Signal extraction and knowledge discovery based on statistical modeling

DOI10.1016/J.TCS.2006.07.045MaRDI QIDQ860830zbMATH OpenOpenAlexFDO

Authors Genshiro Kitagawa

Publication date 9 January 2007

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.tcs.2006.07.045

zbMATH Keywords

exchange rate datastate-space modeltime seriesAICinformation criteriaGICseismologyseasonal adjustmentsignal extractionstatistical modelingsequential Monte Carlo filteringEICextraction of seismic wavesTIC

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Seismology (including tsunami modeling), earthquakes (86A15)

Recommendations

• Signal extraction and knowledge discovery based on statistical modeling
• scientific article; zbMATH DE number 2154629
• Statistical Properties of Model-Based Signal Extraction Diagnostic Tests
• Statistical signal processing. Frequency estimation.
• Statistical modeling: The two cultures. (With comments and a rejoinder).

Cites work

• scientific article; zbMATH DE number 65796 (Why is no real title available?)
• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 1249710 (Why is no real title available?)
• scientific article; zbMATH DE number 2061729 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845707 (Why is no real title available?)
• Asymptotic theory for information criteria in model selection -- functional approach
• Bootstrap methods: another look at the jackknife
• Bootstrapping log likelihood and EIC, an extension of AIC
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Estimating the dimension of a model
• Generalised information criteria in model selection
• Modeling by shortest data description
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Signal Extraction Problems in Seismology
• Statistical mechanics of low-density parity-check codes
• Statistical-mechanical approach to image processing

Cited in

(1)

• Signal extraction and knowledge discovery based on statistical modeling

This page was built for publication: Signal extraction and knowledge discovery based on statistical modeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q860830)