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Time series analysis system, time series analysis method, and time series analysis program

  • US 20060217939A1
  • Filed: 03/27/2006
  • Published: 09/28/2006
  • Est. Priority Date: 03/28/2005
  • Status: Abandoned Application
First Claim
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1. A time series analysis system for inputting time series data including a plurality of cyclic components, storing the time series data in a storage unit, and predicting a temporal tendency of the time series data, said time series analysis system comprising:

  • long-term time series setting unit of preparing long-term time series data of a different series using a plurality of time spans for each of the time spans, based on the input time series data and the time series data read from said storage unit and storing the resultant long-term time series data in said storage unit;

    long-term time series removing unit of removing the long-term time series data for said each of the time spans from the input time series data, by preparing short-term time series data corresponding to the removed long-term time series data for said each of the time spans, and storing the resultant short-term time series data in said storage unit; and

    optimal model selection unit of selecting a model having a time span optimal for prediction of the time series data based on learning through probability statistic processing using said long-term time series data and said short-term time series data both stored in said storage unit.

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