| 摘要 |
PROBLEM TO BE SOLVED: To provide a device for tendency extraction and evaluation of time series data in which multiple periodic fluctuation and irregular noise are separated from time series data and trendy tendency components are extracted.SOLUTION: A device for tendency extraction and evaluation of time series data includes: TCSI separation means for separating time series data into each time series data of a seasonal variation component, a noise component and a tendency component; a branch number being previously set for recursively executing a TCSI separation processing by specifying each of multiple cycles and specifying an execution sequence every respective TCSI separation processing; input series information; and separation parameters at least containing a designated cycle. The TCSI separation means recursively executes the TCSI separation processing to the collected time series data. The time series data to be input is the time series data of tendency components separated by the TCSI separation processing earlier than that or the time series data of synthesis of the tendency components and noise components.SELECTED DRAWING: Figure 1 |
