TIME SEQUENTIAL DATA ANALYZER, TIME SEQUENTIAL DATA ANALYSIS SYSTEM, TIME SEQUENTIAL DATA ANALYSIS METHOD, PROGRAM AND RECORDING MEDIUM

摘要

PROBLEM TO BE SOLVED: To provide a time sequential data analyzer capable of performing optimum modeling.

SOLUTION: The time sequential data analyzer 2 for analyzing the time sequential data of a prediction object characteristic value in a prescribed system on the basis of the detected result information of two or more kinds of characteristic values in the system comprises: a target variable acquisition part 12 for acquiring the time sequential data composed of the past detected result of the prediction object characteristic value; a smoothed data extraction part 32 for calculating smoothed data for which the time sequential data are smoothed by a prescribed reference; a differential data extraction part 34 for calculating a difference between the time sequential data and the smoothed data as differential data; a smoothed data modeling part 42 for specifying the correspondence relation of time lapse and the variation of the smoothed data as a smoothed data variation model by analyzing the past variation of the smoothed data; and a differential data modeling part 44 for specifying the kind of the characteristic value affecting the variation of the differential data as a variation factor characteristic value and specifying the correspondence relation of the variation of the variation factor characteristic value and the variation of the differential data as a differential data variation model.

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