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

超高次元時系列における予測および情報抽出の方法

Research Project

Project/Area Number 14380127
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

KITAGAWA Genshiro  The Institute of Statistical Mathematics, Director General, 所長 (20000218)

Co-Investigator(Kenkyū-buntansha) TAMURA Yoshiyasu  The Institute of Statistical Mathematics, Department of Data Science, Prof., データ科学研究系, 教授 (60150033)
HIGUCHI Tomoyuki  The Institute of Statistical Mathematics, Department of Statistical Modeling, Prof., モデリング研究系, 教授 (70202273)
SATO Seisho  The Institute of Statistical Mathematics, Department of Data Science, Assoc. Prof., データ科学研究系, 助教授 (60280525)
KAWASAKI Yoshinori  The Institute of Statistical Mathematics, Department of Statistical Modeling, Assoc. Prof., モデリング研究系, 助教授 (70249910)
KONISHI Sadanori  Graduate School of Mathematics Kyushu University, Prof., 大学院・数理学研究院, 教授 (40090550)
Project Period (FY) 2002 – 2005
Project Status Completed (Fiscal Year 2005)
Budget Amount *help
¥12,700,000 (Direct Cost: ¥12,700,000)
Fiscal Year 2005: ¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 2004: ¥3,200,000 (Direct Cost: ¥3,200,000)
Fiscal Year 2003: ¥3,200,000 (Direct Cost: ¥3,200,000)
Fiscal Year 2002: ¥3,600,000 (Direct Cost: ¥3,600,000)
Keywordshigh-dimensional time series / multivariate AR model / state-space model / knowledge discovery / sequential computation / generalized information criterion / power contribution / prediction / 一般化情報量基準
Research Abstract

In the areas such as earth science, economics, finance, marketing, life science and environmental science, huge amount of data are being obtained. To develop tools for the extraction of useful information from these massive data, we performed research on the computational methods for fitting multivariate time series with very high-dimension, various sequential filtering algorithms and a method of detecting cosal relation between variables based on estimated multivariate time series model. The methods were applied various problems in real word. The major outcomes are as follows :
1.Development of methods for fitting high-dimensional AR model.
By using forward and backward prediction error sequences, a very efficient method for estimating AR coefficient matrices was developed. An algorithm for efficient computation on parallel processor is also developed.
1.Filtering algorithms for high-dimensional state-space model
To develop an efficient filtering method that can be applied very-dimensiona … More l state-space models, various algorithms based on information matrices, square-root algorithm, innovation type algorithm and approximation methods were considered. For the extension to nonlinear non-Gaussian state-space models, a new method of performing Gaussian-mixture approximation is also developed.
2.Parallel Monte Carlo filter was developed for efficient sequential Monte Carlo filtering for complex problems based on parallel execution of many MCF. By numerical experiments, it was shown that the developed algorithm is very suitable for parallel computation and still maintains equivalent accuracy.
3.Applications to real-world problems
(1)A method of computing generalized power contribution from estimated AR model was modified and applied to various data sets such as electric power plant data and CDS (credit default swap) data and obtained useful information.
(2)By the modeling from high-dimensional time series obtained from ocean bottom seismograph array, analysis method for underground structure was developed. Less

Report

(5 results)
  • 2005 Annual Research Report   Final Research Report Summary
  • 2004 Annual Research Report
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • Research Products

    (112 results)

All 2006 2005 2004 2003 2002 Other

All Journal Article (79 results) Book (8 results) Publications (25 results)

  • [Journal Article] Error tolerant model for incorporating biological knowledge with expression data in estimating gene networks Statistical Methodology2006

    • Author(s)
      Imoto, S.
    • Journal Title

      Statistical Methodology 3

      Pages: 1-16

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Error tolerant model for incorporating biological knowledge with expression data in estimating gene networks Statistical Methodology2006

    • Author(s)
      S.Imoto
    • Journal Title

      Statistical Methodology 3

      Pages: 1-16

    • Related Report
      2005 Annual Research Report
  • [Journal Article] マルコフ切換モデルによる観測されない非価格プロモーション実施の有無の統計的推測法2005

    • Author(s)
      佐藤忠彦
    • Journal Title

      日本応用数理学会論文誌 15・4

      Pages: 537-570

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] 耕作目的での農地投資におけるリスクプレミアムの規定要因 -作物価格変動リスクの影響を中心に-2005

    • Author(s)
      松原正彦
    • Journal Title

      農村計画学会誌 24・2

      Pages: 123-134

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Simulation Study on Dynamic Multinomial Probit Model Focusing on New Brand Entry2005

    • Author(s)
      Kondo, Fumiyo N.
    • Journal Title

      Proceedings of International Symposium on The Art of Statistical Metaware, ISM Report on Research and Education No.21

      Pages: 282-283

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Direct Mail Promotion Effects on the Responses of Beauty Salon Customers : Mobile DM Coupons vs. Postcards2005

    • Author(s)
      Uwadaira, Yasuhiro
    • Journal Title

      the Proceedings in the 5th Annual Hawaii International Congerence on Business

      Pages: 3556-3573

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Nonlinear regressin modeling using regularized local likelihood method2005

    • Author(s)
      Nonaka, Y.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 57

      Pages: 617-635

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] ウェーブレットによる関数データ判別2005

    • Author(s)
      藤井 亨
    • Journal Title

      応用統計学 34・3

      Pages: 151-169

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] Analysis of walking improvement with dynamic shoe insoles, using two accelerometers2005

    • Author(s)
      Tsuruoka, Y.
    • Journal Title

      Physica A 352

      Pages: 645-658

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] P型フーリエ記述子を用いたハナハス花弁先端部の輪郭線による品種識別 ("Cultiva identification of Lotus(Nelumbo nucifera Gaertn)by P-type Fourier Descriptors")2005

    • Author(s)
      鄭澤宇
    • Journal Title

      園芸学研究(Horticultural Research) 4・4

      Pages: 385-390

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Annual and Semiannual Variations of the Location and Intensity of Large-Scale Field-Aligned Currents2005

    • Author(s)
      S.Ohtani
    • Journal Title

      Journal of Geophysical Research 110,A01216

      Pages: 1-15

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] データ同化 : その概念と計算アルゴリズム2005

    • Author(s)
      中村和幸
    • Journal Title

      統計数理 53・2

      Pages: 211-229

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Estimating gene networks with oDNA microarray Data Using State-space madels2005

    • Author(s)
      Yamaguchi, R.
    • Journal Title

      Proceedings of 2005 International Workshop non Data Mining and Bioinformatics, Lecture Notes in Computer Science, Springer 3482

      Pages: 381-388

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 粒子フィルタ2005

    • Author(s)
      樋口知之
    • Journal Title

      電子情報通信学会誌 88・12

      Pages: 989-994

    • NAID

      110004020517

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] Simulation Study on Dynamic Multinomial Probit Model Focusing on New Brand Entry2005

    • Author(s)
      Kondo, Funuyo N.
    • Journal Title

      Proceedings of International Symposium on The Art of Statistical Metaware, ISM Report on Research and Education 21

      Pages: 282-283

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Direct Mail Promotion Effects on the Responses of Beauty Salon Customers : Mobile DM Coupons vs. Postcards2005

    • Author(s)
      Uwadaira, Yasuhiro
    • Journal Title

      the Proceedings in the 5th Annual Hawaii International Conference on Business

      Pages: 3556-3573

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] Nonlinear regression modeling using regularized local likelihood method2005

    • Author(s)
      Nonaka, Y.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 57

      Pages: 617-635

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] Annual and Semiannual Variations of the Location and Intensity of Large-Scale Field-Aligned Currents2005

    • Author(s)
      Ohtani, S.
    • Journal Title

      Journal of Geophysical Research 110, A01216

      Pages: 1-15

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Estimating gene networks with cDNA microarray Data Using State-space models2005

    • Author(s)
      Yamaguchi, R.
    • Journal Title

      Proceedings of 2005 International Workshop on Data Mining and Bioinformatics, Lecture Notes in Computer Science, Springer 3482

      Pages: 381-388

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences2005

    • Author(s)
      Takanami, T.
    • Journal Title

      Springer-Verlag, Heidelberg,

      Pages: 381-388

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] State space approach to signal extraction problems in seismology, time series analysis and applications to geophysical systems, The IMA Volumes in Mathematics and Its Applications, eds. Brillinger, D.R., Robinson, E.A. and Schoenberg, F.P.2005

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

      Springer-Verlag

      Pages: 11-39

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 耕作目的での農地投資におけるリスクプレミアムの規定要因-作物価格変動リスクの影響を中心に-2005

    • Author(s)
      松原昌彦
    • Journal Title

      農村計画学会誌 24・2

      Pages: 123-134

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Simulation Study on Dynamic Multinomial Probit Model Focusing on New Brand Entry2005

    • Author(s)
      Kondo, Fumiyo N.
    • Journal Title

      Proceedings of International Symposium on The Art of Statistical Metaware, ISM Report on Research and Education, No.21

      Pages: 282-283

    • Related Report
      2005 Annual Research Report
  • [Journal Article] P型フーリエ記述子を用いたハナハス花弁先端部の輪郭線による品種識別("Cultivar identification of Lotus (Nelumbo nucifera Gaertn) by P-type Fourier Descriptors")2005

    • Author(s)
      鄭澤宇
    • Journal Title

      園芸学研究(Horticultural Research) 4・4

      Pages: 385-390

    • Related Report
      2005 Annual Research Report
  • [Journal Article] データ同化:その概念と計算アルゴリズム,2005

    • Author(s)
      中村和幸
    • Journal Title

      統計数理 53・2

      Pages: 211-229

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Estimating gene networks with cDNA microarray Data Using State-space models2005

    • Author(s)
      R.Yamaguchi
    • Journal Title

      Proceedings of 2005 International Workshop on Data Mining and Bioinformatics, Lecture Notes in Computer Science, Springer 3482

      Pages: 381-388

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Modeling influential correlated noise sources in multivariate dynamic systems2004

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

      Proceedings of the 15th IASTED International Conferencek MODELLING AND SIMULATION

      Pages: 19-30

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Mixed Factors Model for Dimension Reduction and Extraction of a Group Structure in Gene Expression Data2004

    • Author(s)
      Yoshida, R., T.Higuchi, S.Imoto
    • Journal Title

      Proceedings of 2004 IEEE Computational Systems Bioinformatics Conference

      Pages: 161-172

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 初動が緩慢な波動現象開始時点の精密同定 : Pi2型地磁気脈動オンセットタイムの決定法2004

    • Author(s)
      福山恵子, 樋口知之, 魚住禎司, 河野英昭, 湯元清文
    • Journal Title

      電子情報通信学会和文論文集 J87-A・12

      Pages: 1502-1510

    • NAID

      110003314014

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 生産関数のノンパラメトリック統計解析2004

    • Author(s)
      小西葉子, 西山慶彦, 安道知寛, 川崎能典
    • Journal Title

      応用統計学 Vol.33 No.2

      Pages: 157-179

    • NAID

      10013687037

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Do seasonal unit roots matter for forecasting monthly industrial production?2004

    • Author(s)
      Kawasaki, Y., Franses, P.H.
    • Journal Title

      Journal of Forecasting Vol.23 No.2

      Pages: 77-88

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Do size and sector classification matter for long-short trading strategies?2004

    • Author(s)
      Kawasaki, Y., Udaka, H., Hirano, T
    • Journal Title

      Computational Finance and Its Applications, Wessex Institute of Technology (ed.), WIT Press

      Pages: 3-11

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary 2004 Annual Research Report
  • [Journal Article] Functional data analysis of the dynamics of yield curves, COMPSTAT 20042004

    • Author(s)
      Kawasaki, Y., Ando
    • Journal Title

      Proceedings in Computational Statistics : 16th Symnposium Held in Prague Czech Republic, J.Antoch(ed.), Physica- Verlag

      Pages: 1309-1316

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Bayesian information criteria and smoothing parameter selection in radial basis function networks2004

    • Author(s)
      Konishi, S., Ando, T., Imoto, S.
    • Journal Title

      Biometrika 91・1

      Pages: 27-43

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary 2004 Annual Research Report
  • [Journal Article] Adaptive learning machines for nonlinear classification and Bayesian informatin criteria2004

    • Author(s)
      Ando, T., Imoto, S., Konishi, S.
    • Journal Title

      Bulletin of Informatics and Cybernetics Vol.36

      Pages: 147-162

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Logistic discrimination based on regularized local likelihood method2004

    • Author(s)
      Nonaka, Y., Konishi, S.
    • Journal Title

      Journal of the Japan Statistical Society 34・2

      Pages: 207-227

    • NAID

      110003161361

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary 2004 Annual Research Report
  • [Journal Article] Modeling influential correlated noise sources in multivariate dynamic systems2004

    • Author(s)
      Tanokura, Y.
    • Journal Title

      Proceedings of the 15th IASTED International Conference, MODELLING AND SIMULATION

      Pages: 19-30

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Mixed Factors Model for Dimension Reduction and Extraction of a Group Structure in Gene Expression Data2004

    • Author(s)
      Yoshida, R.
    • Journal Title

      Proceedings of 2004 IEEE Computational Systems Bioinformatics Conference

      Pages: 161-172

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Do seasonal unit roots matter for forecasting monthly industrial production?2004

    • Author(s)
      Kawasaki, Y.
    • Journal Title

      Journal of Forecasting 23,2

      Pages: 77-88

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Do size and sector classification matter for long-short trading strategies?2004

    • Author(s)
      Kawasaki, Y.
    • Journal Title

      Computational Finance and Its Applications, Wessex Institute of Technology (ed.), WIT Press

      Pages: 3-11

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Functional data analysis of the dynamics of yield curves, COMPSTAT 20042004

    • Author(s)
      Kawasaki, Y.
    • Journal Title

      Proceedings in Computational Statistics : 16th Symposium Held in Prague Czech Republic, J.Antoch(ed.), Physica-Verlag

      Pages: 1309-1316

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Bayesian information criteria and smoothing parameter selection in radial basis function networks2004

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

      Biometrika 91,1

      Pages: 27-43

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Adaptive learning machines for nonlinear classification and Bayesian information criteria2004

    • Author(s)
      Ando, T.
    • Journal Title

      Bulletin of Informatics and Cybernetics 36

      Pages: 147-162

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Logistic discrimination based on regularized local likelihood method2004

    • Author(s)
      Nonaka, Y.
    • Journal Title

      Journal of the Japan Statistical Society 34,2

      Pages: 207-227

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 覚せい剤乱用者総数把握のための調査研究2004

    • Author(s)
      田村義保
    • Journal Title

      社会安全 No.53,2-11,2004年7月 No.53

      Pages: 2-11

    • NAID

      40006327628

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 阪神地区における女子の飲行動の年齢階層別比2004

    • Author(s)
      早川史子, 前田昭子, 岡崎章子, 石津陽子, 猪口智子, 南幸, 中森正代, 田村義保
    • Journal Title

      日本食生活学会誌 15・3

      Pages: 210-215

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Combining microarrays and biological knowledge for estimating gene networks via Bayesian networks2004

    • Author(s)
      S.Imoto, T.Higuchi, T.Goto, K.Tashiro, S.Kuhara, S.Miyano
    • Journal Title

      Journal of Bioinformatics and Computational Biology 12・1

      Pages: 77-98

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Statistical Inference using Stochastic Switching Models for the Discrimination of Unobserved Display Promotion from POS Data2004

    • Author(s)
      T.SAto, T.Higuchi, G.Kitagawa
    • Journal Title

      Marketing Letters 15・1

      Pages: 37-60

    • Related Report
      2004 Annual Research Report
  • [Journal Article] A Mixed Factors Model for Dimension Reduction and Extraction of a Group Structure in Gene Expression Data2004

    • Author(s)
      R.Yoshida, T.Higuchi, S.Imoto
    • Journal Title

      Proceedings of 2004 IEEE Computational Systems Bioinformatics Conference

      Pages: 161-172

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 初動が緩慢な波動現象開始時点の精密同定:Pi2型地磁気脈動オンセットタイムの決定法2004

    • Author(s)
      福山恵子, 樋口知之, 魚住禎司, 河野英昭, 湯元清文
    • Journal Title

      電子情報通信学会和文論文誌 J87-A・12

      Pages: 1502-1510

    • NAID

      110003314014

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 生産関数のノンパラメトリック統計解析2004

    • Author(s)
      小西葉子, 西山慶彦, 安道知寛, 川崎能典
    • Journal Title

      応用統計学 33・2

      Pages: 157-179

    • NAID

      10013687037

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Do seasonal unit roots matter for forecasting monthly industrial production?2004

    • Author(s)
      Kawasaki, Y, Franses, P.H.
    • Journal Title

      Journal of Forecasting 23・2

      Pages: 77-88

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Functional data analysis of the dynamics of yield curves, COMPSTAT 20042004

    • Author(s)
      Kawasaki, Y., Ando
    • Journal Title

      Proceedings in Computational Statisitcs : 16th Symposium Held in Prague Czech Republic, J.Antoch (ed.), Physica- Verlag

      Pages: 1309-1316

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Adaptive learning machines for nonlinear classification and Bayesian information criteria2004

    • Author(s)
      Anod, T., Imoto, S., Konishi, S.
    • Journal Title

      Bulletin of Informatics and Cybernetics Vol.36

      Pages: 147-162

    • NAID

      120001014513

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Smoothness Prior Approach to Explore Mean Structure in Large Time Series2003

    • Author(s)
      Kitagawa, G., Higuchi, T., F.N.Kondo
    • Journal Title

      Theoretical Computer Science Vol.292, No.2

      Pages: 431-446

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Signal extraction and knowledge discovery based on statist ical modeling2003

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

      Proceedings of 6th International Conference, Discovery Science 2003

      Pages: 21-32

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Discovery of information flow in multivariate dynamic systems2003

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

      Proceedings of the 2nd IASTED International Conference INFORMATION AND KNOWLEDGE SHARING

      Pages: 132-143

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Nonparametric statistical inference in production function2003

    • Author(s)
      Konishi, Y., Nishiyama, Y., Ando, T., Kawasaki, Y.
    • Journal Title

      Proceedings of Science of Modeling : The 30th Anniversary of the Information Criterion(AIC)

      Pages: 384-385

    • NAID

      10014067177

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Selection of smoothing parameters in B-spline nonparametric regression models using information criteria criteria2003

    • Author(s)
      Imoto, S., Konishi, S.
    • Journal Title

      Annals of the Institute of Statistical Mathematics Vol.55

      Pages: 671-687

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Decomposition of Multiple Sales Promotion Effects on Infrequently Purchased Category2003

    • Author(s)
      Kondo, Fumiyo N.
    • Journal Title

      Proceedings of the 7th World Multiconference on Systemics, Cybernetics and Informatics, Vol.VIII, Applications of Informatics and Cybernetics in Science and Engineering

      Pages: 230-234

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Smoothness Prior Approach to Explore Mean Structure in Large Time Series2003

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

      Theoretical Computer Science 292,2

      Pages: 431-446

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Signal extraction and knowledge discovery based on statistical modeling2003

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

      Proceedings of 6^<th> International Conference, Discovery Science 2003

      Pages: 21-32

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Discovery of information flow in multivariate dynamic systems2003

    • Author(s)
      Tanokura, Y.
    • Journal Title

      Proceedings of the 2^<nd> IASTED International Conference INFORMATION AND KNOWLEDGE SHARING

      Pages: 132-143

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Nonparametric statistical inference in production function2003

    • Author(s)
      Konishi, Y.
    • Journal Title

      Proceedings of Science of Modeling: The 30th Anniversary of the Information Criterion(AIC)

      Pages: 384-385

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Selection of smoothing parameters in B-spine nonparametric regression models using information criteria2003

    • Author(s)
      Imoto, S.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 55

      Pages: 671-687

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Decomposition of Multiple Sales Promotion Effects on Infrequently Purchased Category2003

    • Author(s)
      Kondo Funiiyo N.
    • Journal Title

      Proceedings of the 7th World Multiconference on Systemics, Cybernetics and Informatics Vol.VIII, Applications of Informatics and Cybernetics in Science and Engineering

      Pages: 230-234

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Local Time Features of Geomagnetic Jerks2002

    • Author(s)
      H.Nagao, T.Iyemori, T.Higuchi, S.Nagano, T.Araki
    • Journal Title

      Earth Planets and Space Vol.54

      Pages: 119-131

    • NAID

      10008634330

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Automatic detection of geomagnetic jerks by applying a statistical time series model to geomagnetic monthly means2002

    • Author(s)
      Nagao, H., T.Higuchi, T.Iyemori, T.Araki
    • Journal Title

      Progresses in Discovery Science, Lecture Notes in Conmputer Science,Springer-Verlag Vol.2281

      Pages: 360-371

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Extraction of small seismic signal by state space modeling2002

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

      Mothods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences

      Pages: 1-12

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Multivariate time series model to estimate arrival aimes of S waves.2002

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

      Mothods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences

      Pages: 13-39

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Asymptotic expansions and bootstrap approximations in factor analysis2002

    • Author(s)
      Ichikawa, M., Konishi, S.
    • Journal Title

      Journal of Multivariate Analysis Vol.81

      Pages: 47-66

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Theory for statistical modeling and information criteria - Functional approach -2002

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

      Sugaku Expositions American Mathematical Society Vol.15, No.1

      Pages: 89-106

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Simulation Study on Decomposition of Price Promotion Effect in Competitive Structure2002

    • Author(s)
      Kondo, Funiyo N.
    • Journal Title

      Proceedings of the 6th World Multiconference on Systemics, Cybernetics and Informatics, VBol.XVIII, Information Systems Development III

      Pages: 269-275

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Automatic detection of geomagnetic jerks by applying a statistical time series model to geomagnetic monthly means2002

    • Author(s)
      Nagao, H.
    • Journal Title

      Progresses in Discovery Science, Lecture Notes in Computer Science, Springer-Verlag 2281

      Pages: 360-371

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Extraction of small seismic signal by state space modeling2002

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

      Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences

      Pages: 1-12

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Multivariate time series model to estimate arrival aimes of S waves.2002

    • Author(s)
      Takanami, T.
    • Journal Title

      Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences,

      Pages: 13-39

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Asymptotic expansions and bootstrap approximations in factor analysis2002

    • Author(s)
      Ichikawa, M.
    • Journal Title

      Journal of Multivariate Analysis 81

      Pages: 47-66

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Theory for statistical modeling and information criteria -Functional approach-2002

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

      Sugaku Expositions American Mathematical Society 15,1

      Pages: 89-106

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Simulation Study on Decomposition of Price Promotion Effect in Competitive Structure2002

    • Author(s)
      Kondo Fumiyo N.
    • Journal Title

      Proceedings of the 6^<th> World Multiconference on Systemics, Cybernetics and Informatics Vol.XVIII, Information Systems Development III

      Pages: 269-275

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] State space approach to signal extraction problems in seismology, time series analysis and applications to geophysical systems, The IMA Volumes in Mathematics and Its Applications, eds. Brillinger, D.R., Robinson, E.A. and Schoenberg, F.P.2005

    • Author(s)
      Kitagawam, G., Takanami, T., Matsumoto, N.
    • Publisher
      Springer-Verlag
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 計算統計II マルコフ連鎖モンテカルロ法とその周辺2005

    • Author(s)
      伊庭幸人
    • Total Pages
      358
    • Publisher
      岩波書店
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Book] マーケティングの科学-POSデータの解析2005

    • Author(s)
      阿部誠
    • Total Pages
      202
    • Publisher
      朝倉書店
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Book] State space approach to signal extraction problems in seismology, time series analysis and applications to geophysical systems. The IMA Volumes in Mathematics and Its Applications, eds. Brillinger, D.R., Robinson, E.A. and Schoenberg, F.P.2005

    • Author(s)
      Kitagawa, G., Takanami, T., Matsumoto, N.
    • Publisher
      Springer-Verlag
    • Related Report
      2004 Annual Research Report
  • [Book] 日本経済の構造変化と経済予測、第3章 系列モデルによるインフレ率の予測(福田慎一, 粕谷宗久編)2004

    • Author(s)
      北川源四郎, 樋口知之
    • Publisher
      東北大学出版会
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] ゆらぎの科学と技術,山本光璋・鷹野致和編,第3章 統計的モデリングによる情報抽出,第4章 組織的な発見への期待と予感:統計科学と発見科学2004

    • Author(s)
      北川源四郎, 樋口知之
    • Publisher
      東北大学出版会
    • Related Report
      2004 Annual Research Report
  • [Book] 日本経済の構造変化と経済予測,福田慎一,粕谷宗久編,第3章 系列モデルによるインフレ率の予測2004

    • Author(s)
      北川源四郎, 川崎能典
    • Publisher
      東京大学出版会
    • Related Report
      2004 Annual Research Report
  • [Book] Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences2002

    • Author(s)
      Takanami, T., Kitagawa, G.
    • Total Pages
      268
    • Publisher
      Spr8inger-Verlag, Heidelberg
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Publications] Kitagawa, G.: "Signal extraction and knowledge discovery based on statistical modeling"Proceedings of 6^<th> International Conference, Discovery Science 2003. 21-32 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Tanokura, Y., Kitagawa, G.: "Discovery of information flow in multivariate dynamic systems"Proceedings of the 2^<nd> IASTED International Conference INFORMATION AND KNOWLEDGE SHARING. 132-143 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Tanokura, Y., Kitagawa, G.: "Modeling influential correlated noise sources in multivariate dynamic systems"Proceedings of the 15th IASTED International Conference, MODELLING AND SIMULATION. 19-30 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Konishi, Y., Nishiyama, Y., Ando, T., Kawasaki, Y.: "Nonparametric statistical inference in production function"Proceedings of Science of Modeling : The 30th Anniversary of the Information Criterion(AIC). 384-385 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Imoto, S., Konishi, S.: "Selection of smoothing parameters in β-spline nonparametric regression models using information criteria"Annals of the Institute of Statistical Mathematics. Vol. 55. 671-687 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Kondo, Fumiyo N.: "Decomposition of Multiple Sales Promotion Effects on Infrequently Purchased Category"Proceedings of the 7th World Multiconference on Systemics, Cybernetics and Informatics, Vol.VIII, Applications of Informatics and Cybernetics in Science and Engineering. 230-234 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Kitagawa, G., Takanami, T., Kuwano, A., Murai, Y., Shimamura, H.: "Extraction of Signal from High Dimensional Time Series : Analysis of Ocean Bottom Seismograph Data"Progress in Discovery Science, Lecture Notes in Artificial Intelligence. No.2281. 449-458 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Sivaji, C., Nishizawa, O., Kitagawa, G, Fukushima, Y.: "A physical-model study of the statistics of seismic waveform fluctuations in random heterogeneous media"Geophysical Journal International. Vol.148. 575-595 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] H.Nagao, T.Iyemori, T.Higuchi, S.Nagano, T.Araki: "Local Time Features of Geomagnetic Jerks"Earth Planets and Space. Vol.54. 119-131 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Ueno, G., N.Nakamura, T.Higuchi, T.Tuschiya, S.Machida, T.Araki: "Application of multivariate Maxwellian mixture model to plasma velocity distribution"Progresses in Discovery Sience, Lecture Notes in Computer Science, Springer-Verlag. Vol.2281. 372-383 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Nagao, H., T.Higuchi, T.Iyemori, T.Araki: "Automatic detection of geomagnetic jerks by applying a statistical time series model to geomagnetic monthly means"Progresses in Discovery Science, Lecture Notes in Computer Science., Springer-Verlag. Vol.2281. 360-371 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Higuchi, T., S.-I.Ohtani, T.Uozurni, K.Yumoto: "Pi2 onset time determination with information criterion"Journal of Geophysical Research. Vol.107,No.A7. (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kitagawa, G., Higuchi, T., F.N.Kondo: "Smoothness Prior Approach to Explore Mean Structure in Large Time Series"Theoretical Computer Science. Vol.292,No.2. 431-446 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] H.Nagao, T.Iyemori, T.Higuchi, T.Araki: "Lower Mantle Conductivity Anomalies Estimated from Geomagnetic Jerks"Journal of Geophysical Research-Solid Earth. (to appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] 川崎能典, 安道知寛: "正則化非線形回帰モデルによるイールドカーブの推定"統計数理. Vol.50,No2. 151-166 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kawasaki, Y., Franses, P., H.B.F.: "Detecting seasonal unit roots in a structural time series model"Journal of Applied Statistics. Vol.30,No.4. 373-387 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kitagawa, G., Takanami, T.: "Extraction of small seismic signal by state space modeling"Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences. 1-12 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Takanami, T., Kitagawa, G.: "Multivariate time series model to estimate arrival aimes of S waves"Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences. 13-39 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kitagawa, G., Takanami, T., Kuwano, A., Murai, Y., Shimamura, H.: "Extraction of signal from high dimension time series : Analysis of Ocean Bottom Seismograph data, Progress in Discovery Science"Lecture Notes in Computer Sciences, Springer-Verlag. Vol.2281. 449-458 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Ichikawa, M., Konishi, S.: "Asymptotic expansions and bootstrap approximations in factor analysis"Journal of Multivariate Analysis. Vol.81. 47-66 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Konishi, S.: "Theory for statistical modeling and information criteria -Functional approach -"Sugaku Expositions American Mathematical Society. Vol.15,No.1. 89-106 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Konishi, S., Kitagawa, G.: "Asymptotic Theory for Information Criteria in Model Selection -Functional Approach"Journal of Statistical Planning and Inference. (to appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] Ando, T., Konishi, S.: "Neural network nonlinear regression modeling and Information Criteria"the Proceedings of the 8th International Conference on Forum for Interdisciplinary Mathematics. (to appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kondo, Fumiyo N.: "Simulation Study on Decomposition of Price Promotion Effect in Competitive Structure"Proceedings of the 6^<th> World Multiconference on Systemics, Cybernetics and Informatics, Vol.XVIII, Information Systems Development III. 269-275 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Takanarni, T., Kitagawa, G.: "Methods and Applications of Signal Processing in Seismic Network Operations, Lecture Notes in Earth Sciences"Springer-Verlag, Heidelberg. 268 (2002)

    • Related Report
      2002 Annual Research Report

URL: 

Published: 2002-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi