Periodicity judgement apparatus, periodicity judgement method and periodicity judgement program

摘要

There is provided a periodicity judgment apparatus 100 to judge periodicity of time series data. A reception unit 206 receives the time series data and a set value of a period. A DFT transform unit 216 performs a Fourier transform of the time series data to obtain a Fourier coefficient vector. A Fourier coefficient adjustment unit 218 adjusts the Fourier coefficient vector to obtain plural Fourier coefficient vectors different in adjustment level. An inverse DFT transform unit 220 performs inverse Fourier transforms of the Fourier transform vectors to obtain inverse transformed data. A BIC calculation unit 228 calculates a BIC of the inverse transformed data. A periodicity judgment unit 234 judges whether a spectrum of the period of the set value is included in the Fourier coefficient vector corresponding to the inverse transformed data whose BIC is smallest. An output unit 208 outputs a judgment result of the periodicity judgment unit. By this, the periodicity of the time series data can be objectively judged.