Kazuyuki NAKAMURA

Professor
School of Interdisciplinary Mathematical Sciences
Meiji University
Graduate School of Advanced Mathematical Sciences
JST PRESTO Researcher
Meiji Institute for Advanced Study of Mathematical Sciences (MIMS)
4-21-1 Nakano, Nakano-ku, Tokyo 164-8525, Japan
Email : knaka [ at ] meiji.ac.jp

Japanese Page

Research interests

• Bayesian analysis for spatio-temporal data and data assimilation
  • Data assimilation for geophysical, geotechnical and biological systems
  • Large scale nonlinear state space model and particle filtering
  • Bayesian modeling and analysis of large scale spatio-temporal system
• Theory and application of time series analysis
  • Theory and application of singular spectrum analysis(SSA)
  • Analysis method of high frequency nonlinear time series
• Mathematical modeling and analysis of dynamic economic system
  • Time series analysis for high frequency financial data
  • Econophysics

Research activity

• CV
• Publications(including Japanese fonts)