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Staff Introduction

GOTO, Yuichi / Assistant Professor

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.

Keywords mathematical statistics, time series analysis, frequency domain
Faculty , Department Faculty of Mathematics , Department of Mathematical Sciences