時系列データ解析装置及び時系列データ解析用プログラム

Title:

時系列データ解析装置及び時系列データ解析用プログラム

Document Type and Number:

Japanese Patent JP6977970

Kind Code:

B2

Abstract:

To provide a time-series data analyzer with which it is possible to appropriately perform chaoticity analysis in particular.SOLUTION: The time-series data analyzer comprises: probability distribution calculation means 201 for finding, on the basis of an assumption that time-series data {ξ0, ξ1, ξ2, etc., ξn} in data length of n+1 is generated as ξk=τ (ξk-1)=τk(ξ0), k=1, 2, etc., n by mapping τ, a probability distribution p(i) where an expression (9) is established with regard to a divided section Xi (i=1, 2, and so on, m) derived by equally dividing a section I≡[a, b] that contains ξk into m sections, an expression (10) is established with regard to a subdivided section X'j derived by further dividing each of the divided sections by M, and the data will be (ξk of Xi); simultaneous probability calculation means 202 for finding, for the divided section Xi and subdivided section X'j, a simultaneous probability p'(i, j) where the data will be (ξk of Xi), (ξk+1 of X'j); and extension chaos degree calculation means 204 for finding an extension chaos degree H* on the basis of the probability distribution p(i) and the simultaneous probability p'(i,j).SELECTED DRAWING: Figure 5

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Inventors:

Hidetoshi Okutomi
Tomoyuki Mao
Ken Umeno

Application Number:

JP2019190055A

Publication Date:

December 08, 2021

Filing Date:

October 17, 2019

Export Citation:

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Assignee:

Toshiba Information Systems (Japan)
Kyoto University

International Classes:

G06F16/903

Domestic Patent References:

JP2019133305A

Other References:

奥富英俊,カオス尺度とリアプノフ指数の数理的関係性について,電子情報通信学会技術研究報告,第117巻第288号,一般社団法人電子情報通信学会,2017年11月02日,pp.5~10,CCS2017-21
奥富秀俊,カオス尺度とKSエントロピーの関係についての考察,電子情報通信学会技術研究報告,一般社団法人電子情報通信学会 The Institute of Electronics,Information and Communication Engineers,2018年06月01日,第118巻第75号,pp.13~17,NLP2018-30

Attorney, Agent or Firm:

Takashi Matsuura
Honda Takashi
Hiroki Ogura

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