| 摘要 |
<p><P>PROBLEM TO BE SOLVED: To provide a time-series analysis system capable of carrying out calculation by a smaller calculation amount than a conventional system when handling a long term trend component and a period component, or when handling a plurality of period components. <P>SOLUTION: Long term time-series data of other series based upon a plurality of time widths are generated per time width from time-series data including the plurality of inputted period components, and short term time-series data is generated by removing the long term time-series data per time width from the original time-series data. By carrying out learning by a stochastic process using the long term time-series data and the short term time-series data, a model having a time width ideal for prediction of the time-series data is selected as an optimum model, and it is used for prediction of the time-series data. <P>COPYRIGHT: (C)2007,JPO&INPIT</p> |
