Title:
FORECASTING DEVICE, PARAMETER SET PRODUCTION METHOD AND PROGRAM
Document Type and Number:
WIPO Patent Application WO/2018/012487
Kind Code:
A1
Abstract:
The purpose of the present invention is to provide a forecasting device capable of also achieving long-term forecasting with high accuracy by using a large-scale time-series data stream. In the case of the forecasting device 1, a count window calculation unit 11, a regime update unit 13, and a regime addition unit 15 correspond to each hierarchy of a hierarchical structure of a data stream. Furthermore, a numerical model specified by a parameter set stored in a parameter set storage unit 7 includes a non-linear component, and is thus able to express non-linearity of the data stream. The regime update unit 13 updates the parameter set, thereby achieving forecasting by means of a non-linear dynamic system. Furthermore, the regime addition unit 15 adds a new pattern (regime) to the data stream. The regime update unit 13 utilizes regime shift, that is, transition from a certain regime to another regime, in an event stream. Consequently, highly accurate long-term forecasting can also be achieved.
Inventors:
MATSUBARA YASUKO (JP)
SAKURAI YASUSHI (JP)
SAKURAI YASUSHI (JP)
Application Number:
PCT/JP2017/025236
Publication Date:
January 18, 2018
Filing Date:
July 11, 2017
Export Citation:
Assignee:
UNIV KUMAMOTO NAT UNIV CORP (JP)
International Classes:
G06Q10/04
Foreign References:
| JP2016126718A | 2016-07-11 | |||
| JPH11134320A | 1999-05-21 | |||
| JPH06214975A | 1994-08-05 |
Attorney, Agent or Firm:
HADATE Koji (JP)
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