MULTIVARIATE TIME SERIES DATA SYNCHRONIZATION METHOD AND MULTIVARIATE TIME SERIES DATA PROCESSING DEVICE

摘要

To appropriately synchronize time series data of a plurality of variables with each other on the temporal axis even if a variable having a large weight includes an abnormal sample value.SOLUTION: Provided are a data acquisition unit (15A) configured to acquire first time series data X and second time series data Y for each of a plurality of variables, an evaluation value calculation unit (15B, 25B) configured to divide each of the first time series data X and the second time series data Y into a plurality of time sections and calculate an evaluation value assigned to each time section, and a synchronization processing unit (15C, 25C) configured to identify correspondence between sample values of the first time series data X and sample values of the second time series data Y, which are common among the plurality of variables, based on 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 a weight array calculated based on weights assigned to the variables.SELECTED DRAWING: Figure 1