TIME-SERIES DATA PROCESSING DEVICE AND METHOD AND PROGRAM THEREOF

摘要

Provided are a method, a device, and a program which can prevent lowering of a prediction accuracy caused by a singular value of the time series data in a time-series prediction.  For singular value model of a second time width time-series data positioned temporally after first time width time-series data, a singular value correction/prediction device (101) performs correction of the first time-series data, performs correction to eliminate affects of a singular value by making the second time width time-series data to be a lacking value, and performs a time-series prediction of a prediction period by using the corrected time-series data.