| 摘要 |
<p><P>PROBLEM TO BE SOLVED: To make it possible to highly precisely predict the transaction price of energy. <P>SOLUTION: An order terminal 10 is provided with a JCC price database 151 for storing the history of a JCC price; and an FOB price database 152 for storing the history of the FOB price of every oil-producing place. The order terminal 10 accepts the input of model information showing a prediction model from a user, and carries out regression analysis based on the history of a crude oil FOB price and the history of a JCC price corresponding to Dubai and Oman, and estimates the coefficients of explanation variables included in the prediction model. The order terminal 10 accepts the destination of a time t as the object of prediction, and reads the JCC price from the period t to a period t-n prior to the order-n term of a lag, and reads the crude oil FOB price corresponding to Dubai and Oman from the period t to the period t-n, and applies the read JCC price and the crude oil FOB price and the estimated coefficients to the prediction model, and calculates the prediction value of the JCC price in the period t. <P>COPYRIGHT: (C)2009,JPO&INPIT</p> |
