G. Kitagawa

发表

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

G. Kitagawa, 1996 .

The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother

G. Kitagawa, 1994 .

Generalised information criteria in model selection

G. Kitagawa, S. Konishi, 1996 .

Smoothness Priors in Time Series.

G. Kitagawa, W. Gersch, 1987 .

Smoothness priors analysis of time series

G. Kitagawa, 1996 .

A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series

G. Kitagawa, W. Gersch, 1985, IEEE Transactions on Automatic Control.

Non-Gaussian State—Space Modeling of Nonstationary Time Series

G. Kitagawa, 1987 .

Bootstrapping Log Likelihood and EIC, an Extension of AIC

G. Kitagawa, M. Ishiguro, Y. Sakamoto, 1997 .

Non-Gaussian state space modeling of time series

G. Kitagawa, 1987, 26th IEEE Conference on Decision and Control.

NONLINEAR STATE SPACE MODEL APPROACH TO FINANCIAL TIME SERIES WITH TIME-VARYING VARIANCE

G. Kitagawa, Seisho Sato, 2000 .

A nonlinear smoothing method for time series analysis

G. Kitagawa, 1991 .

A Smoothness Priors–State Space Modeling of Time Series with Trend and Seasonality

G. Kitagawa, W. Gersch, 1984 .

On the Use of AIC for the Detection of Outliers

G. Kitagawa, 1979 .

Linear Gaussian State Space Modeling

G. Kitagawa, W. Gersch, 1996 .

Computational aspects of sequential Monte Carlo filter and smoother

G. Kitagawa, 2014 .

A self-organizing state-space model

G. Kitagawa, 1998 .

Akaike Information Criterion Statistics

G. Kitagawa, Y. Sakamoto, 1988 .

Theory and Methods

G. Kitagawa, 1998 .

Changing spectrum estimation

G. Kitagawa, 1983 .

A time varying AR coefficient model for modelling and simulating earthquake ground motion

G. Kitagawa, W. Gersch, 1985 .

Selected papers of Hirotugu Akaike

Genshiro Kitagawa, Emanuel Parzen, Kunio Tanabe, 1998 .

Information Criteria and Statistical Modeling

G. Kitagawa, S. Konishi, 2007 .

A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

Genshiro Kitagawa, G. Kitagawa, 1981 .

Akaike Information Criterion Statistics

G. Kitagawa, M. Ishiguro, Y. Sakamoto, 1988 .

An experimental study of phase angle fluctuation in seismic waves in random heterogeneous media: time-series analysis based on multivariate AR model

G. Kitagawa, O. Nishizawa, 2007 .

A physical-model study of the statistics of seismic waveform fluctuations in random heterogeneous media

Genshiro Kitagawa, Osamu Nishizawa, G. Kitagawa, 2002 .

Non-Gaussian state-space modeling of nonstationary time series. Comment. Rejoinder

G. Kitagawa, A. Raftery, R. Kohn, 1987 .

Smoothness priors transfer function estimation

G. Kitagawa, W. Gersch, 1989, Autom..

An approach to the prediction of time series with trends and seasonalities

Genshiro Kitagawa, Will Gersch, G. Kitagawa, 1982, 1982 21st IEEE Conference on Decision and Control.

Methods and Applications of Signal Processing in Seismic Network Operations

Genshiro Kitagawa, G. Kitagawa, Ludger Hark Wossmann, 2002 .

Computation of the Gradient and the Hessian of the Log-likelihood of the State-space Model by the Kalman Filter

G. Kitagawa, 2020, 2011.09638.

04 A SMOOTHNESS PRIORS APPROACH TO THE MODELING OF TIME SERIES WITH TREND AND SEASONALITY *

G. Kitagawa, W. Gersch, 2022 .

Method for Constructing a Distribution-Free Index

G. Kitagawa, Y. Tanokura, Yoko Tanokura, 2015 .

Pearson chi^2-divergence Approach to Gaussian Mixture Reduction and its Application to Gaussian-sum Filter and Smoother

G. Kitagawa, 2020, 2001.00727.

The auxiliary iterated extended Kalman particle filter

G. Kitagawa, Xiao-hong Chen, Hui Peng, 2014, Optimization and Engineering.

Non-Gaussian seasonal adjustment

Genshiro Kitagawa, G. Kitagawa, 1989 .

List of Publications of Hirotugu Akaike

G. Kitagawa, E. Parzen, K. Tanabe, 1998 .

State-space modeling for seismic signal analysis

Genshiro Kitagawa, Hui Peng, Norio Matsumoto, 2014 .

Hydrological response to earthquakes in the Haibara well, central Japan - I. Groundwater level changes revealed using state space decomposition of atmospheric pressure, rainfall and tidal responses

Genshiro Kitagawa, Norio Matsumoto, E. A. Roeloffs, 2003 .

Detection of Coseismic Changes of Underground Water Level

Genshiro Kitagawa, Norio Matsumoto, G. Kitagawa, 1996 .

Extraction of small seismic signal by state space modeling

G. Kitagawa, T. Takanami, 2003 .

Extraction of signal by a time series model and screening out micro earthquakes

Genshiro Kitagawa, Tetsuo Takanami, G. Kitagawa, 1985 .

Preface: Special issue in honor of Dr. Hirotugu Akaike

Genshiro Kitagawa, Sadanori Konishi, G. Kitagawa, 2010 .

Bayesian analysis of outliers via akaike's predictive likelihood of a model

G. Kitagawa, 1984 .

Time Series Modeling for Analysis and Control

Genshiro Kitagawa, Hui Peng, Kohei Ohtsu, 2015 .

Batch‐adaptive ship's autopilots*

Genshiro Kitagawa, Kohei Ohtsu, Jin Soek Park, 2000 .

A quasi Bayesian approach to outlier detection

H. Akaike, G. Kitagawa, 1982 .

Non-Gaussian State—Space Modeling of Nonstationary Time Series

G. Kitagawa, R. Kohn, C. Ansley, 1987 .

Information Criteria GIC, EIC and Some Modifications

Genshiro Kitagawa, Sadanori Konishi, G. Kitagawa, 2000 .

Fitting State-space Model for Long-term Prediction of the Log-likelihood of Nonstationary Time Series Models

G. Kitagawa, 2022, 2210.05997.

An implimentation of the Differential Filter for Computing Gradient and Hessian of the Log-likelihood of Nonstationary Time Series Models

G. Kitagawa, 2022, 2209.11997.

The Information Criterion GIC of Trend and Seasonal Adjustment Models

G. Kitagawa, 2022, 2209.10066.

Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach : Volume 2 Multivariate Statistical Modeling

Genshiro Kitagawa, Stanley L. Sclove, Dominique Haughton, 1994 .

Computational Methods for Time Series Analysis

Genshiro Kitagawa, Seisho Sato, Tomoyuki Higuchi, 2002, COMPSTAT.

Time series analysis of daily scanner sales: extraction of trend, day‐of‐the‐week effect and price promotion effect

Genshiro Kitagawa, Fumiyo N. Kondo, G. Kitagawa, 2000 .

Application to Financial and Economic Time Series Data

G. Kitagawa, Yoko Tanokura, 2015 .

Highly accurate estimation of a ship's position (1st report) -case to use only GPS-

Genshiro Kitagawa, Daisuke Terada, Shintaro Miyoshi, 2010 .

Signal extraction and knowledge discovery based on statistical modeling

Genshiro Kitagawa, G. Kitagawa, 2006, Theor. Comput. Sci..

Time series analysis of monthly body weight and blood pressures of one man from 29 to 65 years

Genshiro Kitagawa, Masami Togo, G. Kitagawa, 2000, American journal of human biology : the official journal of the Human Biology Council.

Advanced Autopilot Systems

Genshiro Kitagawa, Hui Peng, Kohei Ohtsu, 2015 .

Statistical Inference Using Stochastic Switching Models for the Discrimination of Unobserved Display Promotion from POS Data

Genshiro Kitagawa, Tomoyuki Higuchi, Tadahiko Sato, 2004 .

Ship's tracking control based on nonlinear time series model

Jun Wu, Genshiro Kitagawa, Hui Peng, 2012 .

Kullback-leibler information approach to the optimum measurement point for bayesian estimation

G. Kitagawa, M. Ishiguro, A. Yafune, 1996 .

The auxiliary iterated extended Kalman particle filter

G. Kitagawa, Yanhui Xi, Xiaohong Chen, 2014, Optimization and Engineering.

A procedure for the modeling of non-stationary time series

Genshiro Kitagawa, Hirotugu Akaike, H. Akaike, 1978 .

Time Series Analysis Through AR Modeling

Genshiro Kitagawa, Hui Peng, Kohei Ohtsu, 2015 .

Bias and variance reduction techniques for bootstrap information criteria

Genshiro Kitagawa, Sadanori Konishi, G. Kitagawa, 2010 .

CONTRIBUTIONS OF PROFESSOR HIROTUGU AKAIKE IN STATISTICAL SCIENCE

Genshiro Kitagawa, G. Kitagawa, 2008 .

Smoothness prior approach to explore mean structure in large-scale time series

Genshiro Kitagawa, Tomoyuki Higuchi, Fumiyo N. Kondo, 2003, Theor. Comput. Sci..

Signal Extraction Problems in Seismology *

Genshiro Kitagawa, Norio Matsumoto, Tetsuo Takanami, 2001 .

Multivariate time-series model to estimate the arrival times of S-waves

Genshiro Kitagawa, Tetsuo Takanami, G. Kitagawa, 1993 .

Estimation of the arrival times of seismic waves by multivariate time series model

Genshiro Kitagawa, Tetsuo Takanami, G. Kitagawa, 1991 .

On a search procedure for the optimal AR-MA order

Genshiro Kitagawa, G. Kitagawa, 1977 .

Applications of Auto Regressive Model to Control Ship’s Motions and Marine Engine

Genshiro Kitagawa, Kohei Ohtsu, G. Kitagawa, 1994 .

Monte Carlo Smoothing and Self-Organising State-Space Model

Genshiro Kitagawa, Seisho Sato, G. Kitagawa, 2001, Sequential Monte Carlo Methods in Practice.

ON TIMSAC-78*

Genshiro Kitagawa, Hirotugu Akaike, H. Akaike, 1981 .

Smoothness Priors ansfer Function Estimation * WILL GERSCHt and GENSHIRO KITAGAWA ¢

Genshiro Kitagawa, Will Gersch, G. Kitagawa, 2002 .

A smoothness priors long AR model method for spectral estimation

W. Gersch, G. Kitagawa, G. Kitagawa, 1985, IEEE Transactions on Automatic Control.

Asymptotic theory for information criteria in model selection—functional approach

Genshiro Kitagawa, Sadanori Konishi, G. Kitagawa, 2003 .

Detection of low-frequency large-amplitude jump in financial time series

Min Gan, Genshiro Kitagawa, Xiaohong Chen, 2007, 2007 46th IEEE Conference on Decision and Control.

Bayesian Information Criteria

Genshiro Kitagawa, Sadanori Konishi, G. Kitagawa, 2008 .

Smoothness Prior Approach to Explore the Mean Structure in Large Time Series Data

Genshiro Kitagawa, Tomoyuki Higuchi, Fumiyo N. Kondo, 1999, Discovery Science.

Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant

Genshiro Kitagawa, Hui Peng, Kohei Ohtsu, 2011 .

Smoothness priors analysis of quasi-periodic time series

W. Gersch, G. Kitagawa, G. Kitagawa, 1995, Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers.

A time varying coefficient vector AR modeling of nonstationary covariance time series

Genshiro Kitagawa, Xing-Qi Jiang, G. Kitagawa, 1993, Signal Process..

An algorithm for solving the matrix equation X = FXF T + S

Genshiro Kitagawa, G. Kitagawa, 1977 .

Statistical Identification of Ship's Course Keeping Motion and Optimal Control

Genshiro Kitagawa, Michio Horigome, Kohei Otsu, 1976 .

A NEW EFFICIENT PROCEDURE FOR THE ESTIMATION OF ONSET TIMES OF SEISMIC WAVES

Genshiro Kitagawa, Tetsuo Takanami, G. Kitagawa, 1988 .

The Sequential Monte Carlo Filter

Genshiro Kitagawa, G. Kitagawa, 2010 .

Simulation

G. Kitagawa, 2020, Introduction to Time Series Modeling.

Statistical Monitoring and Clustering of Ship's Time Series

Genshiro Kitagawa, Hui Peng, Kohei Ohtsu, 2010 .

State Space Modeling of Nonstationary Time Series and Smoothing of Unequally Spaced Data

Genshiro Kitagawa, G. Kitagawa, 1984 .

Information Criteria for Statistical Modeling in Data-Rich Era

Genshiro Kitagawa, G. Kitagawa, 2018, ECONVN.

Automatic transaction of signal via statistical modeling

Genshiro Kitagawa, Tomoyuki Higuchi, G. Kitagawa, 1998, New Generation Computing.

State Space Modeling of Time Series

Genshiro Kitagawa, G. Kitagawa, 1994 .

Revisiting the Two-Filter Formula for Smoothing for State-Space Models

G. Kitagawa, 2023, 2307.03428.

A Note on the Relation Between Balenzela's Algorithm for Two-Filter Formula for Smoothing and Information Filter

G. Kitagawa, 2023, 2306.12184.

General State Space Modeling

Genshiro Kitagawa, Will Gersch, G. Kitagawa, 2018, Statistical Methods in Control & Signal Processing.

Data Centric Science for Information Society

Genshiro Kitagawa, G. Kitagawa, 2010 .

State Space Approach to Signal Extraction Problems in Seismology

Genshiro Kitagawa, Norio Matsumoto, Tetsuo Takanami, 2004 .

Extraction of Signal from High Dimensional Time Series: Analysis of Ocean Bottom Seismograph Data

Genshiro Kitagawa, Hideki Shimamura, Tetsuo Takanami, 2002, Progress in Discovery Science.

Bayesian State Space Modeling for Nonlinear Nonstationary Time Series

Genshiro Kitagawa, G. Kitagawa, 2000 .

The Practice of Time Series Analysis

Genshiro Kitagawa, Hirotugu Akaike, H. Akaike, 2011, Statistics for Engineering and Physical Science.

Design of a Model-Based Autopilot System for Course Keeping Motion

Genshiro Kitagawa, Hui Peng, Kohei Ohtsu, 2015 .

Extraction of hydrological anomalies related to earthquakes

Genshiro Kitagawa, Norio Matsumoto, G. Kitagawa, 2003 .

A batch sequential approach to state space modeling for trend estimation

Genshiro Kitagawa, Hideo Noda, Koki Kyo, 2011 .

An Analysis of POS Data by the Stochastic Switching Regression Model

Genshiro Kitagawa, Tadahiko Sato, G. Kitagawa, 2002 .

Knowledge Discovery and Self-Organizing State Space Model

Tomoyuki HIGUCHI, Genshiro KITAGAWA, G. Kitagawa, 2000 .