PREDICTION MODEL SELECTION METHOD, PREDICTION METHOD, PARAMETER ESTIMATION DEVICE, AND ITS PROGRAM

摘要

PPROBLEM TO BE SOLVED: To calculate an AIC for a shared regression formula to select a model, and select a model in a stage of regression analysis without obtaining an estimated value of an original difference equation to calculate adaptability for data. PSOLUTION: A prediction model selection method comprises: a real data input-storage unit inputting stored real data in an AIC calculation unit 14 and a parameter estimation-estimated value calculation unit 15; a model determination demand unit demanding determination of a selected model; a model information input unit inputting model information to the calculation units 14, 15; the AIC calculation unit 14 calculating the AIC in response to a determination command from the command unit to output the most adaptable model for the calculation unit 15; the calculation unit 15 receiving information how parameters in the regression analysis are converted into a parameter of each model from the input unit to calculate the parameters of the models and estimated value for each time period; and a result outputting unit. PCOPYRIGHT: (C)2009,JPO&INPIT