METHOD FOR SELECTING PREDICTION MODEL

摘要

PROBLEM TO BE SOLVED: To improve prediction precision by eliminating an operation man-hour for selecting prediction models to be applied to respective conventional articles. SOLUTION: An optimum threshold determination part 5 actuates a prediction execution part 6, an absolute error rate calculation part 7, and an autocorrelation coefficient calculation part 8 to calculate prediction data of respective periods wherein prediction models A and B are applied as to time- series actual result data 11, calculate absolute error rates of the respective periods by the models, and calculate autocorrelation coefficients of the respective periods, and then select the models to be applied as to thresholds and decides as an optimum threshold the threshold value having the least mean of the absolute error rates for an object period. A prediction model selection part 9 selects a prediction model to be applied according to the autocorrelation coefficient and optimum threshold of a prediction period.