| 摘要 |
Disclosed is a time series signal predicting apparatus for predicting time series data of the future based on past time series data and current time series data. Vector generating means generates n-dimensional vector data based on a natural number of n inputted time series data and stores them into vector storage means, while further vector generating means generates (n+1)-dimensional vector data based on inputted past time series data, classifies them into a plurality of L vector sets in units of similar vectors by using up to n-dimensional vector data, and stores them into vector set storage means. Subsequently, vector classifying means classifies input vector data according to which vector set they belong to, and vector selecting means selects a plurality of k vector data in a descending order of similarity to the vector data of newly inputted time series data, from a vector set belonging to vector sets to which the vector data have been decided to belong. Then, past data extracting means extracts a plurality of k (n+1)-th-dimensional data from a plurality of k (n+1)-dimensional vectors belonging to the selected vector set, and outputting the extracted data together with their similarities, and data predicting means predicts and outputs time series data of the next time succeeding to the inputted time series data based on the plurality of k extracted data, the input vector data and the similarities. <IMAGE> |
