GOTO YUICHI
Organization
Faculty of Mathematics Division of Analysis Assistant Professor
School of Sciences Department of Mathematics（Concurrent）
Graduate School of Mathematics Department of Mathematics（Concurrent）
Title
Assistant Professor
Contact information
Profile
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.
Homepage
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https://www2.math.kyushu-u.ac.jp/~yuichi.goto/
Personal homepage
External link
ORCID
Degree
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Doctor of Science
Research History
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早稲田大学 基幹理工学部 応用数理学科 講師 (任期付)
Research Interests・Research Keywords
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Research theme： 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
Research period： 2019.4 - 2027.3
Awards
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New Researcher Travel Awards
2023.4 The Institute of Mathematical Statistics
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小野梓記念賞
2021.3 早稲田大学
Papers
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THE INTEGRATED COPULA SPECTRUM Invited Reviewed International journal
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
ANNALS OF STATISTICS 50 ( 6 ) 3563 - 3591 2022.12 （ ISSN:0090-5364 ）
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Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for Covid-19 Pandemic Modeling Reviewed International journal
Xu, X., Zhang, Y., Liu, Y., Goto, Y., Taniguchi, M., and Chen, Y
Statistica Sinica 35 ( 2 ) 2025.4
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Sparse principal component analysis for high-dimensional stationary time series
Fujimori, K; Goto, Y; Liu, Y; Taniguchi, M
SCANDINAVIAN JOURNAL OF STATISTICS 50 ( 4 ) 1953 - 1983 2023.12 （ ISSN:0303-6898 eISSN:1467-9469 ）
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Tests for the existence of group effects and interactions for two-way models with dependent errors
Goto, Y; Suzuki, K; Xu, XF; Taniguchi, M
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 75 ( 3 ) 511 - 532 2023.6 （ ISSN:0020-3157 eISSN:1572-9052 ）
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Sparse principal component analysis for high‐dimensional stationary time series Reviewed International journal
Kou Fujimori, Yuichi Goto, Yan Liu, Masanobu Taniguchi
Scandinavian Journal of Statistics 2023.5
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Tests for a structural break for non-negative integer-valued time series Invited Reviewed International journal
Y. Goto
Research Papers in Statistical Inference for Time Series and Related Models 2023.5
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Likelihood ratio processes under nonstandard settings Invited Reviewed International journal
Y. Goto, T. Kaneko, S. Kojima, and M. Taniguchi
Theory of Probability and its Applications 67 ( 2 ) 2022.11
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Tests for the existence of group effects and interactions for two-way models with dependent errors Reviewed International journal
Y. Goto, K. Suzuki, X. Xu, and M. Taniguchi
Annals of the Institute of Statistical Mathematics 2022.11
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TEST FOR CONDITIONAL VARIANCE OF INTEGER-VALUED TIME SERIES Reviewed International journal
Goto, Yuichi; Fujimori, Kou
Statistica Sinica 32 ( 4 ) 2241 - 2263 2022.10 （ ISSN:1017-0405 eISSN:1996-8507 ）
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Homogeneity tests for one-way models with dependent errors under correlated groups Reviewed International journal
Y. Goto, K. Arakaki, Y. Liu, and M. Taniguchi
TEST 32 ( 1 ) 163 - 183 2022.9 （ ISSN:1133-0686 eISSN:1863-8260 ）
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LIKELIHOOD RATIO PROCESSES UNDER NONSTANDARD SETTINGS
Goto Y., Kaneko T., Kojima S., Taniguchi M.
Theory of Probability and its Applications 67 ( 2 ) 246 - 260 2022 （ ISSN:0040585X ）
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Estimation of Trigonometric Moments for Circular Distribution of MA(p) Type by Using Binary Series Reviewed International journal
Goto, Yuichi
Scientiae Mathematicae Japonicae e-2020 33 ( 2020-2 (in Editione Electronica) ) 2020.8
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Discriminant analysis based on binary time series Reviewed International journal
Goto, Yuichi; Taniguchi, Masanobu
METRIKA 83 ( 5 ) 569 - 595 2020.7
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Discriminant analysis based on binary time series
2019.10
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Robustness of Zero Crossing Estimator Reviewed International journal
Goto, Yuichi; Taniguchi, Masanobu
JOURNAL OF TIME SERIES ANALYSIS 40 ( 5 ) 815 - 830 2019.9
Books
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ANOVA with Dependent Error
Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu（Role：Joint author）
To appear in JSS Research Series in Statistics, Springer 2023.6
Presentations
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Test for the existence of the residual spectrum with application to brain functional connectivity detection
Y. Goto, X. Zhang, B. Kedem, S. Chen
Recent Advances in Time Series Analysis 2024.3
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Integrated copula spectrum with applications to tests for time-reversibility and tail sym-metry International conference
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
Asia-Pacific Rim Meeting 2024.1
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Residual spectrum: Brain functional connectivity detection beyond coherence
Y. Goto, Zhang, X., Kedem, B., Chen, S.
数学と脳科学の連携に向けたワークショップ 2023.12
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Test for the existence of the residual spectrum with application to brain functional con-nectivity detection
Goto, Y., Zhang, X., Kedem, B., Chen, S.
2023 IMS International Conference on Statistics and Data Science (ICSDS) 2023.12
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Test for the existence of the residual spectrum with application to brain functional con-nectivity detection
Goto, Y., Zhang, X., Kedem, B., Chen, S.
Data Science Workshop 2023.11
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Test for the existence of the residual spectrum with application to brain functional con-nectivity detection
Goto, Y., Zhang, X., Kedem, B., Chen, S.
Innovative developments in theory and methodology regarding various issues in statisti-cal science and related fields 2023.11
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Test for the existence of the residual spectrum with application to brain functional con-nectivity detection
Goto, Y., Zhang, X., Kedem, B., Chen, S.
Innovative developments in theory and methodology regarding various issues in statisti-cal science and related fields 2023.10
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Test for the existence of residual spectrum
Goto, Y., Zhang, X., Kedem, B., Chen, S.
Mathematical Society of Japan Autumn Meeting 2023 2023.9
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Test for the existence of residual spectrum
Goto, Y. Zhang, X., Kedem, B., Chen, S.
Kyoto Seminar 2023.9
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Test for the existence of residual spectrum International conference
Goto, Y., Zhang, X., Kedem, B., Chen, S.
Statistics Seminar 2023.9
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time series analysis related to spectra
Yuichi Goto
Statistics Seminar, Kyushu Univ. 2022.4
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Discriminant analysis based on binary time series International conference
Y. Goto, M. Taniguchi
The 5th International Conference on Econometrics and Statistics, Ryukoku University. 2023.6
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Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
Statistics Seminar, Université Libre de Bruxelles, Belgium 2023.5
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Integrated copula spectrum with applications to tests for time-reversibility International conference
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
Poster, Statistical Foundations of Data Science and their Applications, Aonference in cele-bration of Jianqing Fan's 60th Birthday, Princeton Univ., U.S. 2023.5
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The existence and uniqueness of lagged spectrum International conference
Goto, Y., Zhang, X., Kedem, B., Chen, S.
SEMINAIRE ECONOMETRIE DE LA FINANCE ET DE L’ASSURANCE, CREST, France 2023.4
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The existence and uniqueness of lagged spectrum
Goto, Y., Zhang, X., Kedem, B., Chen, S.
Bolzano-Waseda Workshop on Statistics & Time Series analysis, Hotel Oswald, Selva di Val Gardena, Italy 2023.4
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A subsampling-based test to detect interregional differences among small-sample time series in marine study International conference
Goto, Y., Solvang, H.K., Taniguchi, M.
IMR-Waseda Workshop, Advances in pragmatic computational methodologies for fish stock assessment, human impact, and environmental factor on marine ecosystems, Institute of Marine Research, Bergen, Pynten, IMR, Norway. 2023.3
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The existence and uniqueness of lagged spectrum International conference
Goto, Y., Zhang, X., Kedem, B., Chen, S.
Kanazawa Seminar, Hotel Kanazawa 2023.2
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Integrated copula spectrum with applications to tests for time-reversibility and tail sym-metry International conference
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
Data Science Workshop, Tohoku University. 2023.1
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Likelihood Ratio Processes under Non-Standard Settings
Y. Goto, T. Kaneko, S. Kojima, M. Taniguchi
Waseda mini-workshop, Recent development on time series analysis and related topics, Waseda Univ. 2022.12
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Homogeneity tests for one-way models with dependent errors under correlated groups International conference
Y. Goto, K. Arakaki, Y. Liu, and M. Taniguchi
Bologna-Waseda Time Series Workshop, University of Bologna 2022.10
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Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry International conference
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
Rome-Waseda Time Series Symposium, Tor Vergata University of Rome 2022.10
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Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry International conference
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
Statistics Seminar, University of Maryland 2022.9
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Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry
Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.
Mathematical Society of Japan Autumn Meeting 2022, Hokkaido Univ., Special lecture 2022.9
Professional Memberships
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Mathematical Society of Japan
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Japan Statistical Society
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Institute of Mathematical Statistics
Academic Activities
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Journal of Statistical Theory and Practice International contribution
2023.1 - Present
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Screening of academic papers
Role(s)： Peer review
2023
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Screening of academic papers
Role(s)： Peer review
2022
Research Projects
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無限分散時系列に適用可能な周波数領域におけるパラメトリック手法の開発
Grant number：23K16851 2023 - 2026
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research Early-Career Scientists
後藤 佑一
Authorship：Principal investigator Grant type：Scientific research funding
パンデミックや戦争の勃発により, 株式市場は大きな影響を受けた. このように様々な影響を受ける金融時系列データでは, 非正規性, 分布の非対称性や無限分散性を持つことが多く, それらの特徴を考慮したモデリングをすることは, 金融時系列の解析には必須である. 本研究は, 分布の情報を含む新しいスペクトルのパラメトリックモデルを導入し, それに対する基礎統計理論の構築を行うものである.
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New developments from heteroskedastic models in non-negative integer-valued time series analysis
Grant number：21K20338 2021 - 2023
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research Grant-in-Aid for Research Activity start-up
Goto Yuichi
Authorship：Principal investigator Grant type：Scientific research funding
In this project, we proposed a model that incorporates an autoregressive structure not only for the conditional expectation but also for the conditional variance in order to introduce a model corresponding to the ARMA-GARCH model to counted time series analysis. The unknown parameters of this model can be estimated in two steps, and their consistency and asymptotic normality are proved. We found that the model can be applied to other testing problems that have not been proposed before. Although we had struggled to show the stationarity of the model, we were able to find clues. These contents will be submitted to an international journal as soon as they are ready. In addition, four papers were published in international journals and presented at domestic and international conferences.
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多様体上の時系列データにおける統計手法の提案
Grant number：19J20060 2019 - 2021
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research Grant-in-Aid for JSPS Fellows
Authorship：Principal investigator Grant type：Scientific research funding
Educational Activities
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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
Class subject
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数理統計学（理学部）
2024.10 - 2025.3 Second semester
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数理統計学（歯学部・薬学部）
2023.10 - 2024.3 Second semester
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統計学のための数学の基礎
2022.10 - 2023.3 Second semester
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統計的推定・検定の基礎
2022.4 - 2022.9 First semester
Travel Abroad
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2024.3
Staying countory name 1：United States Staying institution name 1：University of Maryland
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2023.3 - 2023.5
Staying countory name 1：Belgium Staying institution name 1：Université Libre de Bruxelles
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2022.9 - 2022.10
Staying countory name 1：United States Staying institution name 1：University of Maryland
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2019.5 - 2019.7
Staying countory name 1：Belgium Staying institution name 1：Université Libre de Bruxelles