These three volumes comprise the proceedings of the US/Japan Conference, held in honour of Professor H. Akaike, on the ‘Frontiers of Statistical Modeling: an Informational Approach'. The major theme of the conference was the implementation of statistical modeling through an informational approach to complex, real-world problems. Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis. Volume 1 also contains the text of the Banquet talk by E. Parzen and the keynote lecture of H. Akaike. Volume 2 is devoted to the general topic of Multivariate Statistical Modeling, and Volume 3 contains the papers relating to Engineering and Scientific Applications. For all scientists whose work involves statistics.