摘要 |
A method includes selecting, with a computer, a time lag that is the time delay until an explanatory variable time sequence applies an effect on a target variable time series, and a time window that is the time period for the explanatory variable time series to apply the impact on the target variable time series; converting, based upon the explanatory variable time series, to a cumulative time series structured by the cumulative values of each variable from each time point corresponding to a certain finite time; and solving the cumulative time series as an optimized problem introducing a regularization term, to obtain the value of the time lag and the value of the time window from the solved weight. |