Genshirou Kitagawa
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Mathematics
Genshirou Kitagawa's Degrees
- PhD Statistics University of Tokyo
- Masters Statistics University of Tokyo
- Bachelors Mathematics University of Tokyo
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(Suggest an Edit or Addition)Genshirou Kitagawa's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models (1996) (2519)
- Akaike Information Criterion Statistics (1988) (1182)
- Information Criteria and Statistical Modeling (2007) (797)
- Non-Gaussian State—Space Modeling of Nonstationary Time Series (1987) (601)
- Generalised information criteria in model selection (1996) (446)
- A self-organizing state-space model (1998) (389)
- Smoothness priors analysis of time series (1996) (371)
- A Smoothness Priors–State Space Modeling of Time Series with Trend and Seasonality (1984) (307)
- A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series (1985) (270)
- Selected papers of Hirotugu Akaike (1998) (235)
- A procedure for the modeling of non-stationary time series (1978) (162)
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother (1994) (146)
- Bootstrapping Log Likelihood and EIC, an Extension of AIC (1997) (138)
- A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER (1981) (133)
- Theory and Methods (1998) (132)
- A NEW EFFICIENT PROCEDURE FOR THE ESTIMATION OF ONSET TIMES OF SEISMIC WAVES (1988) (126)
- An approach to the prediction of time series with trends and seasonalities (1982) (117)
- Monte Carlo Smoothing and Self-Organising State-Space Model (2001) (105)
- 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 (2003) (105)
- Estimation of the arrival times of seismic waves by multivariate time series model (1991) (96)
- Introduction to Time Series Modeling (2010) (90)
- Changing spectrum estimation (1983) (83)
- A smoothness priors long AR model method for spectral estimation (1985) (80)
- The Practice of Time Series Analysis (2011) (67)
- A new ship's auto pilot design through a stochastic model, (1979) (67)
- On the Use of AIC for the Detection of Outliers (1979) (61)
- A time varying coefficient vector AR modeling of nonstationary covariance time series (1993) (57)
- An algorithm for solving the matrix equation X = FXF T + S (1977) (56)
- A time varying AR coefficient model for modelling and simulating earthquake ground motion (1985) (52)
- State Space Modeling of Time Series (1994) (48)
- Ship's tracking control based on nonlinear time series model (2012) (45)
- Non-Gaussian state space modeling of time series (1987) (42)
- A physical-model study of the statistics of seismic waveform fluctuations in random heterogeneous media (2002) (41)
- Bayesian Information Criteria (2008) (41)
- Non-Gaussian seasonal adjustment (1989) (40)
- A nonlinear smoothing method for time series analysis (1991) (38)
- Smoothness Priors in Time Series. (1987) (38)
- Detection of Coseismic Changes of Underground Water Level (1996) (36)
- Multivariate time-series model to estimate the arrival times of S-waves (1993) (29)
- Asymptotic theory for information criteria in model selection—functional approach (2003) (29)
- Bias and variance reduction techniques for bootstrap information criteria (2010) (25)
- Methods and Applications of Signal Processing in Seismic Network Operations (2002) (24)
- Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant (2011) (24)
- A quasi Bayesian approach to outlier detection (1982) (22)
- ON TIMSAC-78* (1981) (21)
- Extraction of signal by a time series model and screening out micro earthquakes (1985) (19)
- Knowledge Discovery and Self-Organizing State Space Model (2000) (18)
- Signal Extraction Problems in Seismology * (2001) (16)
- Computational aspects of sequential Monte Carlo filter and smoother (2014) (15)
- Statistical Analysis of the AR Type Ship’s Autopilot System (1984) (15)
- A multivariate time varying autoregressive modeling of nonstationary covariance time series (1983) (15)
- Smoothness priors transfer function estimation (1989) (15)
- Time series analysis of daily scanner sales: extraction of trend, day‐of‐the‐week effect and price promotion effect (2000) (13)
- A non-Gaussian stochastic volatility model (1998) (13)
- Linear Gaussian State Space Modeling (1996) (12)
- Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach : Volume 2 Multivariate Statistical Modeling (1994) (11)
- A TIME VARYING MULTIVARIATE AUTOREGRESSIVE MODELING OF ECONOMETRIC TIME (1982) (10)
- An experimental study of phase angle fluctuation in seismic waves in random heterogeneous media: time-series analysis based on multivariate AR model (2007) (10)
- A new optimal portfolio selection strategy based on a quadratic form mean–variance model with transaction costs (2011) (10)
- A statistical modeling and tracking control approach to marine vehicle (2010) (10)
- State Space Modeling of Nonstationary Time Series and Smoothing of Unequally Spaced Data (1984) (10)
- Batch‐adaptive ship's autopilots* (2000) (9)
- Smoothness priors analysis of quasi-periodic time series (1995) (9)
- ON THE PREDICTION AND STOCHASTIC CONTROL OF SHIP'S MOTION (1976) (9)
- Bayesian analysis of outliers via akaike's predictive likelihood of a model (1984) (9)
- Smoothness prior approach to explore mean structure in large-scale time series (2003) (8)
- A modeling approach to financial time series based on market microstructure model with jumps (2015) (8)
- Statistical Inference Using Stochastic Switching Models for the Discrimination of Unobserved Display Promotion from POS Data (2004) (8)
- Monte Carlo Filtering and Smoothing for Nonlinear (7)
- NONLINEAR STATE SPACE MODEL APPROACH TO FINANCIAL TIME SERIES WITH TIME-VARYING VARIANCE (2000) (7)
- On a search procedure for the optimal AR-MA order (1977) (7)
- Time Series Modeling for Analysis and Control: Advanced Autopilot and Monitoring Systems (2015) (6)
- The Smoothness Priors Concept (1996) (6)
- FULL SCALE DATA DEPENDED STATISTICAL ESTIMATE OF THE PARAMETERS IN THE EQUATION OF SHIP'S OSCILLATION: APPLICATION OF A CONTINUOUS AUTO REGRESSIVE MODEL (1989) (6)
- The auxiliary iterated extended Kalman particle filter (2015) (6)
- Modeling of the post-seismic slip of the 2003 Tokachi-oki earthquake M 8 off Hokkaido: Constraints from volumetric strain (2013) (6)
- Time Series Modeling for Analysis and Control (2015) (6)
- Detection of low-frequency large-amplitude jump in financial time series (2007) (5)
- Time series analysis of monthly body weight and blood pressures of one man from 29 to 65 years (2000) (5)
- Kullback-leibler information approach to the optimum measurement point for bayesian estimation (1996) (4)
- Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis (2012) (4)
- State-space modeling for seismic signal analysis (2014) (4)
- Direct Estimation Method for the Ship Motion Parameters based on Time Series Analysis: - Verification based on one degree of free model -@@@－ 一自由度モデルによる検証－ (2009) (4)
- Analysis of Time Series with a State-Space Model (2010) (4)
- Bayesian analysis of unemployment dynamics in Japan (2013) (4)
- Special Issue on Nonlinear Non-Gaussian Models and Related Filtering Methods (2001) (4)
- Statistical Identification of Ship's Course Keeping Motion and Optimal Control (1976) (4)
- The Akaike information criterion and its application to mixture proportion estimation (1982) (3)
- Time Series Analysis Through AR Modeling (2015) (3)
- Computation of the Gradient and the Hessian of the Log-likelihood of the State-space Model by the Kalman Filter (2020) (3)
- Mobile application development for environmental informatics and feedback on cooking oil use and disposal in Indonesia (2014) (3)
- CONTRIBUTIONS OF PROFESSOR HIROTUGU AKAIKE IN STATISTICAL SCIENCE (2008) (3)
- Advanced Autopilot Systems (2015) (3)
- Smoothness Prior Approach to Explore the Mean Structure in Large Time Series Data (1999) (3)
- Various Model Evaluation Criteria (2008) (2)
- Extraction of hydrological anomalies related to earthquakes (2003) (2)
- Bootstrap Information Criterion (2008) (2)
- Extraction of Signal from High Dimensional Time Series: Analysis of Ocean Bottom Seismograph Data (2002) (2)
- Preface: Special issue in honor of Dr. Hirotugu Akaike (2010) (2)
- The Sequential Monte Carlo Filter (2010) (2)
- Prediction of telephone revenue by using a Kalman filter (1994) (2)
- The Covariance Function (2010) (2)
- Concept of Statistical Modeling (2008) (1)
- NON-GAUSSIAN SMOOTHNESS PRIOR APPROACH TO IRREGULAR TIME SERIES ANALYSIS (1987) (1)
- General State Space Modeling (2018) (1)
- Study on a Stability Judgment System Based on Time Series Analysis (2010) (1)
- Bayesian estimation of dynamic matching function for U-V analysis in Japan (2012) (1)
- Automatic transaction of signal via statistical modeling (1998) (1)
- Data Centric Science for Information Society (2010) (1)
- Estimation of Time Varying Variance (1996) (1)
- Modeling Scalar Nonstationary Covariance Time Series (1996) (1)
- Applications of Linear Gaussian State Space Modeling (1996) (1)
- Signal extraction and knowledge discovery based on statistical modeling (2006) (1)
- Processing of Missing Observations and Outliers in Time Series (1999) (1)
- Non-Gaussian State-Space Model (2010) (1)
- Indexation and Causation of Financial Markets (2016) (1)
- 04 A SMOOTHNESS PRIORS APPROACH TO THE MODELING OF TIME SERIES WITH TREND AND SEASONALITY * (1)
- Algorithms for Nonlinear Optimization (2010) (1)
- Modeling Concepts and Methods (1996) (1)
- Information Criteria for Statistical Modeling in Data-Rich Era (2018) (1)
- Statistical Monitoring and Clustering of Ship's Time Series (2010) (1)
- Transfer function estimation: A smoothness priors method (1984) (1)
- Monte Carlo Filtering and Smoothing for Nonlinear NON-Gaussian State Space Model (1998) (1)
- Particle Filter (2020) (0)
- Answers to the Problems (2010) (0)
- Summary of Contributed Papers to Volume 3 (1994) (0)
- Nonlinear Time Series Model for Ship Tracking Control (2013) (0)
- An implimentation of the Differential Filter for Computing Gradient and Hessian of the Log-likelihood of Nonstationary Time Series Models (2022) (0)
- A State-Space Approach to Explore the Strain Behavior before and after the 2003 Tokachi-Oki Earthquake (M8)1 (2013) (0)
- Application to Financial and Economic Time Series Data (2015) (0)
- Statistical Modeling by AIC (2008) (0)
- Special Section on Nonparametric Approach to Time Series Analysis (2002) (0)
- Derivation of Levinson’s Algorithm (2010) (0)
- Fitting State-space Model for Long-term Prediction of the Log-likelihood of Nonstationary Time Series Models (2022) (0)
- The Role of Statistical Science in Information Based Society (2005) (0)
- Computational Methods for Time Series Analysis (2002) (0)
- Extraction of small seismic signal by state space modeling (2003) (0)
- Method for Constructing a Distribution-Free Index (2015) (0)
- Borehole Volumetric Strainmeters Detect Very Long-period Ocean Level Changes in Tokai Area (2015) (0)
- An Analysis of POS Data by the Stochastic Switching Regression Model (2002) (0)
- Highly accurate estimation of a ship's position (1st report) -case to use only GPS- (2010) (0)
- Power Contribution Analysis of a Multivariate Feedback System (2015) (0)
- Introduction and Preparatory Analysis (2010) (0)
- Wave propagation through random media: waveform distortion, coherency and attenuation (2000) (0)
- The Information Criterion GIC of Trend and Seasonal Adjustment Models (2022) (0)
- Modeling Multivariate Nonstationary Covariance Time Series (1996) (0)
- Smoothness Priors ansfer Function Estimation * WILL GERSCHt and GENSHIRO KITAGAWA ¢ (2002) (0)
- Sequential Monte Carlo Filtering and Signal Extraction from Seismic Data (2011) (0)
- Generalized Information Criterion (GIC) (2008) (0)
- Theoretical Development and Asymptotic Properties of the GIC (2008) (0)
- Unity of academic knowledge and technology (2009) (0)
- Quasi-Periodic Process Modeling (1996) (0)
- Analysis of Time Series Using ARMA Models (2010) (0)
- 22. International Transmission of Business (2004) (0)
- In Memory of Hirotugu Akaike (2010) (0)
- A batch sequential approach to state space modeling for trend estimation (2011) (0)
- Computational aspects of sequential Monte Carlo filter and smoother (2014) (0)
- State Space Approach to Signal Extraction Problems in Seismology (2004) (0)
- Design of a Model-Based Autopilot System for Course Keeping Motion (2015) (0)
- The Seasonal Adjustment Model (2010) (0)
- How precise is continuous observation of stress-strain in deep borehole? Examination by invariants of elastic theory. (2012) (0)
- A New Statistical Method to Discrimination between Water Waves and Reflected and / or Refracted Waves in OBS data 1 (2003) (0)
- Information Criteria GIC, EIC and Some Modifications (2000) (0)
- Scalar Least Squares Modeling (1996) (0)
- Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles (2022) (0)
- SMOOTHNESS PRIORS MODELING : LEAST SQUARES ANALYSIS (0)
- Derivation of the Kalman Filter and Smoother Algorithms (2010) (0)
- Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles (2022) (0)
- Prospective Scientific Methodology in Knowledge Society (2008) (0)
- Estimation of the ARMA Model (2010) (0)
- Modeling Inhomogeneous Discrete Processes (1996) (0)
- Modern Signal Extraction Methods In Computational Seismology (2000) (0)
- The Locally Stationary AR Model (2010) (0)
- The auxiliary iterated extended Kalman particle filter (2014) (0)
- List of Publications of Hirotugu Akaike (1998) (0)
- Estimation of an AR Model (2010) (0)
- International Transmission of Business Cycles: a Self-organizing Markov-Switching State-Space Model (2004) (0)
- Statistical Modeling (2020) (0)
- The Least Squares Method (2010) (0)
- Study of arrival time and energy fluctuaions due to different scale of heterogeneities. (1999) (0)
- Time-Varying Coefficient AR Model (2010) (0)
- Applications of Auto Regressive Model to Control Ship’s Motions and Marine Engine (1994) (0)
- Estimation of Trends (2010) (0)
- Pearson chi^2-divergence Approach to Gaussian Mixture Reduction and its Application to Gaussian-sum Filter and Smoother (2020) (0)
- Algorithm for the Monte Carlo Filter (2010) (0)
- Viewpoints of Information and Systems, and Trans-disciplinary Science and Technology (2005) (0)
- The Power Spectrum and the Periodogram (2010) (0)
- Simulation (2020) (0)
- Time Series Analysis to Detect Hydrological Anomalies Related to Earthquakes (2005) (0)
- Complete connectivity of a graph (1978) (0)
- Bayesian State Space Modeling for Nonlinear Nonstationary Time Series (2000) (0)
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