U.S.-Japan Joint Seminar: Statistical Time Series Analysis

美日联合研讨会：统计时间序列分析

• 批准号: 0003779
• 负责人: Peter Brockwell
• 金额: $ 2.2万
• 依托单位: Colorado State University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2001
• 资助国家: 美国
• 起止时间: 2001-04-01 至 2002-03-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0003779&HistoricalAwards=false
• 关键词: U.S.; Japan; Joint; Seminar; Statistical

0003779BrockwellThis award supports the participation of American scientists in a U.S.-Japan seminar on statistical time series analysis, to be held in Kyoto, Japan from June 18-22, 2001. The co-organizers are professors Peter Brockwell of Colorado State University and Professor Yuzo Hosoya of Tohoku University in Sendai, Japan. During the last ten years there has been a very rapid development of new theory and methodology in the field of time series analysis. This has been motivated by the need to develop new and more realistic models for time series occurring in a variety of applied areas, most notably in the rapidly expanding field of financial modeling and in the geophysical and biomedical sciences. The Seminar will consist of the following topics: 1) financial and econometric applications; 2) spatial and related processes; and 3) non-linear and non-Gaussian models. Seminar organizers have made a special effort to involve younger researchers and graduate students as both participants and observers. The exchange of ideas and data with Japanese experts in this field will enable U.S. participants to advance their own work, and will set the stage for future collaborative projects. Dissemination of information on the seminar will be available on the World Wide Web.

0003779布罗克韦尔该奖项支持美国科学家参与美国-日本统计时间序列分析讨论会，定于2001年6月18日至22日在日本京都举行。 共同组织者是科罗拉多州立大学的彼得布罗克韦尔教授和日本仙台东北大学的细谷雄三教授。 在过去的十年里，时间序列分析领域的新理论和方法有了非常迅速的发展。 这是由于需要为各种应用领域中发生的时间序列开发新的和更现实的模型，最明显的是在迅速扩大的金融建模领域以及地球物理和生物医学科学中。 研讨会将包括以下主题：1）金融和计量经济学应用; 2）空间和相关过程; 3）非线性和非高斯模型。 研讨会的组织者作出了特别努力，让年轻的研究人员和研究生既作为与会者又作为观察员参加。 与日本专家在这一领域的想法和数据交流将使美国参与者能够推进自己的工作，并为未来的合作项目奠定基础。 将在万维网上传播关于讨论会的资料。