DECISION THEORETIC NONLINEAR DATA PREDICTING DEVICE

摘要

PURPOSE:To provide the decision theoretic nonlinear data predicting device which obtains a high prediction precision even in the case of time series data whose attractor characteristics are dependent upon external factors. CONSTITUTION:This decision theoretic nonlinear data predicting device is provided with a data holding part where external factor data which has an influence upon attractor characteristics and past information of prediction object data are held, a similar data group generating means which extracts data, which are similar with respect to external factors, from past information prediction object data to generate a similar data group, and an attractor reconstituting part which reconstitutes an attractor corresponding to the similar data group based on data in the similar data group.