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Time-series analysis system, method, and program

TL;DR: In this paper, a time series analysis system is proposed to provide a time-series analysis system capable of carrying out calculation by a smaller calculation amount than a conventional system when handling a long term trend component and a period component.
Abstract: PROBLEM TO BE SOLVED: To provide a time-series analysis system capable of carrying out calculation by a smaller calculation amount than a conventional system when handling a long term trend component and a period component, or when handling a plurality of period components. SOLUTION: Long term time-series data of other series based upon a plurality of time widths are generated per time width from time-series data including the plurality of inputted period components, and short term time-series data is generated by removing the long term time-series data per time width from the original time-series data. By carrying out learning by a stochastic process using the long term time-series data and the short term time-series data, a model having a time width ideal for prediction of the time-series data is selected as an optimum model, and it is used for prediction of the time-series data. COPYRIGHT: (C)2007,JPO&INPIT
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Patent
13 Jan 2020
TL;DR: In this article, an electronic device for time series data prediction using big data is presented, which is capable of using one prediction model regardless of a variation type of data, and a prediction method thereof.
Abstract: The present invention relates to an electronic device for performing artificial intelligence time series data prediction using big data, capable of using one prediction model regardless of a variation type of time series data, and a prediction method thereof. According to the present invention, in an electronic device including at least one processor, the processor acquires time series analysis data including first candidate variable data about a first case including first result data and first calculation data calculated from the first result data; performs first regression analysis to preliminarily determine two or more first regression analysis formulas about the first case; determines a second regression analysis formula for prediction about the first case in a first period based on a verification result of the first regression analysis formulas; calculates data about a final independent variable of the second regression analysis formula for a prediction period after a verification period, which does not have a result data value for the first case, and inputs the calculated independent variable into the second regression analysis formula to calculate prediction data for each time point; and calculates prediction result data for the first case for the entire prediction period.
Patent
29 Aug 2013
TL;DR: In this article, a measurement terminal 1 measures a measurement object, and measures environmental information for varying a measured value of the measurement object A measurement model 10 of an estimation device 2 is a model of measurement object defined by an internal parameter and modeled by a mathematical expression including information of a true measured value.
Abstract: PROBLEM TO BE SOLVED: To perform miniaturization and to reduce power consumption while allowing highly accurate measurement at each measurement pointSOLUTION: A measurement terminal 1 measures a measurement object, and measures environmental information for varying a measured value of the measurement object A measurement model 10 of an estimation device 2 is a model of the measurement object defined by an internal parameter and modeled by a mathematical expression including information of a true measured value of the measurement object The measurement model 10 outputs a predicted measured value of the measurement object when the measured value of the environmental information received from the measurement terminal 1 is inputted as a boundary condition A comparison analysis part 11 of the estimation device 2 adjusts the internal parameter such that a difference between the measured value of the measurement object received from the measurement terminal 1 and the measured value of the measurement object outputted from the measurement model 10 is within an allowable range, and determines the true measurement value of the measurement object defined by the measurement model 10 when the difference is within the allowable range, as the measurement value of the measurement object