"The Practice of Time Series Analysis" addresses successful applications of time series analysis and control methods in control engineering, earth science, medical science, biology, economics and finance. The examples included in this book are ...
related to various stages of the development of time series analysis methods such as the analysis and control of feedback systems based on multivariate time series models, and Bayesian or state space modeling for nonstationary or nonlinear time series. The text will be of interest to researchers and practitiioners of time series analysis, forecasting and control. It will be especially helpful to readers modeling time series who must find solutions to their own problems. Hirotugu Akaike is Professor Emeritus and former Director of the Institute of Statistical Mathematics. His research interests are in statistical modeling such as information criterion, Bayesian modeling, and time series analysis. He is well known for the Akaike Information Criterion (AIC), the TIMSAC program package, and various innovative development in time domain and frequency domain time series analysis methods. He is co-author of "Statistical Analysis and Control of Dynamic Systems" and several books in Japanese. His contributions to society were recognized in Japan by significant prizes and honors: The Ishikawa prize in 1972, the Okochi prize in 1980, the Purple Ribbon Medal given by the Emperor of Japan in 1989, the Asahi Prize in 1989 and 1st Japan Statistical Society Prize in 1996. Genshiro Kitagawa is Professor at the Institute of Statistical Mathematics, where he is currently Deputy Director of the Institute and Professor of Statistical Science at the Graduate University for Advanced Study. His primary research interests are in time series analysis, non-Gaussian nonlinear filtering, and statistical modeling. He is author of "Programming for Time Series Analysis" in Japanese and Chinese and co-author of "Akaike Information Criterion Statistics" and "Smoothness Priors Analysis of Time Series" and several Japanese books. He was awarded the 2nd Japan Statistical Society Prize in 1997. Also available:E. Parzen, K. Tanabe, and G. Kitagawa, Selected Papers of Hirotugu Akaike. Springer-Verlag New York, Inc. , 1998, ISBN 0-387-98355-4, 442 pp. G. Kitagawa and W. Gersch, Smoothness Priors Analysis of Time Series, Springer-Verlag New York, Inc. , 1996, ISBN 0-387-94819-8, 270 pp.