| Yuichi Goto | Last modified date：2024.04.09 |
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Homepage
https://kyushu-u.elsevierpure.com/en/persons/yuichi-goto
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https://www2.math.kyushu-u.ac.jp/~yuichi.goto/
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Academic Degree
Doctor of Science
Country of degree conferring institution (Overseas)
No
Field of Specialization
Mathematical statistics
ORCID(Open Researcher and Contributor ID)
0000-0002-7556-2572
Outline Activities
Time series analysis in statistics involves estimations and hypothesis tests using various methods to analyze time-dependent data such as temperature and stock prices. Our objective is to propose models and methods and derive their mathematical properties. In the frequency domain approach, a concept unique to time series analysis, there is a pivotal index called spectrum. This spectrum is used to measure the strength of the connections between the past, present, and future. Various types of spectra have been proposed in recent years, and my research focuses on the analysis using this spectrum.
Research
Research Interests
Membership in Academic Society
- Time series analysis in statistics involves estimations and hypothesis tests using various methods to analyze time-dependent data such as temperature and stock prices. Our objective is to propose models and methods and derive their mathematical properties. In the frequency domain approach, a concept unique to time series analysis, there is a pivotal index called spectrum. This spectrum is used to measure the strength of the connections between the past, present, and future. Various types of spectra have been proposed in recent years, and my research focuses on the analysis using this spectrum.
keyword : mathematical statistics, time series analysis, frequency domain
2019.04～2027.03.
Papers
- Institute of Mathematical Statistics
- Japan Statistical Society
- Mathematical Society of Japan
Educational
Educational Activities
2021 spring semester: Mathematics A2 Kikan(4), Fundamental Mathematics Densei(1), Fundamental Mathematics Keiei,
2021 fall semester: Mathematics A2 Kikan(4), Exercises in Modern Mathematics
2022 Statistical Science (Exercise), Statistical Mathematics (Exercise)
2023 Mathematical statistics ×2
2021 fall semester: Mathematics A2 Kikan(4), Exercises in Modern Mathematics
2022 Statistical Science (Exercise), Statistical Mathematics (Exercise)
2023 Mathematical statistics ×2
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