Selected Papers of Hirotugu AkaikeSpringer Science & Business Media, 1998 - 434 páginas The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world. His 1974 paper "A new look at the statistical model identification" (IEEE Trans Automatic Control, AC-19, 716-723) is one of the most frequently cited papers in the area of engineering, technology, and applied sciences (according to a 1981 Citation Classic of the Institute of Scientific Information). It introduced the broad scientific community to model identification using the methods of Akaike's criterion AIC. The AIC method is cited and applied in almost every area of physical and social science. The best way to learn about the seminal ideas of pioneering researchers is to read their original papers. This book reprints 29 papers of Akaike's more than 140 papers. This book of papers by Akaike is a tribute to his outstanding career and a service to provide students and researchers with access to Akaike's innovative and influential ideas and applications. To provide a commentary on the career of Akaike, the motivations of his ideas, and his many remarkable honors and prizes, this book reprints "A Conversation with Hirotugu Akaike" by David F. Findley and Emanuel Parzen, published in 1995 in the journal Statistical Science. This survey of Akaike's career provides each of us with a role model for how to have an impact on society by stimulating applied researchers to implement new statistical methods. |
Índice
Foreword | 1 |
List of Publications of Hirotugu Akaike | 17 |
Precursors | 29 |
Frequency Domain Time Series Analysis | 53 |
Time Domain Time Series Analysis | 115 |
AIC and Parametrization | 199 |
to the analysis of autoregressive moving average processes | 223 |
Covariance matrix computation of the state variable of a stationary | 249 |
Bayesian Approach | 275 |
General Views on Statistics | 387 |
433 | |
Otras ediciones - Ver todo
Selected Papers of Hirotugu Akaike Emanuel Parzen,Kunio Tanabe,Genshiro Kitagawa Vista previa restringida - 2012 |
Selected Papers of Hirotugu Akaike Emanuel Parzen,Kunio Tanabe,Genshiro Kitagawa No hay ninguna vista previa disponible - 2012 |
Selected Papers of Hirotugu Akaike Emanuel Parzen,Kunio Tanabe,Genshiro Kitagawa No hay ninguna vista previa disponible - 1997 |
Términos y frases comunes
adjustment adopt Akaike analysis application approach approximation assumed assumption autoregressive Bayesian model choice components condition considered corresponding criterion defined definition denotes determined developed discussed effect entropy equal error estimate evaluation example expected experiment fact factor fitting frequency function given gives hypothesis identification independent Inst Institute of Statistical introduced kiln limit linear log likelihood Math matrix maximum likelihood mean measure method natural observation obtained original parameters plant possible practical prediction present principle prior distribution probability problem procedure produced provides realized reasonable relation representation represented Research respect response sample Science selection shows significant situation solution specified spectral squares stationary statistical Statistical Mathematics statistical model stochastic structure successful suggests Table Taking theoretical theory tion true values variables variance vector zero