Genshiro Kitagawa

J-GLOBAL         Last updated: Apr 5, 2016 at 15:29
Genshiro Kitagawa

Awards & Honors

Jul 1997
状態空間モデルに基づく非定常時系列解析法の開発, 日本統計学会賞, 日本統計学会

Published Papers

Computational aspects of sequential Monte Carlo filter and smoother
Genshiro Kitagawa
Ann Inst Stat Math DOI 10.1007/s10463-014-0446-0      Mar 2014   [Refereed]
Nonlinear Time Series Model for Ship Tracking Control
Genshiro Kitagawa
9th IFAC Conference on Control Applications in Marine Systems The International Federation of Automatic Control September 17-20, 2013. Osaka, Japan      Sep 2013   [Refereed]
Proceedings 59th ISI World Statistics Congress, 25-30 August 2013, Hong Kong (Session CPS010)
Genshiro Kitagawa
   Aug 2013   [Refereed]
State-space modeling for seismic signal analysis
Genshiro Kitagawa
Applied Mathematical Modelling   38 738-746   Jul 2013   [Refereed]
A state-space approach to explore the strain behavior before and after the 2003 Tokachi-oki earthquake(M8)
T takanami, G Kitagawa, H Peng, A T Linde, I S Sacks
Data Science Journal   12 216-220   Apr 2013   [Refereed]
Jun Wua, Hui Peng, Kohei Ohtsu, Genshiro Kitagawa, Tohru Itoh,
Applied Ocean Research   36 1-11   Jun 2012   [Refereed]
A Batch Sequential Approach to State Space Modeling for Trend Estimation
Koki Kyo, Hideo Noda and Genshiro Kitagawa
ICIC Express Letters   5(8(A))    Aug 2011   [Refereed]
Kitagawa, G. and Konishi, S.
Annals of the Institute of Statistical Mathematics   62(1) 209-234   Feb 2010   [Refereed]
Constructing a credit default swap index and detecting the impact of the financial crisis
Tanokura, Yoko, Tsuda, Hiroshi, Sato, Seisho, Kitagawa, Genshiro
Economic Time Series:Modelling and Seasonality   (7) 359-379   Jul 2011   [Refereed]
Hui Peng, Genshiro Kitagawa, Jun Wua, Kohei Ohtsu
Applied Mathematical Modelling   35(7) 3541-3551   Jun 2011   [Refereed]
Bayesian estimation of dynamic matching function for U-V analysis in Japan
Koki Kyo, Hideo Noda, and Genshiro Kitagawa
Bayesian Inference and Maximum Entropy Methods in Science and Engineering : 31st International Workshop on Bayesian Inference and Maximum Entropy Methods   AIP Conf. Proc. 1443 354-361   Jun 2011   [Refereed]
A new optimal portfolio selection strategy based on a quadratic form mean–variance model with transaction costs, Optimal Control Applications and Methods
Hui Peng, Genshiro Kitagawa, Min Gan, Xiaohong Chen
Special Issue: Focus on Optimal Control in Diabetes   32(2) 127-138   Apr 2011   [Refereed]
Data Centric Science for Information Society
Genshiro Kitagawa
Econophysics Approaches to Large-Scale Business Data and Financial Crisis   211-225   2010   [Refereed]
Terada, Daisuke, Genshiro Kitagawa, and Shintaro Miyoshi.
Journal of the Japan Society of Naval Architects and Ocean Engineers   12 193-199   2010   [Refereed]
Signal extraction and knowledge discovery based on statistical modeling
G. Kitagawa
Theoretical Computer Science   (364) 132-142   2006   [Refereed]
Asymptotic theory for information criteria in model selection-functional approach, , 114, .
S. Konishi and G. Kitagawa
J.Statist. Planning and Inference   Vol.114 45-61   2003   [Refereed]
Signal extraction problems in seismology
G. Kitagawa, T. Takanamai and N. Matsumoto
Int. Statist. Review   Vol.69(No.1) 129-152   2001   [Refereed]
A non-Gaussian stochastic volatility model , 2, .
Y. Nagahara and G. Kitagawa
J. Comput. Finance   Vol.2(No.2) 33-47   1999   [Refereed]
Self-organizing state space model
G. Kitagawa
J. Amer. Statist. Assoc   Vol. 93(No. 443) 1203-1215   1998   [Refereed]
Information criteria for the predictive evaluation of Bayesian models, Statist., , 26, .
G. Kitagawa
Theory and Methods   Vol.26(No.9) 2223-2246   1997   [Refereed]
Detection of coseismic changes of underground water level, ., 91, 521-528.
G. Kitagawa and N. Matsumoto
J. Amer. Statist. Assoc   Vol.91(No.434) 521-528   1996   [Refereed]
Generalized information criteria in model selection, , 83,-.
S. Konishi and G. Kitagawa
Biometrika   Vol.83(No.4) 875-890   1996   [Refereed]
Non-Gaussian state-space modeling of nonstationary time series
G. Kitagawa
J. Amer. Statist. Assoc   Vol.82(No.400) 1032-1063   1987   [Refereed]
G. Kitagawa and W. Gersch
IEEE Trans. Automat. Contr.   30(1) 48-56   1985   [Refereed]
A smoothness priors-state space approach to the modeling of time series with trend and seasonality
G. Kitagawa and W. Gersch
J. American Statistical Association   78(386) 378-389   1984   [Refereed]
Bootstrapping log likelihood and EIC, an extention of AIC
M. Ishiguro, Y. Sakamoto and G. Kitagawa
Ann. Inst. Statist. Math   Vol.49(No.3) 411-434   1997   [Refereed]

Books etc

Time Series Modeling for Analysis and Control - Advanced AUtopilot and Monitoring Systems -
Kohei Ohtsu, Hui Peng and Genshiro Kitagawa (Part:Joint Work)
Springer Brief   Mar 2015   ISBN:978-4-431-55303-8
Indexation andCausation of Financial Markets - Nonstationary Time Series Analysis Method -
Yoko Tanokura and Genshiro Kitagawa (Part:Joint Work)
Springer Brief   Feb 2015   ISBN:978-4-431-55276-5
Introduction to Time Series Modeling
Genshiro Kitagawa
CRC Chapman & Hall   2010   ISBN:978-1-58488-921-2
樺島祥介, 北川源四郎, 甘利俊一, 赤池 弘次, 下平英寿
共立出版   Jul 2007   ISBN:9784320121904
樋口 知之, 照井 伸彦, 井元 清哉, 北川 源四郎, 石井 信
東京電機大学出版局   Jun 2007   ISBN:9784501543303
北川 源四郎, 樋口 知之, 川崎 能典, 岸野 洋久, 山下 智志
共立出版   Mar 2005   ISBN:4320120043
北川 源四郎
岩波書店   Feb 2005   ISBN:9784000054553
小西 貞則, 北川 源四郎
朝倉書店   Sep 2004   ISBN:4254127820
朝倉書店   Oct 1998   ISBN:9784254125856
朝倉書店   Sep 1995   ISBN:4254125844
朝倉書店   Jun 1994   ISBN:4254125836
北川 源四郎
岩波書店   Mar 1993   ISBN:4000077031
E. クライツィグ
培風館   Jan 1988   ISBN:4563005657
坂元 慶行, 石黒 真木夫, 北川 源四郎
共立出版   Jan 1983   ISBN:4320021711

Conference Activities & Talks

Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plan [Invited]
Hui Penga, Genshiro Kitagawa, Jun Wua, Kohei Ohtsu
2010 IEEE International Conference on Control Applications (CCA)   8 Sep 2010