協賛研究集会

早稲田ワークショップ 時系列解析およびその関連する話題 ( Time Series Analysis and Its Related Topics ) のご案内

日本ＯＲ学会関西支部「情報ネットワーク性能評価」研究部会

Asia Session of ACORSJ'2005

The Eighth Czech-Japan Seminar 2005 on Data Analysis and Decision Making under Uncertainty

第7回横幹技術フォーラム〜シミュレーション・モデルの最新技術動向〜「シミュレーション技術の役割と重要性」

The 11th Asia Pacific Management Conference

第1回横幹連合コンファレンス

早稲田大学理工学部統計グループ　オーガナイザー：　谷口　正信

Waseda Workshop
"Time Series Analysis and Its Related Topics"
Funded by The Waseda University Grant for International Conference Operation
Organizer: Masanobu Taniguchi ( Waseda University )

January 23 - 25, 2006 Waseda University International Conference Hall,(早稲田大学総合学術情報センター内　国際会議場）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 )

・甲南大学知的情報通信研究所共催　第七回研究会開催のご案内

　 　　　　　　　　　　　　　　　　　　　　　 2005年11月10日

下記の通り、第７回目の研究会を株式会社ＣＳＫシステムズのご協力により

開催致します。多数ご来聴下さいますようご案内申し上げます。

恐れ入りますが、ご参加の有無を案内文最後の所定フォーマットにて

１１月３０日までに

E-mail:yoneyama@shse.u-hyogo.ac.jp

へご返信下さい。

主査

岳　五一

〒658-8501　神戸市東灘区岡本8-9-1

甲南大学　理工学部

情報システム工学科

TEL: 078-435-2530

FAX: 078-452-5507

E-mail: yue@konan-u.ac.jp

幹事

米山 寛二

〒670-0092　姫路市新在家本町1-1-12

兵庫県立大学

環境人間学部

環境情報コース

TEL&FAX : 0792-92-9362

E-mail: yoneyama@shse.u-hyogo.ac.jp

 　　　　　　　　　　　　　　　　−記−

日時：２００５年１２月６日（火）１５：００〜１７：３０

場所：（株）ＣＳＫシステムズ　 SPACE_1301　

住所：〒541-0041 大阪市中央区北浜1−8−16 大阪証券取引所ビル13F

代表TEL：06−6223−8800

アクセス：地下鉄・京阪本線「北浜駅」直結、

　　　　　地下鉄御堂筋線「淀屋橋駅」地下道で直結約500m徒歩7分

大阪証券取引所ビルの地図は

http://www.csk.com/systems/corp/base/nishinihon.html

です。

講演題目と講師：

（１）「グリッド環境における高速ネットワーク技術」

　　　　馬場健一（大阪大学大学院情報科学研究科）

（概要）近年、グリッドコンピューティングに対する期待が高まっている。

グリッドコンピューティングは、広域に分散した計算機や観測機器等を

ネットワークを利用して統合的に接続し、大規模計算や大規模データ処理等を

行うための技術である。これらの環境を確立するために、特に重要となる

高速ネットワークに関する技術動向について述べる。中でも高速転送プロトコルと

光ネットワークの活用について述べ、さらにグリッド環境を構築する、

あるいはそのための技術開発を行うさまざまなプロジェクトについても触れる。

(２）「ポアソン到着の待ち行列における過渡客数分布の数値計算手法について」

　　　増山博之（京都大学大学院情報学研究科）

（概要）一般に、初期状態の影響が残る過渡状態での待ち行列解析は難しく、

単純なポアソン到着の待ち行列であっても、その過渡客数分布に対する陽表現の

導出過程は非常に複雑で、得られる結果も数値計算に適しているとは言い難い。

本講演では，M/M/1及びM/D/1待ち行列に対して，その過渡客数分布の陽表現では

なく、それを構成する再帰式を基に、数値的な安定性と事前の精度保証という

優れた性質を持つ数値計算手法について述べる。

また、研究会終了後、講師の先生を囲んで

大阪証券取引所近くの

「酒・肴・米　北浜ひな」

http://r.gnavi.co.jp/k440001/

TEL:　06-6202-5252

にて、忘年会を行います

（会費は一般４０００円、学生３０００円）。

なお、次回の研究会は２００６年２月２８日に開催予定です。

以上

-----------------------------------------------------------------

-----------------申込みフォーマット------------------------------

所属：

氏名：

（ご不要の項目を削除して下さい）

（１）研究会

　　　１．出席する　　　　　２．欠席する

（２）忘年会

　　　１．出席する　　　　　２．欠席する

----------------------------------------------------------------

*〒670-0092 姫路市新在家本町1-1-12

*兵庫県立大学　環境人間学部

*環境情報コース　米山寛二

*TEL&FAX : 0792-92-9362

*E-mail : yoneyama@shse.u-hyogo.ac.jp

Top

September 14-15, 2005, Kobe Gakuin University, Kobe, Japan　　　岳 伍一

THEME AND SCOPE:
The Autumn Conference 2005 of Operations Research Society of Japan (ACORSJ’05), 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 ACORSJ’05. The Asia Session (URL: http://www.iict.konan-u.ac.jp/ACROSJ05/) of ACORSJ’05 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 ACORSJ’05 will be focused on “Ubiquitous Society and OR”. 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 Engineering

ORGANIZING COMMITTEE
Wuyi Yue (Konan Univ., Chair)　 Hiroaki Ishii (Osaka Univ., Co-Chair) Shogo Shiode (Kobe Gakuin Univ., Co-Chair)　 Masao Fukushima (Kyoto Univ.) Hiroshi Noguchi (Univ. of Marketing and Distribution Sci.)　Minoru Tada (Doshisha Univ.)

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:

Ms. Sagami Ukiko, Institute of Intelligent Information and Communications Technology Konan University,
8-9-1, Okamoto, Higashinada-ku, Kobe 658-8501 JAPAN,　Tel: +81-78-435-2530　　 E-mail: sagami@mail.is.konan-u.ac.jp

Trest, Czech Republic，September, 18 - September, 21, 2005

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.

企画趣旨：
ものづくり、環境問題、医療、安全、金融など現代社会において、シミュレーション技術は、人間社会のあらゆる場面にとっていまやそれなしではやっていけないテーマとなっています。特に、最近の情報技術、コンピュータ技術の急速な発達はシミュレーション技術の高度化や普遍化に大きく貢献しています。今回のフォーラムでは、シミュレーション技術の役割とその重要性について、横幹科学技術の立場から議論し、今後のあるべき姿について考えます。

主催：横断型基幹科学技術推進協議会（横幹技術協議会), 横断型基幹科学技術研究団体連合（横幹連合）
日時：2005年9月21日（水） 10:00 〜 17:00
プログラム：HTML版はこちら、PDF版はこちらです。

＜問い合わせ先＞
横幹技術フォーラム係　e-mai： forum@trasti.jp 　電話 & FAX：03-3814-4130
URL：http://www.trafst.jp/forum/index.html

APMC-2005, Nov 18 - 20, 2005, Tainan, Taiwan,

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.

2005年11月25日(金) 〜26日(土)、JA長野県ビル(長野県)にて、 次の4セッションが予定されています(知の統合セッション、知の活用セッション、コラボレーションセッション、一般セッション)。会員の参加費は7000円 (ISMSの会員にも適用) です。 講演申込期間：2005年6月28日〜8月16日午後2時まで，論文原稿提出期間：2005年9月1日〜9月21日午後2時まで。詳しくは、横幹連合ホームページをご覧下さい。