Academic Significance and Societal Importance of the Research Achievements

振動現象は自然界に遍在しており、その理解は分野を越えて重要である。本研究では、時系列データに潜む振動現象の理解・予測・制御を行うための統計手法を開発し、多様なデータに応用した。本手法によって、データ駆動的に振動現象の定量的理解が得られ、さらに不確実性を考慮した予測・制御を行うことが可能となる。

Report

(6 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • Research Products

    (61 results)

All 2024 2023 2022 2021 2020 2019 Other

All Int'l Joint Research (6 results) Journal Article (17 results) (of which Int'l Joint Research: 6 results,  Peer Reviewed: 16 results,  Open Access: 12 results) Presentation (36 results) (of which Int'l Joint Research: 14 results,  Invited: 19 results) Remarks (2 results)

  • [Int'l Joint Research] オックスフォード大学(英国)

    • Related Report
      2021 Research-status Report
  • [Int'l Joint Research] ヘルシンキ大学(フィンランド)

    • Related Report
      2021 Research-status Report
  • [Int'l Joint Research] Rutgers University/Harvard University(米国)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] University College London(英国)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] Rutgers University(米国)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] University College London(英国)

    • Related Report
      2019 Research-status Report
  • [Journal Article] Adapting to general quadratic loss via singular value shrinkage2024

    • Author(s)
      Matsuda Takeru
    • Journal Title

      IEEE Transactions on Information Theory

      Volume: - Issue: 5 Pages: 3640-3657

    • DOI

      10.1109/tit.2023.3344649

    • Related Report
      2023 Annual Research Report
  • [Journal Article] Inadmissibility of the corrected Akaike information criterion2024

    • Author(s)
      Matsuda Takeru
    • Journal Title

      Bernoulli

      Volume: 30 Issue: 2

    • DOI

      10.3150/23-bej1638

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Modelling the discretization error of initial value problems using the Wishart distribution2024

    • Author(s)
      Marumo Naoki、Matsuda Takeru、Miyatake Yuto
    • Journal Title

      Applied Mathematics Letters

      Volume: 147 Pages: 108833-108833

    • DOI

      10.1016/j.aml.2023.108833

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix2023

    • Author(s)
      Matsuda Takeru
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: - Issue: 1 Pages: 313-328

    • DOI

      10.1007/s42081-023-00216-z

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Information geometry of operator scaling2022

    • Author(s)
      Matsuda Takeru、Soma Tasuku
    • Journal Title

      Linear Algebra and its Applications

      Volume: 649 Pages: 240-267

    • DOI

      10.1016/j.laa.2022.04.022

    • Related Report
      2022 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Advanced paternal age diversifies individual trajectories of vocalization patterns in neonatal mice2022

    • Author(s)
      Mai Lingling、Inada Hitoshi、Kimura Ryuichi、Kanno Kouta、Matsuda Takeru、Tachibana Ryosuke O.、Tucci Valter、Komaki Fumiyasu、Hiroi Noboru、Osumi Noriko
    • Journal Title

      iScience

      Volume: 25 Issue: 8 Pages: 104834-104834

    • DOI

      10.1016/j.isci.2022.104834

    • Related Report
      2022 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Oscillator decomposition of infant fNIRS data2022

    • Author(s)
      Matsuda, T., Homae, F., Watanabe, H., Taga, G., & Komaki, F.
    • Journal Title

      PLoS computational biology

      Volume: - Issue: 3 Pages: 1-31

    • DOI

      10.1371/journal.pcbi.1009985

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Shrinkage Estimation and Superharmonicity2021

    • Author(s)
      松田 孟留
    • Journal Title

      Bulletin of the Japan Society for Industrial and Applied Mathematics

      Volume: 31 Issue: 4 Pages: 7-14

    • DOI

      10.11540/bjsiam.31.4_7

    • NAID

      40022784438

    • ISSN
      2432-1982
    • Year and Date
      2021-12-22
    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Adjoint-based exact Hessian computation2021

    • Author(s)
      S. Ito, T. Matsuda, and Y. Miyatake
    • Journal Title

      BIT Numerical Mathematics

      Volume: - Issue: 2 Pages: 503-522

    • DOI

      10.1007/s10543-020-00833-0

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Information criteria for non-normalized models.2021

    • Author(s)
      T. Matsuda, M. Uehara and A. Hyvarinen.
    • Journal Title

      Journal of Machine Learning Research

      Volume: 22(158) Pages: 1-33

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Wasserstein statistics in one-dimensional location scale models2021

    • Author(s)
      Amari Shun-ichi、Matsuda Takeru
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 74 Issue: 1 Pages: 33

    • DOI

      10.1007/s10463-021-00788-1

    • URL

      https://localhost/en/publications/4295bb73-52d1-477f-90b1-a59ccc3cb53b

    • Related Report
      2021 Research-status Report
    • Peer Reviewed
  • [Journal Article] Estimation of ordinary differential equation models with discretization error quantification2021

    • Author(s)
      T. Matsuda and Y. Miyatake
    • Journal Title

      SIAM/ASA Journal on Uncertainty Quantification

      Volume: 9 Issue: 1 Pages: 302-331

    • DOI

      10.1137/19m1278405

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Generalization of partitioned Runge--Kutta methods for adjoint systems2021

    • Author(s)
      T. Matsuda and Y. Miyatake
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 388 Pages: 113308-113308

    • DOI

      10.1016/j.cam.2020.113308

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] T. Matsuda and W. E. Strawderman2021

    • Author(s)
      Predictive density estimation under the Wasserstein loss
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 210 Pages: 53-63

    • DOI

      10.1016/j.jspi.2020.05.005

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] 競技かるたの決まり字に関する統計的解析2020

    • Author(s)
      松田 孟留
    • Journal Title

      応用統計学

      Volume: 49 Issue: 1 Pages: 1-11

    • DOI

      10.5023/jappstat.49.1

    • NAID

      130007891751

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity2020

    • Author(s)
      T. Matsuda and A. Takemura
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 37 Issue: 1 Pages: 213-248

    • DOI

      10.1007/s13160-019-00394-y

    • NAID

      210000175776

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Harmonic Bayesian Prediction Under α -Divergence2019

    • Author(s)
      Yuzo Maruyama, Takeru Matsuda, Toshio Ohnishi
    • Journal Title

      IEEE Transactions on Information Theory

      Volume: 65 Issue: 9 Pages: 5352-5366

    • DOI

      10.1109/tit.2019.2915245

    • NAID

      120007017124

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] 振動子分解法による多チャンネル脳波からのアルファ波分解2024

    • Author(s)
      高島 和樹, 松田 孟留, 山下 歩, 澤山 正貴, 澁澤 柊花, 天野 薫
    • Organizer
      日本視覚学会 2024年冬季大会
    • Related Report
      2023 Annual Research Report
  • [Presentation] Oscillator decomposition of time series data2024

    • Author(s)
      T. Matsuda
    • Organizer
      Complex systems seminar, University of Sydney
    • Related Report
      2023 Annual Research Report
    • Invited
  • [Presentation] 行列のベイズ縮小推定2023

    • Author(s)
      松田 孟留
    • Organizer
      科研費シンポジウム「ベイズ統計学の最近の展開」
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] 行列の縮小推定2023

    • Author(s)
      松田 孟留
    • Organizer
      日本数学会2023年度年会
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] Data-driven decomposition of slow-to-fast earthquakes2022

    • Author(s)
      T. Matsuda, S. Baba and A. Kato
    • Organizer
      International Joint Workshop on Slow Earthquakes 2022
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research
  • [Presentation] 脳波時系列データにおける状態空間モデルのベイズ推定2022

    • Author(s)
      城田 慎一郎, 松田 孟留
    • Organizer
      2022年度統計関連学会連合大会
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] 行列の縮小推定2022

    • Author(s)
      松田 孟留
    • Organizer
      確率・統計・行列ワークショップ松本2022.
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] イーエンス・ピットマン分割のパラメータ推定の漸近理論2022

    • Author(s)
      郡山 拓也, 松田 孟留, 駒木 文保
    • Organizer
      2021年度日本統計学会春季集会
    • Related Report
      2021 Research-status Report
  • [Presentation] Interpretable Stein Goodness-of-fit Tests on Riemannian Manifolds2021

    • Author(s)
      Wenkai Xu and Takeru Matsuda
    • Organizer
      Proceedings of the 38th International Conference on Machine Learning (ICML 2021)
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research
  • [Presentation] Estimation under matrix quadratic loss and matrix superharmonicity2021

    • Author(s)
      Takeru Matsuda
    • Organizer
      EcoSta 2021
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] On Geometry of Stein Goodness-of-fit Testing2021

    • Author(s)
      Wenkai Xu and Takeru Matsuda
    • Organizer
      5th conference on Geometric Science of Information (GSI 2021)
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research
  • [Presentation] Wasserstein statistics in one-dimensional location-scale models2021

    • Author(s)
      Shun-ichi Amari and Takeru Matsuda
    • Organizer
      5th conference on Geometric Science of Information (GSI 2021)
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Estimation under matrix quadratic loss and matrix superharmonic priors2021

    • Author(s)
      Takeru Matsuda
    • Organizer
      EAC-ISBA 2021
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 一般化近単調回帰と常微分方程式の数値計算の誤差推定2021

    • Author(s)
      松田 孟留, 宮武 勇登
    • Organizer
      日本応用数理学会2021年度年会
    • Related Report
      2021 Research-status Report
  • [Presentation] シンプレクティックアジョイント法に基づく高精度不確実性定量化法2021

    • Author(s)
      伊藤 伸一, 松田 孟留, 宮武 勇登
    • Organizer
      2021年度統計関連学会連合大会.
    • Related Report
      2021 Research-status Report
  • [Presentation] 競技かるたの決まり字に関する統計的解析2021

    • Author(s)
      松田 孟留
    • Organizer
      2021年度統計関連学会連合大会
    • Related Report
      2021 Research-status Report
    • Invited
  • [Presentation] データ駆動型研究のためのモデリング・アルゴリズム・数理2021

    • Author(s)
      松田 孟留
    • Organizer
      CBI学会2021年大会
    • Related Report
      2021 Research-status Report
    • Invited
  • [Presentation] Imputation estimators for unnormalized models with missing data2020

    • Author(s)
      M. Uehara, T. Matsuda and J. K. Kim
    • Organizer
      23rd International Conference on Artificial Intelligence and Statistics (AISTATS 2020)
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research
  • [Presentation] A Stein goodness-of-fit test for directional distributions2020

    • Author(s)
      W. Xu and T. Matsuda
    • Organizer
      23rd International Conference on Artificial Intelligence and Statistics (AISTATS 2020)
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research
  • [Presentation] A unified statistically efficient estimation framework for unnormalized models2020

    • Author(s)
      M. Uehara, T. Kanamori, T. Takenouchi and T. Matsuda
    • Organizer
      23rd International Conference on Artificial Intelligence and Statistics (AISTATS 2020)
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research
  • [Presentation] Extracting non-sinusoidal oscillators from neural time series data2020

    • Author(s)
      松田 孟留
    • Organizer
      第43回日本神経科学大会
    • Related Report
      2020 Research-status Report
    • Invited
  • [Presentation] 作用素スケーリングの情報幾何2020

    • Author(s)
      松田 孟留, 相馬 輔
    • Organizer
      日本応用数理学会2020年度年会
    • Related Report
      2020 Research-status Report
  • [Presentation] Second-order adjoint方程式に基づくヘッセ行列の計算について2020

    • Author(s)
      伊藤 伸一, 松田 孟留, 宮武 勇登
    • Organizer
      日本応用数理学会2020年度年会
    • Related Report
      2020 Research-status Report
  • [Presentation] Matrix superharmonic priors for Bayes estimation under matrix quadratic loss2020

    • Author(s)
      松田 孟留, William Strawderman
    • Organizer
      2020年度統計関連学会連合大会
    • Related Report
      2020 Research-status Report
  • [Presentation] Estimation of Non-Normalized Mixture Models2019

    • Author(s)
      T. Matsuda and A. Hyvarinen
    • Organizer
      22nd International Conference on Artificial Intelligence and Statistics (AISTATS 2019)
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] Singular value shrinkage priors and empirical Bayes matrix completion2019

    • Author(s)
      T. Matsuda
    • Organizer
      New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Singular value shrinkage prior: a matrix version of Stein's prior2019

    • Author(s)
      T. Matsuda
    • Organizer
      Symposium in Memory of Charles Stein
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Singular value shrinkage priors for Bayesian prediction2019

    • Author(s)
      T. Matsuda
    • Organizer
      EAC-ISBA 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Estimation of ODE models with quantifying discretization error2019

    • Author(s)
      T. Matsuda and Y. Miyatake
    • Organizer
      SciCADE 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] ベイズ振動子分解による地震波データの解析2019

    • Author(s)
      松田 孟留, 加藤 愛太郎, 駒木 文保
    • Organizer
      日本地球惑星科学連合2019年大会.
    • Related Report
      2019 Research-status Report
  • [Presentation] Estimation of non-normalized mixture models2019

    • Author(s)
      松田 孟留, Aapo Hyvarinen
    • Organizer
      2019年度統計関連学会連合大会.
    • Related Report
      2019 Research-status Report
  • [Presentation] 脳神経データの振動子分解2019

    • Author(s)
      松田 孟留
    • Organizer
      生理研研究会「脳神経ダイナミクスの可視化と制御」.
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] Oscillator decomposition of time series data2019

    • Author(s)
      松田 孟留
    • Organizer
      理研CBSワークショップ「脳・心・機械の理論に向けて」.
    • Related Report
      2019 Research-status Report
  • [Presentation] 特異値縮小型事前分布と経験ベイズ行列補完2019

    • Author(s)
      松田 孟留
    • Organizer
      大阪大学データ科学特別セミナー
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] 離散化誤差を考慮した常微分方程式モデルのパラメータ推定2019

    • Author(s)
      松田 孟留
    • Organizer
      東京大学数値解析セミナー
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] 離散化誤差を考慮した常微分方程式モデルのパラメータ推定2019

    • Author(s)
      松田 孟留, 宮武 勇登
    • Organizer
      RIMS研究集会「諸科学分野を結ぶ基礎学問としての数値解析学」
    • Related Report
      2019 Research-status Report
    • Invited
  • [Remarks] Takeru Matsuda

    • URL

      http://www.stat.t.u-tokyo.ac.jp/~t-matsuda/ja/

    • Related Report
      2020 Research-status Report
  • [Remarks]

    • URL

      http://www.stat.t.u-tokyo.ac.jp/~t-matsuda/

    • Related Report
      2019 Research-status Report

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Published: 2019-04-18   Modified: 2025-01-30  

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