Synchronization method of multivariate time series data and apparatus for processing multivariate time series data

摘要

Regarding each of the plurality of variables, the data acquisition unit 15A for acquiring the first time series data X and the second time series data Y, and the first time series data X and the second time series data Y are divided into a plurality of time intervals, respectively, Evaluation value calculation units 15B and 25B for calculating evaluation values allocated for each time interval, an array of evaluation values for the first time series data X, an array of evaluation values for the second time series data Y, and assignment to the variable Synchronization processing units (15C, 25C) for specifying a correspondence relationship between the sample values of the first time series data X and the sample values of the second time series data Y, which are common among a plurality of variables, based on a weight array calculated based on the calculated weight. Has.