AUTOREGRESSIVE MODEL CONSTRUCTING SYSTEM BY PARALLEL PROCESSING

摘要

PURPOSE:To enhance the speed of the parallel processing of autoregressive model construction having an optimum lug. CONSTITUTION:An autoregressive model constructing system for constructing an autoregressive model on the basis of time serial data having different lugs has a serial matrix with lug for generating all serial matrixes with lug from the time serial data; a plurality of statistic calculating part for independently conducting the construction of the autoregressive model based on each generated serial matrix with lug and the calculation of an evaluating statistic for evaluating the propriety of the constructed autoregressive model in parallel to each other; a serial matrix with lug assigning part 3 for assigning each serial matrix with lug to each statistic calculating part; an evaluating static memory part 4 for storing the calculated evaluating statistic; and an autoregressive model determining part 5 for determining the autoregressive model having an optimum lug on the basis of the evaluating statistic.