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Statistical modeling of spatio-temporal data and quantitative grasp of phenomena

Research Project

Project/Area Number 23300106
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionKyushu University

Principal Investigator

NISHII Ryuei  九州大学, マス・フォア・インダストリ研究所, 教授 (40127684)

Co-Investigator(Kenkyū-buntansha) NINOMIYA Yoshiyuki  九州大学, マス・フォア・インダストリ研究所, 准教授 (50343330)
MASUDA Hiroki  九州大学, マス・フォア・インダストリ研究所, 准教授 (10380669)
MAESONO Yoshihiko  九州大学, 大学院数理学研究院, 教授 (30173701)
TANAKA Shojiro  島根大学, 大学院総合理工学研究科, 教授 (00197427)
SHIMIZU Kunio  慶應義塾大学, 名誉教授 (60110946)
QIN Pan  九州大学, マス・フォア・インダストリ研究所, 学術研究員 (40532718)
KONISHI Sadanori  中央大学, 理工学部, 教授 (40090550)
SAKATA Toshio  九州大学, 大学院芸術工学研究院, 教授 (20117352)
Project Period (FY) 2011-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥11,570,000 (Direct Cost: ¥8,900,000、Indirect Cost: ¥2,670,000)
Fiscal Year 2014: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2013: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2012: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2011: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Keywords時空間モデリング / 時系列解析 / 環境統計 / ノンパラメトリック解析 / 森林減少 / 宇宙天気 / 確率微分方程式 / モデル選択 / 時空間統計解析 / 一般化線形モデル / ノンパラメトリック統計 / 角度分布 / environmental statistics / spatial data / stochastic process / density estimation / non-parametric test / lasso / media science / directional statistics / 時空間現象モデリング / モデル評価 / エッジワース展開 / スパースモデリング / ARXモデル / 方向分布 / 確率微分方程式モデル / 密度推定 / 非線形回帰モデル / 環境データの統計モデリング
Outline of Final Research Achievements

The aim of our research was to promote statistical modeling for spatio-temporal data acquired by actual phenomena, and grasp its characteristics through the modeling. Also we studied statistical properties of the models. The concrete results are as follows.
1) We considered deforestation models where forest-covering-ratio is regressed by human population density and relief energy with spatial and temporal dependency. 2) Auto-regressive models with exogenous variables are extended through generalized linear models, and applied to actual data. Then, magnetic storm time index is accurately predicted by using physical measurements of solar activities. 3) Frequencies of weak earthquakes were shown to be affected by the solar wind. 4) Asymptotic theory for the parameter estimation of time series models described by stochastic differential equations was developed.

Report

(5 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Annual Research Report
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • Research Products

    (54 results)

All 2015 2014 2013 2012 2011 Other

All Journal Article (35 results) (of which Peer Reviewed: 35 results,  Open Access: 1 results) Presentation (14 results) (of which Invited: 1 results) Book (3 results) Patent(Industrial Property Rights) (2 results)

  • [Journal Article] Parametric estimation of Levy processes2015

    • Author(s)
      H. Masuda
    • Journal Title

      Lecture Notes in Mathematics

      Volume: 2128 Pages: 179-286

    • DOI

      10.1007/978-3-319-12373-8_3

    • ISBN
      9783319123721, 9783319123738
    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Change-point model selection via AIC2015

    • Author(s)
      Y. Ninomiya
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 67 Issue: 5 Pages: 1-19

    • DOI

      10.1007/s10463-014-0481-x

    • NAID

      40020592284

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Statistical detection of the influence of solar activities to weak earthquakes2014

    • Author(s)
      P. Qin, T. Yamasakii and R. Nishii
    • Journal Title

      Pacific Journal of Math-for-Industry

      Volume: 6 Issue: 1 Pages: 1-8

    • DOI

      10.1186/s40736-014-0006-9

    • NAID

      40020377805

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Edgeworth Expansion for Kernel Estimators of a distribution function2014

    • Author(s)
      Z. Huang and Y. Maesono
    • Journal Title

      Bulletin of Informatics and Cybernetics

      Volume: 46 Pages: 1-10

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Improvement of Thorup shortest path algorithm by reducing the depth of a component treeerential equations2014

    • Author(s)
      Y. Wei and S. Tanaka
    • Journal Title

      Journal of Advances in Computer Networks

      Volume: 2 Pages: 142-146

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Statistical detection of the influence of solar activities to weak earthquakes2014

    • Author(s)
      P. Qin, T. Yamasaki and R. Nishii
    • Journal Title

      Pacific Journal of Math-for-Industry

      Volume: 6

    • NAID

      40020377805

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation2014

    • Author(s)
      T. Hokimoto and K. Shimizu
    • Journal Title

      Journal of Applied Statistics

      Volume: 41 Issue: 2 Pages: 294-319

    • DOI

      10.1080/02664763.2013.839634

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Edgeworth expansion for kernel estimators of a distribution function2014

    • Author(s)
      Z. Huang and Y. Maesono
    • Journal Title

      Bulletin of Informatics and Cybernetics

      Volume: 46

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Improvement of thorup shortest paths algorithm by reducing the depth of a component tree2014

    • Author(s)
      Wei Yusi and Shojiro Tanaka
    • Journal Title

      Journal of Advances in Computer Networks

      Volume: 2 Issue: 2 Pages: 142-146

    • DOI

      10.7763/jacn.2014.v2.99

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Convergence of Gaussian quasi-likelihood random fields for ergodic Levy driven SDE observed at high frequency2013

    • Author(s)
      H. Masuda
    • Journal Title

      Annals of Statistics

      Volume: 41 Issue: 3 Pages: 1593-1641

    • DOI

      10.1214/13-aos1121

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes2013

    • Author(s)
      H. Masuda
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 123 Issue: 7 Pages: 2752-2778

    • DOI

      10.1016/j.spa.2013.03.013

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Edgeworth expansion for the integrated Levy driven Ornstein-Uhlenbeck process2013

    • Author(s)
      H. Masuda and N. Yoshida
    • Journal Title

      Electronic Communications in Probability

      Volume: 18 Issue: none Pages: 1-10

    • DOI

      10.1214/ecp.v18-2726

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 方向統計学の利用による地震緯度・経度・マグニチュードデータの解析2013

    • Author(s)
      王敏真, 清水邦夫, 上江洲香実
    • Journal Title

      応用統計学

      Volume: 42 Pages: 29-44

    • NAID

      10031193052

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Extending circular distributions through transformation of argument2013

    • Author(s)
      T. Abe, A. Pewsey and K. Shimizu
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 65 Pages: 833-858

    • NAID

      40019817768

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 環境科学における方向統計学の利用2013

    • Author(s)
      清水邦夫, 王敏真
    • Journal Title

      統計数理

      Volume: 61 Pages: 289-305

    • NAID

      120006020798

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Improvement of normal approximation for kernel density estimator2013

    • Author(s)
      S. Umeno and Y.Maesono
    • Journal Title

      Bulletin of Informatics and Cybernetics

      Volume: 45 Pages: 11-24

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 逐次実験計画法による車体構造の複合領域最適化手法2013

    • Author(s)
      小平 剛央
    • Journal Title

      自動車技術会論文集

      Volume: 44 Pages: 535-541

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Improved confidence intervals for quantiles2013

    • Author(s)
      Y. Maesono
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 65 Issue: 1 Pages: 167-189

    • DOI

      10.1007/s10463-012-0369-6

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Typical ranks for $m\times n\times (m-1)n$ tensors with $m\leq n$2013

    • Author(s)
      Toshio Sumi
    • Journal Title

      Linear Algebra and its Application

      Volume: 438

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Modeling and inference of forest coverage ratio using zero-one inflated distributions with spatial dependence2012

    • Author(s)
      R. Nishii
    • Journal Title

      Environmental and Ecological Statistics

      Volume: 印刷中 Issue: 2 Pages: 315-336

    • DOI

      10.1007/s10651-012-0227-y

    • Related Report
      2013 Annual Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Selection of NARX models estimated using weighted least squares method via GIC-based method and L1-norm regularization methods2012

    • Author(s)
      P. Qin
    • Journal Title

      Nonlinear Dynamics

      Volume: 70 Issue: 3 Pages: 1831-1846

    • DOI

      10.1007/s11071-012-0576-y

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 森林被覆率の非線形回帰モデリング2012

    • Author(s)
      宮田 大毅
    • Journal Title

      統計数理

      Volume: 60 Pages: 109-119

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On applying Moebius transformation to cardioid random variables2012

    • Author(s)
      Wang, M-Z.
    • Journal Title

      Statistical Methodology

      Volume: 9 Issue: 6 Pages: 604-614

    • DOI

      10.1016/j.stamet.2012.04.001

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 地域気象観測に基づく波浪の予測手法に関する検討2012

    • Author(s)
      甫喜本 司
    • Journal Title

      統計数理

      Volume: 60 Pages: 73-91

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Variable selection via the weighted group lasso for factor analysis models2012

    • Author(s)
      Kei Hirose and Sadanori Konishi
    • Journal Title

      Canadian Journal of Statistics

      Volume: Vol.40 Issue: 2 Pages: 345-361

    • DOI

      10.1002/cjs.11129

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Local asymptotic normality for normal inverse Gaussian Levy processes with high-frequency sampling2012

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      ESAIM : Probability and Statistics

      Volume: (to appear) Pages: 13-32

    • DOI

      10.1051/ps/2011101

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Infinite variation tempered stable Ornstein-Uhlenbeck processes with discrete observations2012

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      Communications in Statistics-Simulation and Computation

      Volume: 41(1) Issue: 1 Pages: 125-139

    • DOI

      10.1080/03610918.2011.582561

    • Related Report
      2012 Annual Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 森林被覆率の非線形回帰モデリング2012

    • Author(s)
      宮田大毅, 西井龍映, 田中章司郎
    • Journal Title

      「統計数理」に掲載決定

      Volume: 60(未定)

    • NAID

      120006020415

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Generalizations of non-central negative binomial, Charlier series distributions and their extensions by Lagrange expansion2012

    • Author(s)
      Ong, S.H., Chakraborty, S., Imoto, T., Shimizu, K.
    • Journal Title

      Communications in Statistics-Theory and Methods

      Volume: 41 Issue: 4 Pages: 571-590

    • DOI

      10.1080/03610926.2010.513787

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A family which integrates the generalized Charlier series and extended non-central negative binomial distributions2011

    • Author(s)
      Sugita, T., Shimizu, K., Ong, S.H., Ng, C.M.
    • Journal Title

      Communications in Statistics-Theory and Methods

      Volume: 40 Issue: 11 Pages: 1977-1998

    • DOI

      10.1080/03610921003672188

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes2011

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      Monte Carlo Methods and Applications

      Volume: 17(3) Issue: 3 Pages: 279-300

    • DOI

      10.1515/mcma.2011.012

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Goodness of fit test for ergodic diffusions by discrete time observations : an innovation martingale approach2011

    • Author(s)
      Masuda, H., Negri, I., Nishiyama, Y.
    • Journal Title

      Journal of Nonparametric Statistics

      Volume: 23 Issue: 2 Pages: 237-254

    • DOI

      10.1080/10485252.2010.510186

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Variable selection for functional regression models via the L_1 regularization2011

    • Author(s)
      Matsui, H., Konishi, S.
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: Vol.55 Issue: 12 Pages: 3304-3310

    • DOI

      10.1016/j.csda.2011.06.016

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Multiclass functional discriminant analysis and its application to gesture recognition2011

    • Author(s)
      Hidetoshi Matsui, Takamitsu Araki and Sadanori Konishi
    • Journal Title

      Journal of Classification

      Volume: Vol.28 Issue: 2 Pages: 227-243

    • DOI

      10.1007/s00357-011-9082-z

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Sine-skewed axial distributions with an application for fallen tree data

    • Author(s)
      T Abe, T., Shimizu, K., Kuuluvainen, T., Aakala, T.
    • Journal Title

      Environmental and Ecological Statistics

      Volume: (未定)(To appear)

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Presentation] Deforestation Modeling based on Statistical and Machine Learning Approaches2015

    • Author(s)
      R. Nishii
    • Organizer
      ISM Symposium of Environmental Statistics
    • Place of Presentation
      Institute of Statistical Mathematics
    • Year and Date
      2015-02-24
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Re-evaluation of Topographic Attributes with Human Population in Deforestation Framework with Spatial Dpendency2014

    • Author(s)
      S. Tanaka and R. Nishii
    • Organizer
      IEEE IGARSS 2014
    • Place of Presentation
      Qubec, Canada
    • Year and Date
      2014-07-24
    • Related Report
      2014 Annual Research Report
  • [Presentation] Contextual Unmixing of Geospatial Data based on Baesian Modeling2014

    • Author(s)
      R. Nishii, P. Qin, and D. Uchi
    • Organizer
      IEEE IGARSS 2014
    • Place of Presentation
      Qubec, Canada
    • Year and Date
      2014-07-22
    • Related Report
      2014 Annual Research Report
  • [Presentation] Multi-hour-ahead prediction of Dst index using nonlinear autoregressive models with exogenous variables2013

    • Author(s)
      Pan Qin, Kojiro Yanase and Ryuei Nishii
    • Organizer
      Japan Geoscience Union Meeting 2013
    • Place of Presentation
      幕張メッセ
    • Related Report
      2013 Annual Research Report
  • [Presentation] Nonlinear Bayesian unmixing of geospatial data based on Gibbs sampling2013

    • Author(s)
      Ryuei Nishii, Pan Qin, and Daisuke Uchi
    • Organizer
      IEEE IGARSS 2013
    • Place of Presentation
      Melbourne Convention and Exhibition Centre
    • Related Report
      2013 Annual Research Report
  • [Presentation] Effect evaluation of topographic attributes on forest coverage ratio based on digital elevation model2013

    • Author(s)
      Shojiro Tanaka and Ryuei Nishii
    • Organizer
      IEEE IGARSS 2013
    • Place of Presentation
      Melbourne Convention and Exhibition Centre
    • Related Report
      2013 Annual Research Report
  • [Presentation] 時系列回帰モデルのモデル選択と その応用2013

    • Author(s)
      西井 龍映
    • Organizer
      応用数理学会
    • Place of Presentation
      アクロス福岡
    • Related Report
      2013 Annual Research Report
  • [Presentation] Stable quasi-likelihood: Methodology and computational aspects2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      ERCIM 2013
    • Place of Presentation
      University of London
    • Related Report
      2013 Annual Research Report
  • [Presentation] Statistical frameworking of deforestation models based on human population density and relief energy2012

    • Author(s)
      Ryuei Nishii
    • Organizer
      SPIE 2012
    • Place of Presentation
      Edinburgh International Conference Centre, UK
    • Related Report
      2012 Annual Research Report
  • [Presentation] Formulation of Spatio-Temporal Dataset for Human Population and Land-Use/Land-Cover Analysis on a Grid-Cell Basis2012

    • Author(s)
      Shojiro Tanaka
    • Organizer
      ESIAT 2012
    • Place of Presentation
      Hotel Inna Kuta, Indonesia
    • Related Report
      2012 Annual Research Report
  • [Presentation] 太陽活動が地震に及ぼす影響の統計的評価2012

    • Author(s)
      野本 裕太朗
    • Organizer
      JpGU 2012
    • Place of Presentation
      幕張メッセ, 千葉
    • Related Report
      2012 Annual Research Report
  • [Presentation] Statistical modeling of hyper-dimensional data and spatio-temporal data2011

    • Author(s)
      Ryuei NISHII
    • Organizer
      Forum "Math-for-Industry" 2011
    • Place of Presentation
      University of Hawaii(招待講演)
    • Year and Date
      2011-10-28
    • Related Report
      2011 Annual Research Report
  • [Presentation] マルコフ確率場に基づくカテゴリ被覆率のロジスティック型推定2011

    • Author(s)
      白井将博, 篠崎裕昭, 西井龍映, 江口真透
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      九州大学(招待講演)
    • Year and Date
      2011-09-07
    • Related Report
      2011 Annual Research Report
  • [Presentation] 森林被覆率の非線形回帰モデリング2011

    • Author(s)
      宮田大毅, 西井龍映, 田中章司郎
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      九州大学(招待講演)
    • Year and Date
      2011-09-06
    • Related Report
      2011 Annual Research Report
  • [Book] A Mathematical Approach to Research Problems of Science and Technology2014

    • Author(s)
      R. Nishii et al. (eds.)
    • Total Pages
      507
    • Publisher
      Springer
    • Related Report
      2014 Annual Research Report
  • [Book] Mathematical Approach to Research Problems of Science and Technology2014

    • Author(s)
      R. Nishii et al. (eds.)
    • Publisher
      Springer
    • Related Report
      2013 Annual Research Report
  • [Book] 科学・技術の研究課題への数学アプローチ - 数学モデリングの基礎と展開2013

    • Author(s)
      西井 龍映
    • Total Pages
      326
    • Publisher
      Kyushu University, COE Lecture Note 46
    • Related Report
      2012 Annual Research Report
  • [Patent(Industrial Property Rights)] 車両用運転支援装置2011

    • Inventor(s)
      西井龍映 他4名
    • Industrial Property Rights Holder
      九州大学, マツダ
    • Industrial Property Rights Type
      特許
    • Patent Publication Number
      2013-025521
    • Filing Date
      2011-07-20
    • Acquisition Date
      2013-02-04
    • Related Report
      2012 Annual Research Report
  • [Patent(Industrial Property Rights)] 車両用運転支援装置2011

    • Inventor(s)
      西井龍映
    • Industrial Property Rights Holder
      九大・マツダ
    • Industrial Property Number
      2011-158888
    • Filing Date
      2011-07-20
    • Related Report
      2011 Annual Research Report

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Published: 2011-04-06   Modified: 2019-07-29  

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