Research theme for competitive and other funds (21)：
2018 - 2022 Research and development of multivariate seasonal adjustment method
2013 - 2017 Statistical modeling on mechanism elucidation of financial crises and fluctuation structures of the world economy
2010 - 2015 The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying Validity
2010 - 2012 Statistical modeling of inflation rate fluctuations
2009 - 2010 Statistical analysis of real-estate market data using a large-scale database
2006 - 2006 リスク許容水準の科学的決定の方法と関連学際研究領域の組織化に関する企画研究
2002 - 2005 超高次元時系列における予測および情報抽出の方法
2002 - 2004 Research on an integration methodology for combining many competing models with a dynamical mixing and/or switching
2001 - 2004 Development of Time Series Analysis Software Based on State-Space Modeling
2000 - 2003 Development of Knowledge Discovery Systems by using the Hierarchical Bayesian Time Series Models
2000 - 2001 Research on the Methodology of Information Extraction and Knowledge Discovery Based on Statistical Time Seeries Modeling
1999 - 2001 Research on the stability and robustness of seasonal adjustment procedure
1998 - 2000 Knowledge Discovery in Databases
1997 - 1998 Research of Parameter Estimation of the State Space Model and its Applications
1996 - 1998 Research on Systemization of Time Series Analysis Software
1996 - 1998 Research on Seasonal Adjustment of Economic Time Series
1996 - 1996 自己組織型時系列フィルタの研究
1994 - 1995 Research on Nemerical Methods in Time Series Analysis
1992 - 1994 Statistical Methods for the Seasonal Adjustment
1988 - 1990 Research on Integrated Time Series Analysis Softwares
1985 - 1985 非定常, 非線形時系列のモデル構成
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Papers (61)：
Koki Kyo, Genshiro Kitagawa. Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles. Asian J. of Management Science and Applications. 2021. 6. 2. 134-134
Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, Yanhui Xi, Yemei Qin, Xiaohong Chen. A modeling approach to financial time series based on market microstructure model with jumps. APPLIED SOFT COMPUTING. 2015. 29. 40-51
Genshiro Kitagawa. Computational aspects of sequential Monte Carlo filter and smoother. Annals of the Institute of Statistical Mathematics. 2014. 66. 3. 443-471
Kitagawa Genshiro. Particle Filter and Data Assimilation(State-of-the-art Research). Journal of the Japan Society for Simulation Technology. 2013. 32. 3. 208-214
Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plan
(2010 IEEE International Conference on Control Applications (CCA) 2010)
Self-tuned Model for Seasonal Adjustment,
(Joint Statistical Meetings, Chicago, U.S.A. 1996)
Monte Carlo Methods for the Estimation and Selection of Time Series Models
(Sydney Int. Stat. Cong., 28th Symp. Interface,Sydney, Australia 1996)
Time Varying VARModeling of Nonstationary Time Series
(US-Japan Joint Seminor on Statistical Time Series Analysis, Honolulu, U.S.A. 1993)
State Space Modeling of Time Series and Some Applications to Climatological Data
(5th International Meeting on Statistical Climatology, Toronto, Canada 1992)
