Estimating apparatus, estimating method, and non-transitory computer-readable recording medium
AssigneeFujitsu Limited
InventorKatsuhito Nakazawa
Life of this patent
Estimating the term…
Abstract
An estimating apparatus calculates a correlation coefficient of first time-series data with respect to second time-series data on a basis of the first time-series data of a plurality of first indices and the second time-series data of a second index. The estimating apparatus estimates an index having a causality relationship with the second index from among the plurality of first indices, on a basis of characteristics of time-series fluctuations of the correlation coefficients and values of the correlation coefficients.
Claims12
An estimating apparatus comprising:
- a processor configured to execute a process comprising:
- calculating a correlation coefficient of first time-series data with respect to second time-series data on a basis of the first time-series data of a plurality of first indices and the second time-series data of a second index;
- and
- estimating an index having a causality relationship with the second index from among the plurality of first indices, on a basis of characteristics of time-series fluctuations of the correlation coefficients and values of the correlation coefficients.
An estimating method comprising:
- calculating a correlation coefficient of first time-series data with respect to second time-series data on a basis of the first time-series data of a plurality of first indices and the second time-series data of a second index, using a processor;
- and
- estimating an index having a causality relationship with the second index from among the plurality of first indices, on a basis of characteristics of time-series fluctuations of the correlation coefficients and values of the correlation coefficients, using the processor.
A non-transitory computer-readable recording medium having stored therein an estimating computer program that causes a computer to execute a process comprising:
- calculating a correlation coefficient of first time-series data with respect to second time-series data on a basis of the first time-series data of a plurality of first indices and the second time-series data of a second index;
- and
- estimating an index having a causality relationship with the second index from among the plurality of first indices, on a basis of characteristics of time-series fluctuations of the correlation coefficients and values of the correlation coefficients.
Dependencies are inferred from the claim text.