• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Research and development of multivariate seasonal adjustment method

Research Project

Project/Area Number 18H03210
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 60030:Statistical science-related
Research InstitutionMeiji University

Principal Investigator

Kitagawa Genshiro  明治大学, 研究・知財戦略機構(中野), 研究推進員(客員研究員) (20000218)

Co-Investigator(Kenkyū-buntansha) 国友 直人  東京経済大学, 経営学部, 客員研究員 (10153313)
中野 純司  中央大学, 国際経営学部, 教授 (60136281)
佐藤 整尚  東京大学, 大学院経済学研究科(経済学部), 准教授 (60280525)
田野倉 葉子  明治大学, 先端数理科学研究科, 特任准教授 (60425832)
姜 興起  新潟経営大学, 経営情報学部, 教授 (70254662)
長尾 大道  東京大学, 地震研究所, 准教授 (80435833)
Project Period (FY) 2018-04-01 – 2022-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥17,290,000 (Direct Cost: ¥13,300,000、Indirect Cost: ¥3,990,000)
Fiscal Year 2021: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2020: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2019: ¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2018: ¥5,200,000 (Direct Cost: ¥4,000,000、Indirect Cost: ¥1,200,000)
Keywords季節調整法 / 多変量解析 / 状態空間モデル / 統計ソフトウェア / R / 時系列の分解 / 多変量時系列 / パワー寄与率
Outline of Final Research Achievements

The univariate seasonal adjustment method was improved by developing a flexible model in which both level and slope can be varied independently, a method for estimating the stationary AR component that allows to specify ranges of absolute values and declinations of eigenroots, two types of constrained models for the day-of-week effect, a method for incorporating dummy variables, and a method for handling multiple seasonal components. These methods were developed to extend the conventional Decomp model.
These methods were implemented in Fortran and R. For the multivariate seasonal adjustment method, we developed a general-purpose platform, proposed a multivariate trend model and a stationary AR model as component models, and developed their estimation methods.
We devised analytical and visualization methods for the analysis of multivariate stationary time series obtained by seasonal adjustment, and applied them to the analysis of real data.

Academic Significance and Societal Importance of the Research Achievements

1変量季節調整に関しては,複数の季節成分を同時に推定する新しい方法を開発したこと,非ガウス型状態空間モデルを用いて構造変化や異常値を自動処理できる方法を開発したこと,および多変量時系列の季節調整のための成分モデルの推定法を新規に開発したことには学術的意義がある.
季節調整法は経済分析などで多用される方法であるので,ビッグデータの時代を迎えその多変量版を開発するとともに従来の問題点を改善した拡張版のDecompモデル計算のためのRソフトウェアを開発し公開したことには大きな社会的価値がある.

Report

(5 results)
  • 2021 Annual Research Report   Final Research Report ( PDF )
  • 2020 Annual Research Report
  • 2019 Annual Research Report
  • 2018 Annual Research Report
  • Research Products

    (82 results)

All 2022 2021 2020 2019 2018 Other

All Journal Article (28 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 21 results,  Open Access: 22 results) Presentation (32 results) (of which Int'l Joint Research: 17 results,  Invited: 10 results) Book (9 results) Remarks (12 results) Funded Workshop (1 results)

  • [Journal Article] Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles2022

    • Author(s)
      Kyo Koki、Hideo Noda、Kitagawa Genshiro
    • Journal Title

      Journal of Business Cycle Research

      Volume: 18 Issue: 1 Pages: 101-127

    • DOI

      10.1007/s41549-022-00067-9

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles2021

    • Author(s)
      Kyo Koki、Kitagawa Genshiro
    • Journal Title

      Asian J. of Management Science and Applications

      Volume: 6 Issue: 2 Pages: 134-134

    • DOI

      10.1504/ajmsa.2021.120434

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Detecting factors of quadratic variation in the presence of market microstructure noise2021

    • Author(s)
      Naoto Kunitomo, Daisuke Kurisu
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: - Issue: 1 Pages: 601-641

    • DOI

      10.1007/s42081-020-00104-w

    • NAID

      210000178972

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] A robust-filtering method for noisy non-stationary multivariate time series with econometric applications2021

    • Author(s)
      Naoto Kunitomo and Seisho Sato
    • Journal Title

      Japanese Journal of Statistics and Data Science(JJSD)

      Volume: forthcoming Issue: 1 Pages: 373-410

    • DOI

      10.1007/s42081-020-00102-y

    • NAID

      210000167024

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Bayesian Modeling of the Equation of State for Liquid Iron in Earth's Outer Core2021

    • Author(s)
      Matsumura T.、Kuwayama Y.、Ueki K.、Kuwatani T.、Ando Y.、Nagata K.、Ito S.、Nagao H.
    • Journal Title

      Journal of Geophysical Research: Solid Earth

      Volume: 126 Issue: 12 Pages: 1-10

    • DOI

      10.1029/2021jb023062

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Convolutional Neural Network to Detect Deep Low-Frequency Tremors from Seismic Waveform Images2021

    • Author(s)
      Kaneko Ryosuke、Nagao Hiromichi、Ito Shin-ichi、Obara Kazushige、Tsuruoka Hiroshi
    • Journal Title

      Lecture Notes in Computer Science

      Volume: 12705 Pages: 31-43

    • DOI

      10.1007/978-3-030-75015-2_4

    • ISBN
      9783030750145, 9783030750152
    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Frequency Regression and Smoothing for Noisy Nonstationary Time Series2021

    • Author(s)
      Seisho Sato, Naoto Kunitomo
    • Journal Title

      CARF working paper

      Volume: CARF-F-519

    • Related Report
      2021 Annual Research Report
  • [Journal Article] Backward Smoothing for Noisy Non-stationary Time Series,2021

    • Author(s)
      Seisho Sato, Naoto Kunitomo
    • Journal Title

      CARF working paper

      Volume: CARF-F-517

    • Related Report
      2021 Annual Research Report
  • [Journal Article] Forecasting temporal variation of aftershocks immediately after a main shock using Gaussian process regression2021

    • Author(s)
      Morikawa, K., H. Nagao, S. Ito, Y. Terada, S. Sakai, and N. Hirata
    • Journal Title

      Geophysical Journal International

      Volume: - Issue: 2 Pages: 1018-1035

    • DOI

      10.1093/gji/ggab124

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Phase prediction method for pattern formation in time-dependent Ginzburg-Landau dynamics for kinetic Ising model without a priori assumptions of domain patterns2021

    • Author(s)
      Anzaki, R., S. Ito, H. Nagao, M. Mizumaki, M. Okada, and I. Akai
    • Journal Title

      Physical Review B

      Volume: 103 Issue: 9 Pages: 1-8

    • DOI

      10.1103/physrevb.103.094408

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Development of Data-Driven System in Materials Integration2020

    • Author(s)
      Inoue, J., M. Okada, H. Nagao, H. Yokota, Y. Adachi
    • Journal Title

      MATERIALS TRANSACTIONS

      Volume: 61 Issue: 11 Pages: 2058-2066

    • DOI

      10.2320/matertrans.MT-MA2020006

    • NAID

      130007930270

    • ISSN
      1345-9678, 1347-5320
    • Year and Date
      2020-11-01
    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Computation of the Gradient and the Hessian of the Log-likelihood of the State-space Model by the Kalman Filter2020

    • Author(s)
      Genshiro Kitagawa
    • Journal Title

      arXiv preprint arXiv:2011.09638

      Volume: - Pages: 1-15

    • Related Report
      2020 Annual Research Report
    • Open Access
  • [Journal Article] 株式運用における選好ファクターに関する統計的モデリング2020

    • Author(s)
      田野倉葉子
    • Journal Title

      信託研究奨励金論集

      Volume: 41 Pages: 113-125

    • NAID

      40022437512

    • Related Report
      2020 Annual Research Report
  • [Journal Article] トピックモデルを用いた研究動向の分析2020

    • Author(s)
      武井 美緒、 藤野 友和、 中野 純司
    • Journal Title

      統計数理

      Volume: 68 Pages: 219-231

    • NAID

      130007752464

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 学術文献DBを用いた共著分析によるIoT研究における異分野融合の国際比較2020

    • Author(s)
      水上 祐治、 中野 純司
    • Journal Title

      統計数理

      Volume: 68 Pages: 265-285

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Pearson chi 2-divergence Approach to Gaussian Mixture Reduction and its Application to Gaussian-sum Filter and Smoother2020

    • Author(s)
      Kitagawa, G.
    • Journal Title

      arXiv preprint arXiv:2001.00727

      Volume: SDS-12 Pages: 1-21

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Journal Article] 時系列解析における状態空間モデルの利用2019

    • Author(s)
      北川源四郎
    • Journal Title

      統計数理

      Volume: 67 Pages: 181-192

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian inference of grain growth prediction via multi-phase-field models2019

    • Author(s)
      S. Ito, H. Nagao, T. Kurokawa, T. Kasuya, and J. Inoue
    • Journal Title

      Physical Review Materials

      Volume: 3 Issue: 5 Pages: 053404-053404

    • DOI

      10.1103/physrevmaterials.3.053404

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach2019

    • Author(s)
      Kiyohiko G. Nishimura, Seisho Sato, Akihiko Takahashi
    • Journal Title

      Asia Pacific Financial Markets,

      Volume: 26-3 Issue: 3 Pages: 297-337

    • DOI

      10.1007/s10690-018-09267-9

    • Related Report
      2019 Annual Research Report 2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Detecting Factors of Quadratic Variation in the Presence of Market Microstructure Noise2019

    • Author(s)
      Kunitomo N. and Kurisu D.
    • Journal Title

      MIMS-RBP Statistics & Data Science Series

      Volume: SDS-10 Pages: 1-33

    • NAID

      210000178972

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Journal Article] Detecting Information Flows in Dominant Components of Stock Market Returns2019

    • Author(s)
      Tanokura, Y. , Sato, S. and Kitagawa, G.
    • Journal Title

      MIMS-RBP Statistics & Data Science Series

      Volume: SDS-13 Pages: 1-21

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Journal Article] A New Metric for the Analysis of the Scientific Article Citation Network2019

    • Author(s)
      LIVIA LIN-HSUAN CHANG, FREDERICK KIN HING PHOA, JUNJI NAKANO
    • Journal Title

      IEEE Access

      Volume: 7 Pages: 132027-132032

    • DOI

      10.1109/access.2019.2937220

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Sexually Dimorphic Regulation of Behavioral States by Dopamine in Caenorhabditis elegans2019

    • Author(s)
      Suo Satoshi、Harada Kazuki、Matsuda Shogo、Kyo Koki、Wang Min、Maruyama Kei、Awaji Takeo、Tsuboi Takashi
    • Journal Title

      The Journal of Neuroscience

      Volume: 39 Issue: 24 Pages: 4668-4683

    • DOI

      10.1523/jneurosci.2985-18.2019

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Do commercial sales move coincidentally with business cycles in Japan? a dynamic two-mode regression approach2019

    • Author(s)
      H. Noda and K. Kyo
    • Journal Title

      Applied Economics Letters

      Volume: 26 Issue: 13 Pages: 1058-1066

    • DOI

      10.1080/13504851.2018.1529858

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Simultaneous multivariate Hawkes-type point processes and their application to financial markets2018

    • Author(s)
      Kunitomo Naoto、Kurisu Daisuke、Awaya Naoki
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 1 Issue: 2 Pages: 297-332

    • DOI

      10.1007/s42081-018-0017-3

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Diffusion creep and grain growth in forsterite+ 20 vol% enstatite aggregates: 2. Their common diffusional mechanism and its consequence for weak‐temperature‐dependent viscosity.2018

    • Author(s)
      Nakakoji, T., & Hiraga, T.
    • Journal Title

      Journal of Geophysical Research

      Volume: 123 Issue: 11 Pages: 9513-9527

    • DOI

      10.1029/2018jb015818

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Recovering the past history of natural recording media by Bayesian inversion2018

    • Author(s)
      Kuwatani T, Nagao H, Ito SI, Okamoto A, Yoshida K Okudaira T
    • Journal Title

      Physical Review E

      Volume: 98 Issue: 4 Pages: 043311-043311

    • DOI

      10.1103/physreve.98.043311

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Data assimilation for phase-field models based on the ensemble Kalman filter2018

    • Author(s)
      K. Sasaki, A. Yamanaka, S. Ito, and H. Nagao
    • Journal Title

      Computational Materials Science

      Volume: 141 Pages: 141-152

    • DOI

      10.1016/j.commatsci.2017.09.025

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Presentation] 機械学習の基礎2022

    • Author(s)
      長尾 大道
    • Organizer
      日本機械学会 熱工学部門講習会
    • Related Report
      2021 Annual Research Report
    • Invited
  • [Presentation] 統計モデルからみた金融市場2022

    • Author(s)
      田野倉葉子
    • Organizer
      九州大学 IMI Colloquium
    • Related Report
      2021 Annual Research Report
  • [Presentation] Dynamics of Commercial Real Estate Market in Tokyo2022

    • Author(s)
      山村能郎,田野倉葉子
    • Organizer
      刈屋武昭先生 喜寿記念研究集会
    • Related Report
      2021 Annual Research Report
  • [Presentation] ノイズを含む非定常時系列における 周波数回帰の理論と応用2021

    • Author(s)
      国友直人
    • Organizer
      統計関連学会連合
    • Related Report
      2021 Annual Research Report
  • [Presentation] Optimization and uncertainty quantification based on the four-dimensional variational method2021

    • Author(s)
      Nagao, H.
    • Organizer
      nternational Workshop on the Integration of (Simulation + Data + Learning): Towards Society 5.0 by h3-Open-BDEC
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Forecasting temporal variation of aftershocks immediately after a main shock using Gaussian process regression2021

    • Author(s)
      Morikawa, K., H. Nagao, S. Ito, Y. Terada, S. Sakai, and N. Hirata
    • Organizer
      Asia Oceania Geosciences Society
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Convolutional neural network to detect deep low-frequency tremors from seismic waveform images2021

    • Author(s)
      Kaneko, R., H. Nagao, S. Ito, K. Obara, and H. Tsuruoka
    • Organizer
      PAKDD2021 Workshop on Machine Learning for Measurement Informatics
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Convolutional neural network to detect deep low-frequency tremors from seismic waveform images2021

    • Author(s)
      Kaneko, R., H. Nagao, S. Ito, K. Obara, and H. Tsuruoka
    • Organizer
      Asia Oceania Geosciences Society
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] ガウス過程回帰を用いた本震直後における余震分布の推定2021

    • Author(s)
      森川 耕輔,長尾 大道,伊藤 伸一,寺田 吉壱,酒井 慎一,平田 直
    • Organizer
      日本地震学会2021年度秋季大会
    • Related Report
      2021 Annual Research Report
  • [Presentation] 地震連続波形画像からの深部低周波微動検出に向けた 畳み込みニューラルネットワークの構築2021

    • Author(s)
      金子 亮介,長尾 大道,伊藤 伸一,小原 一成,鶴岡 弘
    • Organizer
      日本地震学会2021年度秋季大会
    • Related Report
      2021 Annual Research Report
  • [Presentation] ガウス過程回帰を用いた本震直後における余震分布の推定2021

    • Author(s)
      森川 耕輔,長尾 大道,伊藤 伸一,寺田 吉壱,酒井 慎一,平田 直
    • Organizer
      2021年度 統計関連学会連合大会
    • Related Report
      2021 Annual Research Report
  • [Presentation] 畳み込みニューラルネットワークを用いた地震波形画像からの深部低周波微動の検出2021

    • Author(s)
      金子 亮介,長尾 大道,伊藤 伸一,小原 一成,鶴岡 弘
    • Organizer
      2021年度 統計関連学会連合大会
    • Related Report
      2021 Annual Research Report
  • [Presentation] Visualizing characteristics of aggregated symbolic data2021

    • Author(s)
      Junji Nakano
    • Organizer
      63rd World Statistics Congress
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Statistical model for article citation network in Web of Science2021

    • Author(s)
      Junji Nakano
    • Organizer
      5th ZIB-RIKEN-IMI-ISM MODAL Workshop on Optimization, Data Analysis and HPC in AI
    • Related Report
      2021 Annual Research Report
  • [Presentation] Decomposition of multiple seasonal components in a seasonal adjustment model2020

    • Author(s)
      Nagao, H.
    • Organizer
      Joint Statistical Meetings
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Twin experiment of 4DVar capable of uncertainty quantification based > on seismic wavefield propagation2020

    • Author(s)
      Nagao, H.
    • Organizer
      日本地球惑星科学連合2020年大会
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 株価収益率におけるトレンド成分の変動要因分析2019

    • Author(s)
      田野倉 葉子, 佐藤 整尚, 北川 源四郎
    • Organizer
      2019年度統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] 混合ガウス分布の項数削減とガウス和フィルタへの適用2019

    • Author(s)
      北川 源四郎
    • Organizer
      2019年度統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] Detecting Information Flows in Dominant Components of Stock Market Returns2019

    • Author(s)
      Tanokura, Y., Sato, S. and Kitagawa, G.
    • Organizer
      The 7th Paris Financial Management Conference (PFMC-2019)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Statistical Modeling of Financial Markets2019

    • Author(s)
      Tanokura, Y
    • Organizer
      2019 STUST International Conference on Finance, Accounting and Management Decisions
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Uncertainty quantification for parameters and time series forecasting based on data assimilation2019

    • Author(s)
      Nagao, H. and S. Ito
    • Organizer
      12th International Conference on the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Bayesian inference for phase-field models with non-time-series data2019

    • Author(s)
      Nagao, H. and S. Ito
    • Organizer
      27th International Union of Geodesy and Geophysics (IUGG) General Assembly
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 4次元変分法データ同化の新展開2019

    • Author(s)
      長尾大道,伊藤伸一,長谷川慶
    • Organizer
      2019年度 統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] A Robust-filtering Method for Noisy Non-Stationary Multivariate Time Series with an Application to Japanese Macro-consumption2019

    • Author(s)
      国友直人
    • Organizer
      2019年度統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] Gaussian-sum Filter and Smoother for Nonlinear or Non-Gaussian Smoothing2019

    • Author(s)
      Kitagawa, G
    • Organizer
      ICMMA 2018"Data Science, Time Series Modeling and Applications
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Seismic Wavefield Imaging of Long-Period Ground Motion in the Tokyo Metropolitan Area, Japan2019

    • Author(s)
      Nagao, H
    • Organizer
      ICMMA 2018"Data Science, Time Series Modeling and Applications
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Data Science and Transdisciprinary Research2019

    • Author(s)
      Kitagawa, G
    • Organizer
      The 22nd SANKEN International Symposium
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach2019

    • Author(s)
      Sato, S
    • Organizer
      ICMMA 2018"Data Science, Time Series Modeling and Applications
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Analysis of the Structure of Economic Growth and Business Cycles in the Prefectures of Japan2019

    • Author(s)
      Kyo, K
    • Organizer
      ICMMA 2018"Data Science, Time Series Modeling and Applications
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 株式市場のトレンド要因分析2018

    • Author(s)
      田野倉葉子,佐藤整尚,北川源四郎
    • Organizer
      2018年度統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 多変量季節調整法の開発2018

    • Author(s)
      北川源四郎,国友直人,田野倉葉子,佐藤整尚,長尾大道
    • Organizer
      2018年度統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] On Trend Change Mechanism of Financial Markets2018

    • Author(s)
      Tanokura, Y., Sato, S. and Kitagawa, G.
    • Organizer
      Econometrics and Statistics 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Book] データ分析のための統計学入門2021

    • Author(s)
      David Diez, Cetinkaya-Rundel and Christopher Barr, 国友直人, 小暮厚之, 吉田靖
    • Total Pages
      426
    • Publisher
      日本統計協会
    • ISBN
      9784822341053
    • Related Report
      2021 Annual Research Report
  • [Book] 極値現象の統計分析2021

    • Author(s)
      S.I. レズニック、国友 直人、栗栖 大輔
    • Total Pages
      432
    • Publisher
      朝倉書店
    • ISBN
      9784254122565
    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
  • [Book] データ分析のための統計学入門2021

    • Author(s)
      D. Diez, C. Rundel and C. Barr (訳者) 国友直人, 小暮厚之, 吉田靖
    • Total Pages
      401
    • Publisher
      日本統計協会
    • Related Report
      2020 Annual Research Report
  • [Book] Introduction to Time Series Modeling with Applications in R2020

    • Author(s)
      G. Kitagawa
    • Total Pages
      323
    • Publisher
      CRC Press, Chapman & Hall
    • ISBN
      9780367187330
    • Related Report
      2020 Annual Research Report
  • [Book] Nonlinear Filters2020

    • Author(s)
      G. Kitagawa(分担執筆), eds. S. Sugimoto, M. Murata, K. Ohnishi
    • Total Pages
      444
    • Publisher
      Ohmsha
    • ISBN
      9784274701306
    • Related Report
      2020 Annual Research Report
  • [Book] Rによる時系列モデリング入門2020

    • Author(s)
      北川源四郎
    • Total Pages
      315
    • Publisher
      岩波書店
    • ISBN
      9784000050159
    • Related Report
      2020 Annual Research Report
  • [Book] Stacking strategy for acquisition of an Accurately Controlled Routinely Operated Signal System transfer function, Active Geophysical Monitoring (2nd Edition)2020

    • Author(s)
      Nagao, H., T. Nakajima, and T. Kunitomo
    • Total Pages
      338
    • Publisher
      Elsevier
    • ISBN
      9780081026847
    • Related Report
      2019 Annual Research Report
  • [Book] 統計と日本社会:データサイエンス時代の展開2019

    • Author(s)
      国友直人・山本拓(編)
    • Total Pages
      304
    • Publisher
      東京大学出版会
    • ISBN
      9784130434010
    • Related Report
      2018 Annual Research Report
  • [Book] Information Maximum Likelihood Method for High-Frequency Financial Data2018

    • Author(s)
      Naoto Kunitomo, Seisho Sato and Daisuke Kurisu
    • Total Pages
      124
    • Publisher
      Springer
    • ISBN
      9784431559283
    • Related Report
      2018 Annual Research Report
  • [Remarks] researchmap 北川源四郎

    • URL

      https://researchmap.jp/g-kitagawa

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
  • [Remarks] 国友直人

    • URL

      http://www.kunitomo-lab.sakura.ne.jp/index-j.html

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report 2019 Annual Research Report 2018 Annual Research Report
  • [Remarks] 東京大学地震研究所 長尾・伊藤研究室

    • URL

      https://www.eri.u-tokyo.ac.jp/people/nagaoh/

    • Related Report
      2021 Annual Research Report
  • [Remarks] researchmap 田野倉葉子

    • URL

      https://researchmap.jp/yokotanokura

    • Related Report
      2021 Annual Research Report
  • [Remarks] researchmap 中野純司

    • URL

      https://researchmap.jp/nakanoj

    • Related Report
      2021 Annual Research Report
  • [Remarks] 田野倉葉子

    • URL

      https://www.meiji.ac.jp/ams/professor/01/6t5h7p00000gpbae.html

    • Related Report
      2020 Annual Research Report 2019 Annual Research Report
  • [Remarks] 東京大学地震研究所 長尾・伊藤研究室

    • URL

      http://www.eri.u-tokyo.ac.jp/people/nagaoh/

    • Related Report
      2020 Annual Research Report 2019 Annual Research Report
  • [Remarks] researchmap 中野順司

    • URL

      https://researchmap.jp/nakanoj/

    • Related Report
      2020 Annual Research Report 2019 Annual Research Report 2018 Annual Research Report
  • [Remarks] researchmap 北川源四郎

    • URL

      https://researchmap.jp/g-kitagawa/

    • Related Report
      2019 Annual Research Report
  • [Remarks] 明治大学 田野倉葉子

    • URL

      https://www.meiji.ac.jp/ams/professor/01/6t5h7p00000gpbae.html

    • Related Report
      2018 Annual Research Report
  • [Remarks] 東京大学地震研究所 長尾・伊藤研究室 地球を数理科学する

    • URL

      http://www.eri.u-tokyo.ac.jp/people/nagaoh/

    • Related Report
      2018 Annual Research Report
  • [Remarks] 帯広畜産大学 姜興起教授

    • URL

      https://www.obihiro.ac.jp/faculty-r/koki-kyo

    • Related Report
      2018 Annual Research Report
  • [Funded Workshop] ICMMA 2018"Data Science, Time Series Modeling and Applications"2019

    • Related Report
      2018 Annual Research Report

URL: 

Published: 2018-04-23   Modified: 2023-01-30  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi