System and method for generating prediction model for real-time time-series data

摘要

A system and method for generating predictive models for real-time time series data is disclosed. According to an aspect of the present invention, the step of sequentially acquiring a plurality of real-time time series data and (b) calculating the predicted value at the M+1 time point when the time-series data of the M-th time point is acquired, and (c) The step (b) includes the step of repeatedly performing at least once, wherein the step (b) comprises: (b-1) calculating a parameter and (b-2) a time series data prediction model reflecting the calculated parameter. A method for generating a predictive model for real-time time series data is provided, comprising calculating a predicted value at the M+1 time point based on the calculated data.