FACTOR ANALYSIS DEVICE, FACTOR ANALYSIS METHOD, AND FACTOR ANALYSIS PROGRAM

摘要

This factor analysis device is provided with a feature extraction unit (1021) that extracts feature quantities from an explanatory time series, a feature conversion unit (1022) that converts said feature quantities to a feature time series, a feature-time-series influence-degree computation unit (1031) that uses said feature time series and a response time series to compute an influence degree indicating the degree to which the feature time series influences the change over time represented by the response time series, and an explanatory-time-series influence-degree computation unit (1032) that uses said influence degree to compute an influence degree indicating the degree to which the explanatory time series influences the change over time represented by the response time series.

主权项

1. A factor analysis device comprising:
a memory that stores a set of instructions; and at least one processor configured to execute the set of instructions to: extract feature quantities from an explanatory time series; convert the feature quantities into a feature time series; compute, from the feature time series and a response time series, an influence degree of the feature time series on a change in value of the response time series; and compute, based on the influence degree, an influence degree of the explanatory time series on a change in value of the response time series.