APPARATUS FOR PREDICTING TIME SERIES USING FILTER BANK AND METHOD THEREOF

摘要

PURPOSE: An apparatus for predicting time series using a filter bank and a method thereof are provided to increase the accuracy of time series prediction by classifying input time series by frequency components using a filter bank, and by calculating and adding a prediction value by time series. CONSTITUTION: A time series prediction device using a filter bank is equipped with a time series separation unit(31) which separates input time series by frequency bands, a plurality of time delay units(32) which delay each time series separated by frequency bands from the time series separation unit(31), a time series prediction unit(33) which predicts each time series delayed through the time delay unit(32) and calculates a prediction value and an adder(34) adds each prediction value outputted through the time series prediction unit(33).