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AssigneeNational University Corporation Kumamoto University
InventorsYasuko MATSUBARA, Yasushi SAKURAI
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A forecasting apparatus or the like is proposed, which provides high-precision long-term forecasting using a large-scale time-series data stream. The forecasting apparatus includes a current window calculation unit, a regime updating unit, and a regime inserting unit, in order to handle a nested multi-level data stream structure. A mathematical model identified by a parameter set stored in a parameter set storage unit includes a non-linear component, which allows a non-linear pattern of the data stream to be represented. The regime updating unit updates the parameter set so as to provide forecasting based on a non-linear dynamical system. Furthermore, the regime inserting unit inserts a new pattern (regime) for the data stream. The regime updating unit uses a regime shift, which is a transition from a regime to another regime that occurs in the event stream. This provides high-precision long-term forecasting.
A forecasting apparatus configured to forecast one or a plurality of ls-step-ahead or greater event values from a time tick tc using a current window Xc which is a part of a time-series data X acquired up to the time tick tc, the forecasting apparatus comprising:
A parameter set generating method for generating a new parameter set by changing a part of a parameter set that identifies a mathematical model using a current window Xc which is a part of time-series data acquired up to a time tick tc, wherein the mathematical model includes a non-linear component,
Dependencies are inferred from the claim text.