TIME SERIES DATA PREDICTION APPARATUS, PREDICTION METHOD, PREDICTION PROGRAM AND MEMORY MEDIUM

摘要

PROBLEM TO BE SOLVED: To provide a time series data prediction apparatus capable of appropriately selecting previous result data and capable of appropriately predicting even when the time to give a maximum value or minimum value of previous result data is not matched.

SOLUTION: The time series data prediction apparatus comprises: a data selecting section 120 that selects data of a date similar to a prediction target date from previous time series data; a probability density distribution creating section 150 that calculates the probability density distribution which varies at each point of time from the data selected by the data selecting section; a random number generating section 160 that generates a set of plural random numbers in accordance with the probability density distribution which varies at each point of time calculated by the probability density distribution creating section; a correlation coefficient calculating section 180 that calculates a correlation among the times in the previous time series data; a random number converting section 210 that converts the set of random numbers generated by the random number generating section based on the correlation calculated by the correlation coefficient calculating section into a set of random numbers having a correlation with each other; and a prediction result creating section 230 that creates a prediction result by predicting time series data value based on the set of random numbers obtained by converting made by the random number converting section.

COPYRIGHT: (C)2013,JPO&INPIT