The Practice of Time Series Analysis

1. Front Matter

   Pages i-xviii

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2. Control of Boilers for Thermoelectric Power Plants by Means of a Statistical Model

   • Hideo Nakamura

   Pages 1-17

3. Feedback Analysis of a Living Body by a Multivariate Autoregressive Model

   • Takao Wada

   Pages 19-35

4. Factor Decomposition of Economic Time Series Fluctuations — Economic and statistical models in harmony —

   • Kosei Fukuda

   Pages 37-55

5. The Statistical Optimum Control of Ship Motion and a Marine Main Engine

   • Kohei Ohtsu

   Pages 57-77

6. High Precision Estimation of Seismic Wave Arrival Times

   • Tetsuo Takanami

   Pages 79-94

7. Analysis of Dynamic Characteristics of a Driver-Vehicle System

   • Hitoshi Soma

   Pages 95-113

8. Estimation of Directional Wave Spectra Using Ship Motion Data

   • Toshio Iseki

   Pages 115-130

9. Control of Filature Production Process

   • Akinori Shimazaki

   Pages 131-151

10. Application to Pharmacokinetic Analysis

    • Akifumi Yafune

    Pages 153-162

11. State Space Modeling of Switching Time Series

    • Fumiyasu Komaki

    Pages 163-173

12. Time Varying Coefficient AR and VAR Models

    • Xing-Qi Jiang

    Pages 175-191

13. Statistical Control of Cement Process

    • Yoshitaka Yagihara

    Pages 193-208

14. Analysis of a Human/2-wheeled-Vehicle System by ARdock

    • Makio Ishiguro, Takio Oya

    Pages 209-228

15. Vibration Data Analysis of Automobiles

    • Shinzi Yamakawa

    Pages 229-245

16. Auto-regressive Spectral Analysis of RR-Interval Time Series in Healthy Fetus and Newborn Infants

    • Teruyuki Ogawa

    Pages 247-261

17. Information Processing Mechanisms in the Mammalian Brain: Analysis of Spatio-temporal Neural Response in the Auditory Cortex

    • Kohyu Fukunishi

    Pages 263-281

18. Time Series Analysis of Financial Asset Price Fluctuations

    • Hiroshi Tsuda

    Pages 283-297

19. Dynamic Analysis of Economic Time Series

    • Sadao Naniwa

    Pages 299-312

20. Processing of Time Series Data Obtained by Satellites

    • Tomoyuki Higuchi

    Pages 313-326

Due to the introduction of the information criterion AIC and development of prac­ tical use of Bayesian modeling, the method of time analysis is now showing remarkable progress. In attempting the study of a new field the actual phenomenon is rarely so simple as to allow direct applications of existing methods of analysis or models. The real thrill of the statistical analysis lies in the process of developing a new model depending on the purpose and the characteristics of the object of the research. The purpose of this book ist.o introduce the readers to successful applications of the meth­ ods of time series analysis in a variety of fields, such as engineering, earth science, medical science, biology, and economics. The editors have been aware of the importance of cooperative research in sta­ tistical science and carried out various cooperative research projects in the area of time series analysis. The Institute of Statistical Mathematics was reorganized as an inter-university research institute in 1985 and the activities of the Institute have been organized to promote the cooperative researches as its central activity. This book is composed of the outcomes of cooperative researches developed within this environ­ ment and contains the results ranging from the pioneering realizations of statistical control to the latest consequences of time series modeling.

• Factor
• Processing
• Switching
• control
• correlation
• cortex
• data analysis
• feedback
• information
• likelihood
• production
• statistical model
• time
• time series
• time series analysis

• The Institute of Statistical Mathematics, Tokyo, Japan

  Hirotugu Akaike, Genshiro Kitagawa

• Toride, Japan

  Hirotugu Akaike

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