MULTI-VARIABLE MODEL ANALYSIS SYSTEM, METHOD AND PROGRAM, AND PROGRAM MEDIUM

摘要

A multi-variable model analysis system comprises a model creation unit for creating a plurality of models individually having a plurality of variables, a characteristic value calculation unit for calculating the characteristic values of the models on the basis of the variables of the models given and for writing the variables and characteristic values of the models, a clustering unit for classifying the plural models having the characteristic values of a high similarity, into an identical cluster; a correlation coefficient calculation unit for calculating the correlation coefficients of the variables of the models in individual clusters and for writing the correlation coefficients in a memory map; and an extraction unit for extracting the variable having a correlation coefficient exceeding a predetermined value in the individual clusters, from the memory map.