DEVICE FOR ANALYSIS OF TWO TYPES OF TIME-SERIES DATA, AND COMPUTER-READABLE STORAGE MEDIUM RECORDING PROGRAM FOR ANALYSIS OF TWO TYPES OF TIME-SERIES DATA

摘要

PPROBLEM TO BE SOLVED: To obtain knowledge related to a correlation between two time series by use of only time-series data without using other information related to the time series. PSOLUTION: The device includes two types of single analysis means 2a and 2b for analysis of two types of time-series data to be analyzed respectively to determine generalized trigonometric polynominal parameters; and a correlation analysis means 3 which determines data for quantifying the correlation between the two types of time-series data from generalized trigonometric polynominal parameters 16a and 16b of the two types of time-series data determined by the respective single analysis means. In a prediction support system configured by using the present invention, a pair of time series is found from a number of time series, thereby it is expected to predict a future behavior of the other time series from the behavior of one time series up to date. PCOPYRIGHT: (C)2010,JPO&INPIT