Genshiro Kitagawa

The Institute of Statistical Mathematics — Japan

Engineering · Physical Sciences

32h-index9.1kcitations186works0.02yr avg
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Research Topics

Fault Detection and Control Systems(41), Target Tracking and Data Fusion in Sensor Networks(30), Time Series Analysis and Forecasting(26), Neural Networks and Applications(19), Complex Systems and Time Series Analysis(18)

Publications186 total

Backward Smoothing versus Fixed-Lag Smoothing in Particle Filters
ArXiv.org·2026Open Access
Backward Smoothing versus Fixed-Lag Smoothing in Particle Filters
arXiv (Cornell University)·2026Open Access
Bayesian Optimization of Noisy Log-Likelihoods Evaluated by Particle Filters -- One Parameter Case --
ArXiv.org·2026Open Access
Bayesian Optimization of Noisy Log-Likelihoods Evaluated by Particle Filters -- One Parameter Case --
arXiv (Cornell University)·2026Open Access
Gaussian Process State-Space Modeling and Particle Filtering for Time Series Decomposition and Nonlinear Signal Extraction
arXiv (Cornell University)·2025Open Access
Enhancing Seasonal Adjustment Space Models: Constraints and Regularization for Improved Trend and AR Decomposition
arXiv (Cornell University)·2025Open Access
Enhancing Computational Efficiency in State-Space Models Using Rao-Blackwellization and 2-Step Approximation
arXiv (Cornell University)·2024Open Access
Extended Relative Power Contribution that Allows to Evaluate the Effect of Correlated Noise
arXiv (Cornell University)·2023Open Access
A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data
Journal of Business Cycle Research·2023· 12 cited
Information Criterion for a Large Scale Subset Regression Models
arXiv (Cornell University)·2023Open Access
Fitting State-space Model for Long-term Prediction of the Log-likelihood of Nonstationary Time Series Models
arXiv (Cornell University)·2022Open Access
An implimentation of the Differential Filter for Computing Gradient and Hessian of the Log-likelihood of Nonstationary Time Series Models
arXiv (Cornell University)·2022Open Access
The Information Criterion GIC of Trend and Seasonal Adjustment Models
arXiv (Cornell University)·2022Open Access
Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles
Journal of Business Cycle Research·2022· 8 cited
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· 2 citedOpen Access
Introduction to Time Series Modeling with Applications in R
2020
Particle Filter
2020
Non-Gaussian State-Space Model
2020
Simulation
2020
Introduction to Time Series Modeling
2020· 38 cited
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Frequent Co-authors

Will Gersch(8), Tetsuo Takanami(6), Kohei Ohtsu(5), Hirotugu Akaike(4), Sadanori Konishi(3), Hui Peng(3), Emanuel Parzen(2), Kunio Tanabe(2), Jun Wu(2), Norio Matsumoto(2), Eric R. Ziegel(1), Makio Ishiguro(1), Yosiyuki Sakamoto(1), Seisho Sato(1), Michio Horigome(1), Xing-Qi Jiang(1), Tohru Itoh(1), Haruhiro Fujita(1), Wataru Iijima(1), Katsuyuki Nakano(1)