| 摘要 |
<p><P>PROBLEM TO BE SOLVED: To provide a signal analyzing method that makes physical interpretation of oscillation characteristics of data possible by applying an ExpAR model to which a structure, which changes the oscillation characteristics of the data that an exogenous variable is expected to estimate, is added to the variation process of the data wherein certain data are influenced by other data to fluctuate. <P>SOLUTION: The ExpAR model is applied to input data to determine a regression order in a model (Step S15); a lag which is influenced by the exogenous variable to which an mmExpAR model including the exogenous variable is applied, is determined (Step S19); the parameter of the model is determined by the least-square method (Step S17); a simultaneous eigen root is computed from the parameter (Step S23); and a power spectrum is computed in case that the simultaneous eigen root is in a stable region, and the dynamics of a system concerning how the spectrum is changed by the influence of the exogenous variable is estimated (Step S25). <P>COPYRIGHT: (C)2004,JPO&NCIPI</p> |
