Exchange market prediction system, transaction market prediction method and transaction market forecast program

摘要

To precisely estimate a large number of brands related to one another in a transaction market.SOLUTION: A brand selection unit 21 selects a plurality of brands. A plurality of brand time-series feature extraction units 23-1 to 23-N calculate, as output data, the time-series feature vector of each of the selected brands in a front-stage neutral network by using the normalized history data of each selected brand as input data. A common prediction unit 24 calculate, as output data, the prediction data of each of the selected brands in a back-stage neutral network by using the vector obtained by connecting the time-series feature vectors of a plurality of brand time-series feature extraction units 23-1 to 23-N as input data.SELECTED DRAWING: Figure 1