TIME-SERIES PREDICTION METHOD AND APPARATUS UTILIZING WAVELET COEFFICIENT SERIES

摘要

A time-series predicting method and device therefor capable of predict an original time series with high precision by using a wavelet number series. T o predict a time series by using a wavelet number series, a time series is subjected to wavelet conversion by using a wavelet conversion unit to decompose it into a plurality of time series band-limited in the frequency band, the decomposed frequency components are predicted by predicting units, the predicted values of the frequency components are re-composed by inverse wavelet conversion unit, and thus the predicted value of the original time series are obtained.