STRUCTURAL CHANGE DETECTION METHOD

摘要

PROBLEM TO BE SOLVED: To provide a structural change detection method for promptly detecting a structural change having statistical guarantee. SOLUTION: A structural change is detected in time series of actual data based on a time series prediction model through: a time series prediction procedure for calculating the predicted value of the time series up to the given period of time; a time series data observation procedure for measuring and collecting the actual result value on predicted time series data; and a structural change determination procedure for successively verifying a difference between the predicted value calculated in the time series prediction procedure and the actual result value measured and collected in the time series data observation procedure to determine whether the structural change is generated or not. COPYRIGHT: (C)2004,JPO