| 摘要 |
<p><P>PROBLEM TO BE SOLVED: To provide a method of creating a plurality of prediction scenarios to revise the future prediction results only from the past prediction results by a current prediction model and the past records regardless of the prediction model and to analyze the future prediction results considering uncertainty. <P>SOLUTION: M-fold time series of errors containing N elements are calculated by subtracting the time series of recorded values from the time series of predicted values for each variation period using the time series data which are the predicted values of a past predetermined period of the periodically varying future demand and the time series data which are the recorded values of a past predetermined period over M times of past variation period. The variance of the data containing M elements obtained by taking out only the predetermined elements of the time series of errors and the covariance of M data consisting only of the i-th element of the time series of errors and M data consisting only of the predetermined elements are determined. Using a variance/covariance matrix containing N×N elements created from the above results, multi-variant joint probability distribution and sets of random numbers are obtained, and many prediction scenarios are created from the sets of the random numbers. <P>COPYRIGHT: (C)2010,JPO&INPIT</p> |
