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2013 Fiscal Year Final Research Report

Theory of spatio-temporal data analysis and its applications to environmental data

Research Project

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Project/Area Number 21500270
Research Category

Grant-in-Aid for Scientific Research (C)

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

Principal Investigator

MATSUDA Yasumasa  東北大学, 経済学研究科(研究院), 教授 (10301590)

Project Period (FY) 2009-04-01 – 2014-03-31
Keywords時空間モデル / スペクトル密度関数 / 非定常性 / 局所ピリオドグラム / フーリエ解析
Research Abstract

This research has conducted a proposition of nonstationary Fourier analysis of spatio-temporal data when observation points are irregularly spaced. Originally nonstatinary Fourier analysis was proposed for nonstationary time series analysis by local periodogram in order to identify temporal dependencies of time series models. Here we extend the method for time series to that for spatio-temporal data that makes it possible to identify local dependencies of spatial model parameters. The consistency of the estimators by the nonstationary Fourier methods has been proved. We have applied the methodology to land price data in Kanto area and examined nonstationary behaviors of land price data by the Fourier analysis.

  • Research Products

    (11 results)

All 2013 2012 2011 2009

All Journal Article (6 results) (of which Peer Reviewed: 5 results) Presentation (5 results)

  • [Journal Article] Generalized Whittle Estimate for Nonstationary Spatial Data2013

    • Author(s)
      Matsuda, Y
    • Journal Title

      Data Science and Service Research, Discussion Paper

      Volume: No, 9 Pages: 1-20

  • [Journal Article] Dynamics of the term structure modeling and forecasting of government bond yields : Does a good in-sample fit imply reasonable out-of-sample forecast?2013

    • Author(s)
      Ullah, W., Matsuda, Y. Tsukuda, Y
    • Journal Title

      Journal of Applied Economics and policy

      Volume: vol. 32 Pages: 535-560

    • Peer Reviewed
  • [Journal Article] Term structure forecasting of government bond yields with latent and macroeconomic factors : Do macroeconomic factors imply better out-of-sample forecasts?2013

    • Author(s)
      Waliullah, Tsukuda Y, Matsuda Y
    • Journal Title

      Journal of Forecasting

      Volume: vol. 32(Forthcoming) Pages: 702-723

    • Peer Reviewed
  • [Journal Article] 一般化Whittle法による不等間隔時空間データの分析2012

    • Author(s)
      松田安昌
    • Journal Title

      統計数理

      Volume: Vol. 60 Pages: 159-172

    • Peer Reviewed
  • [Journal Article] Broadband semiparametric estimation of long memory time series by fractional exponential models2011

    • Author(s)
      Narukawa, M. Matsuda, Y
    • Journal Title

      Journal of Time series Analysis

      Volume: 32(2) Pages: 175-193

    • Peer Reviewed
  • [Journal Article] Fourier analysis of irregularly spaced data on R^d2009

    • Author(s)
      Matsuda, Y. Yajima, Y
    • Journal Title

      Journal of the Royal Statistical Society

      Volume: Ser. B. vol.71 Pages: 191-217

    • Peer Reviewed
  • [Presentation] 大規模で非定常な時空間データのwavelet解析2013

    • Author(s)
      松田安昌
    • Organizer
      日本統計学会
    • Place of Presentation
      大阪大学
    • Year and Date
      2013-09-09
  • [Presentation] A generalized Whittle estimate for locally stationary spatial data2012

    • Author(s)
      松田安昌
    • Organizer
      時系列・時空間統計解析の新たなる展開
    • Place of Presentation
      東京大学小島ホール
    • Year and Date
      2012-09-19
  • [Presentation] Generalized Whittle Estimate for Irregularly Spaced data2011

    • Author(s)
      松田安昌
    • Organizer
      The 58th ISI conference in Dublin
    • Place of Presentation
      ダブリンコンベンションセンター、アイルランド
    • Year and Date
      2011-08-23
  • [Presentation] Broadband semiparametric estimation of long-memory time series by fractional exponential models2009

    • Author(s)
      生川雅紀, 松田安昌
    • Organizer
      科研費研究集会「時空間統計解析その理論と応用」
    • Place of Presentation
      京都府宇治市生涯学習センター
    • Year and Date
      2009-11-20
  • [Presentation] long-memory SV modelのセミパラメトリック推定2009

    • Author(s)
      生川雅紀, 松田安昌
    • Organizer
      日本統計学会第77回大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-07

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Published: 2015-07-16  

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