ANALYSIS METHOD OF TIME SERIES DATA AND ABNORMALITY MONITORING DEVICE OF TIME SERIES DATA

摘要

PROBLEM TO BE SOLVED: To improve detection performance of transition of a dynamical system in analyzing time series data using a trajectory parallel measure method.SOLUTION: An analysis method of time series data for analyzing the time series data obtained from a monitoring and control target by a trajectory parallel measure method includes: embedding the obtained time series data in an n-dimensional state space; selecting one data vector as a selected vector from data vectors which are the embedded time series data; excluding a data vector timely adjacent to the selected vector from data vectors applicable to neighbor vector selection; selecting the neighbor vector embedded near the selected vector within a range of the applicable data vectors; and calculating a tangent line of a trajectory of the selected vector and the neighbor vector to analyze the time series data based on the parallelism of the tangent line.SELECTED DRAWING: Figure 2