摘要 |
PROBLEM TO BE SOLVED: To extract a long-term non-steady signal and a local non-steady signal from time series data.SOLUTION: In a state estimation unit 22, according to Normalized UFK and on the basis of time series data on an observed value, a state vector X including a cyclical variation component, a nonlinear trend component, and an event component is estimated sequentially and an estimated value of the observed value is calculated. In a signal extraction unit 23, from the state vector X sequentially estimated by the state estimation unit 22, a signal indicating each of the cyclical variation component, the nonlinear trend component, and the event component is extracted. |