Waseda Workshop "Time Series Analysis and Its Related Topics"
Asia Session of ACORSJ'2005
The Eighth Czech-Japan Seminar 2005 on Data Analysis and Decision Making under Uncertainty
The 11th Asia Pacific Management Conference
BIOCOMP2005: Diffusion Processes in Neurobiology and Subcellular Biology
January 23 - 25, 2006 Waseda University International Conference Hall,Room 1
Map: http://www.waseda.jp/jp/campus/nishiwaseda.html
Program
January 23
13:20 - 13:25 : Opening
13:25 - 13:55 : Laplace likelihood and LAD estimation for noninvertible MA(1) models.
Richard DAVIS ( Colorado State University )
13:55 - 14:20 : Moderate deviations for quadratic forms in Gaussian stationary processes.
Yoshihide KAKIZAWA ( Hokkaido University )
14:20 - 14:45 : On the causality between multiple locally stationary processes.
Junichi HIRUKAWA ( Waseda University )
15:05 - 15:35 : Change point detection in time series models. Sangyeol LEE ( Seoul National University )
15:35 - 16:00 : Estimating GARCH-Jump models based on high frequency data : the case of revaluation of Chineses Yuan.
Xinhong LU , Ken-ichi KAWAI ( Institute of Statistical Mathematics ),Koichi MAEKAWA ( Hiroshima University )
16:00 - 16:30 : Recent surge of time series methods in neuroscience : causal modeling & time-varying innovation variances.
Tohru OZAKI ( Institute of Statistical Mathematics )
16:30 - 17:00 : Estimation and specification testing in time series that are both nonlinear and nonstationary.
Dag TJOSTHEIM ( University of Bergen )
January 24
9:10 - 9:35 : Second order properties of locally stationary processes.
Kenichiro TAMAKI ( Waseda University )
9:35 - 10:05 : Berry-Esseen type bound for high dimensional approximation
of Wilks' lambda distribution.
Vladimir ULYANOV ( Moscow State University )
10:05 - 10:35 : On the order of consistency of estimators.
Masafumi AKAHIRA ( Tsukuba University )
10:45 - 11:10 : Discrimination and clustering for fundamental frequency
patterns analysis to investigate infant language acquisition. Hiroko KATO ( NTT Communication Science Lab.), Masanobu
TANIGUCHI ( Waseda University ), Tomohiro NAKATANI and
Shigeaki AMANO ( NTT Communication Science Lab.)
11:10 - 11:35 : Analysis of chaotic data by nonlinear autoregressive model.
Koji YONEMOTO ( Kyushu University ), Takashi YANAGAWA
( Kurume University )
11:35 - 12:05 : Nearly unstable processes under strong dependence.
Ngai Hang CHAN ( Chinese University of Hong Kong )
13:20 - 13:50 : Goodness-of-fit tests for time series models : a score-
marked empirical process approach.
Shiqing LING ( Hong Kong University of Science & Technology )
13:50 - 14:20 : Volatility estimation of diffusion processes by a
semiparametric model.
Isao SHOJI ( Tsukuba University )
14:20 - 14:50 : Polynomial type large deviation inequalities and inference
for stochastic diffential equations by sampled data.
Nakahiro YOSHIDA ( University of Tokyo )
15:10 - 15:40 : Threshold moving average models : some recent developments.
Howell TONG ( London School of Economics )
15:40 - 16:10 : A consistent nonparametric test for Granger causality up
to k-th moment.
Yoshihiko NISHIYAMA ( Kyoto University )
16:10 - 16:40 : A statistical spatio-temporal model.
Makio ISHIGURO ( Institute of Statistical Mathematics )
16:40 - 17:10 : Inference on nonstationary time series models.
Peter M. Robinson ( London School of Economics )
January 25
9:30 - 9:55 : Jump-type GARCH models with applications in finance.
Chunhang CHEN ( University of Ryukyus ), Seisho SATO
( Institute of Statistical Mathematics )
9:55 - 10:25 : Frequency change points estimation in hidden periodicity
model.
Zhongjie XIE ( Peking University )
10:35 - 11:05 : Discrete-time ARMA(3,2) process and continuous-time
ARMA(3,2) process.
Mituaki HUZII ( Chuo University )
11:05 - 11:35 : Circular distributions and their use in directional
time series.
Kunio SHIMIZU ( Keio University )
11:35 - 12:05 : Local spectral analysis via a Bayesian mixture of
smoothing splines.
David STOFFER ( University of Pittsburgh )
THEME AND SCOPE:
The Autumn Conference 2005 of Operations Research Society of Japan (ACORSJf05), organized by the Operations Research Society of Japan, will be held in Kobe Gakuin University, Kobe, Japan from September 14 to 15, 2005. An Asia Session will joint to ACORSJf05. The Asia Session (URL: http://www.iict.konan-u.ac.jp/ACROSJ05/) of ACORSJf05 is an international symposium around Asia with goals to provide a forum for Asian scientists, researchers, educators, and practitioners to exchange ideas and approaches, to present research findings and state-of-the-art solutions, to share experiences on potentials and limits, on all issues and topics related to the theories and applications of Operations Research. Theme of the ACORSJf05 will be focused on gUbiquitous Society and ORh. We are particularly interested in submissions that report on experimental and applied research motivated by real-world problems.
Theoretical and applied papers are expected to show convincingly the usefulness and efficiency of optimization algorithms discussed in a practical setting. Interested research topics from operations research theory and related application area are welcome, including, but not limited to:
Linear Programming and Nonlinear Programming Decision Theory Optimization theory Financial Engineering Queuing Theory and its Application Management Science and Engineering Logistics and Supply Chain Management Game Theory Graph Theory and Networks System Sciences and EngineeringORGANIZING COMMITTEE
REGISTRATION
Registration is required once the abstract is accepted. The registration fee will be free, but not including welcome reception, conference banquet, lunches and dinners. Early registration is strongly encouraged. Please look at the Registration Form for detailed information. The registration form should be send to both of the following Asia Session secretaries by E-mail.
For more information about the conference, please contact the Asia Session Secretary:
General Information
The Czech-Japan seminar have become already a traditional meeting of scientists whose research interests concern methods for decision support in environment with uncertainty and their application in economics and engineering. Seminars are regularly held alternatively in Japan and the Czech Republic since 1999. First meetings were financially supported by an International Collaborative Research Project between Czech Republic and Japan. This support also made it possible that in the first year (1999) two meetings were organized. Since 2000 there have been traditionally only one in a year:
1st seminar March 1999 JAIST Hokuriku, 2nd seminar September 1999 Celadna,
3rd seminar October 2000 Osaka, 4th seminar September 2001 Jindrichuv Hradec
5th seminar September 2002 Mt. Koyasan, 6th seminar September 2003 Valtice
7th seminar September 2004 Awaji Yumebutai, 8th seminar September 2005 Trest
Scope of the meeting
Contributions describing theoretical tools supporting decision making processes under uncertainty and vagueness, as well as application of such tools and processes are invited. The working character of the meeting is stressed by the fact that papers casting new problems and inspiring discussions are welcome, as well as contributions presenting promising but yet not finished results.
Paper submission
All submitted papers should be in English, prepared according to the instructions in LATEX, see template in LaTex (template in PDF). Recommended length is 6 - 10 pages. Papers submitted in another format may be accepted for presentation but will not be included in Proceedings. The same holds also for papers submitted after the dead-line: August, 2.
Venue
The conference will be held in Trest - a small town situated in calm environment and lovely nature in the southeastern part of Czech-Moravian Heights, distant only 13 km from the well-known historic town Telc. The seminar will take place in the Trest Chateau, which will also provide accommodation for the participants. For more information on the seminar location and accommodation visit the home page of Trest Chateau Hotel Homepage. Japanese participants are exempted from the conference fee.
Registration
All participants-to-be are kindly asked to register in : http://mi.fm.vse.cz/cze-jap-2005
We cannot guarantee acceptance of participants registered after the dead-line: June 14, 2005.
Transport
Trest is accessible from both Prague (by train it takes 3 hours with few changes of train, by direct bus 2 hours 30 minutes, by car 2 hours) and Vienna (by train it takes 6 hours with few changes of train, by car 3 hours). Time tables will be available here later.
Theme : Managing Pacific Rim Enterprises, Home page: http://140.116.50.130/apmc/
The 11th Asia Pacific Management Conference (the Conference), organized by National Cheng Kung University (Taiwan), will be held on November 18~20, 2005 in National Cheng Kung University, Taiwan. The aim of the Conference is to provide a forum for academics and professionals to share the advanced knowledge and experiences in management of Asian Pacific Rim. The Conference includes paper presentation and forum.
A program of invited lectures, selected contributed papers and round table discussions. Topics are centered on information processing and coding in neuronal systems and on molecular motors. Some invited talks will also focus on current problems in various other areas of applications of mathematics to life sciences and a "not to forget" session will be devoted to revisiting the origin of modern biomathematics, computation and information science as stemming from the pioneering work of Norbert Wiener, Warren McCulloch, Claude Shannon, and of other fathers of Cybernetics and of its related areas.
CHAIR:
Prof. Luigi M. Ricciardi,
Dipartimento di Matematica e Applicazioni, Universita' di Napoli Federico II, Via Cintia, 80126 Napoli, Italy
E-mail: BIOCOMP2005@unina.it
SCIENTIFIC COMMITTEE:
P. Cull (USA), T. Ishihara (Japan), P. Lánsky (Czech Republic), Z. Ma (China), J. Mira Mira (Spain), R. Moreno Diaz (Spain), F. Moss (USA), K. Nakagawa (Italy), F. Oosawa (Japan), F. Pichler (Austria), S. Sato (Japan), J.P. Segundo (USA), C. E. Smith (USA), L. M. Ricciardi (Italy), J. Rinzel (USA), T. Yanagida (Japan)
INVITED SPEAKERS:
K. Aihara (Japan), R.D. Astumian (USA), M. Bier (USA), R. Borisyuk (UK), E.N. Brown (USA), D.R. Chialvo (USA), O. Diekmann (The Netherlands), G.B. Ermentrout (USA), P. Hänggi (Germany), T. Hida (Japan), M. Holcombe (UK), F. Hoppensteadt (USA), H. Hotani (Japan), Y. Ishii (Japan), M. Mimura (Japan), R. Moreno Díaz Jr (Spain), F. Moss (USA), T. Nomura (Japan), F. Oosawa (Japan), P. Reimann (Germany), M. Sato (Japan), L. Schimansky-Geier (Germany), S. Schuster (Germany), Z.S. Siwy (USA), P. Talkner (Germany), T.Y. Tsong (Taiwan), H.C. Tuckwell (Germany), M. Ueda (Japan), S. Usui (Japan), T. Yanagida (Japan)
CONFERENCE VENUE:
Hotel Lloyd's Baia, Vietri sul Mare (Amalfi Coast), Salerno, Italy
DEADLINES:
Abstract due : August 21, 2005
Acceptance notice : September 15, 2005
Early registration : September 30, 2005
Late registration : Oct. 1 - Nov. 10, 2005
ABSTRACTS:
BIOCOMP2005 will accept electronic submission only. Authors are strongly encouraged to use one of the templates provided on website www.biocomp2005.unina.it to create their abstracts, with a preference for Microsoft Word.
REGISTRATIONS:
Online at http://biocomp.unina.it/. (No registration fee for accompanying persons):
EURO 250 if received before September 30, 2005;
EURO 350 if received between October 1 and November 10, 2005
EURO 450 if by cash upon arrival:
(1 Euro = 1.21 USD, exchange rate on July 14, 2005)
HOTEL RESERVATIONS:
Participants are expected to make their own hotel reservations. A limited number of rooms are available on a first-come-first-serve basis at Lloyd's Baia Hotel (Best Western 4-star hotel) where the Conference will be held. The hotel management has agreed to the following discounted rates:
Daily rates, per person, including half-board treatment (i.e. breakfast and dinner):
a. Double/Twin room Euro 87
b. Double room, single use Euro 115
c. Triple room Euro 75
d. Single extra meal Euro 15
(1 Euro = 1.21 USD, exchange rate on July 14, 2005)
FOR RESERVATIONS AT LLOYD'S BAIA HOTEL:
send your requests to lloyd.baia@tiscali.it, with Cc to BIOCOMP2005@unina.it, Subject "BIOCOMP2005 - Hotel reservation". Please, indicate arrival and departure dates, type of desired accommodation and credit card information. If you prefer, credit card information can be faxed to Dr. Maria Longobardi (+39-081-675665). You will receive a confirmation by email.
ORGANIZING INSTITUTIONS:
Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'UniversitEdi Napoli Federico II
Dipartimento di Matematica e Informatica dell'UniversitEdi Salerno
Istituto di Alti Studi Scientifici (I.I.A.S.S.), Vietri sul Mare
Istituto Italiano per gli Studi Filosofici
Under the high patronage of UniversitEdi Napoli Federico II
SPONSORS:
Accademia di Scienze Fisiche e Matematiche della SocietENazionale di Lettere, Scienze ed Arti, Napoli
CNR, Istituto di Cibernetica "Eduardo Caianiello", Pozzuoli
CNR, Istituto di Biofisica (IBF)
GNCS-INdAM
Instituto Universitario de Ciencias y TecnologųÂs CibernņÕicas, Universidad de Las Palmas de Gran Canaria
International Society for Mathematical Sciences (ISMS)
CONFERENCE VENUE:
Hotel Lloyd's Baia, Vietri sul Mare (Amalfi Coast)