教員紹介

データサイエンス（理論?方法?応用）／経経済成長?景気循環の統計分析

景気循環のメカニズム解明のための分析手法の開発と応用

日本統計学会

• （単著）『現代時系列解析 -- 移動線形モデルの方法と実践』共立出版、2025年、pp.165
• （共著）『応用経済学：成長と政策』勁草書房、2012年
• （単著）『ベイズ統計データ解析』共立出版、2010年、pp.234
• （共著）『Practice of Time Series Analysis』Springer, 1999年
• （共著）『時系列解析の実際Ⅰ』朝倉書店、1994年
• （共著）『物流システム設計の考え方』白桃書房、1991年

1. 「Revealing Japan's CPI fluctuation mechanisms via a time-varying loading factor model」『Economies』vol.14, no.1, 2026.
2. 「Unveiling the dynamics of wholesale sales and business cycle impacts in Japan: An extended moving linear model approach」『Forecasting』vol.7, no.4, 2025.
3. 「A comprehensive approach for improving the shrinkage estimators of a multivariate normal mean using the particle filter」『Journal of Statistical Theory and Practice』vol.19, no.72, 2025.
4. 「Reinforcing moving linear model approach: theoretical assessment of parameter estimation and outlier detection」『Axioms』vol.14, no.7, 2025.
5. 「Analyzing mechanisms of business fluctuations involving time-varying structure in Japan: methodological proposition and empirical study」『Computational Economics』 https://doi.org/10.1007/s10614-025-10971-8, 2025.
6. 「Analyzing COVID-19 spread mechanisms in Japan using time series decomposition, clustering, and regression」『COVID』vol.5, no.2, 2025.
7. 「Enhancing predictive modeling of Chinese yam shape through Bayesian linear modeling and key diameter modification」『 Applied Stochastic Models in Business and Industry』vol.41, no.1, 2025.
8. 「Enhancing business cycle analysis by integrating anomaly detection and components decomposition of time series data」『 Statistical Methods & Applications』vol.34, 2025.
9. 「An integrated approach for decomposing time series data into trend, cycle and seasonal components」『Mathematical and Computer Modelling of Dynamical Systems』vol.30, no.1, 2024.
10. 「A moving linear model approach for extracting cyclical variation from time series data」『Journal of Business Cycle Research』vol.19, no.3, 2023.
11. 「景気循環指数の構築に関する新たな試み ～循環変動成分の共変動法の提案～ 」『景気とサイクル』no.76, 2023.
12. 「Dynamic relationships among changes in prices of beef, pork, and chicken in Japan: A Bayesian approach」『Journal of Agriculture and Food Research』vol.11, no.1, 2023.
13. 「Co-movement of cyclical components approach to construct a coincident index of business cycles」『Journal of Business Cycle Research』vol.18, no.1, 2022.
14. 「Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles」『Asian Journal of Management Science and Applications』vol.6, no.2, 2021.
15. 「A Bayesian approach to evaluating the dynamics of rice production in Madagascar」『International Journal of Agricultural Economics』vol.5, no.2, 2020.
16. 「Do commercial sales move coincidentally with business cycles in Japan? a dynamic two-mode regression approach」『Applied Economics Letters』vol.26., no.13, 2019.
17. 「Sexually dimorphic regulation of behavioral states by dopamine in caenorhabditis elegans」『Journal of Neuroscience』vol.39, no.24, 2019.
18. 「Bayesian methods for predicting the shape of Chinese yam in terms of key diameters」『Advances in Agriculture』vol.2017, 2017.
19. 「Marginal model synthesization algorithm for data envelopment analysis and its application」『Journal of Advanced Computational Intelligence and Intelligent Informatics』vol.19, no.6, 2015.
20. 「Bayesian analysis of unemployment dynamics in Japan」『Asian Journal of Management Science and Applications』vol.1, no.1, 2013.
21. 「日本の労働市場の動的構造と失業要因のベイズ統計分析」『統計』2013年(6月号), 2013.
22. 「Wavelength selection in vis/NIR spectra for detection of bruises on apples by ROC analysis」『Joutrnal of Food Engineering』vol.109, no.3, 2012.
23. 「Smoothness prior approach to capturing rapid changes in time-varying TFP and application to the Chinese economy」『Journal of Economic Research』vol.16, no.2, 2011.
24. 「Bayesian estimation of the CES production function with a time-varying efficiency parameter」『The Empirical Economics Letters』vol.8, no.10, 2009.
25. 「Bayesian methods for TFP analysis of a multi-region economy with dynamic structure and application to Japan」『Journal of Economic Research』vol.14, 2009.
26. 「Constrained coefficient component regression analysis and its application」『日本経営工学会論文誌』vol.56, no.6, 2006.
27. 「SH-model: a model based on both system and human effects for pointing task evaluation」『情報処理学会論文誌』vol.46, no.5, 2005.
28. 「A Bayesian method for the dynamic regression analysis」『システム制御情報論文誌』vol.8, no.1, 1995.
29. 「A time-varying coefficient vector AR modeling of nonstationary covariance time series」『Signal Processing』vol.33, no.3, 1993.
30. 「ベイズ法を用いた鋼消費量の非定常回帰モデルと多国間比較への応用」『オペレーションズ?リサーチ』vol.37, no.1, 1992.