Time series data prediction apparatus and time series data prediction method
AssigneeHitachi, Ltd.
InventorsYosuke HIMURA, Mineyoshi MASUDA
Life of this patent
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Abstract
Prediction of time series data can be performed while coping with a “non-equidistant event,” “extrapolation,” and a “base line shift.” An event regression section calculates event prediction data that is predicted values of metric data in an intended period including a past certain period on the basis of actual measured value data indicating values of the metric data in the past metric data. A correction section calculates, as prediction result data that is a prediction result of the time series data, data obtained by shifting each value of the event prediction data in response to a difference between the actual measured value data and the event prediction data in a same period.
Claims10
A time series data prediction apparatus comprising:
- a memory for storing data;
- an input/output device;
- and
- a processor, operatively coupled to and in communication with the memory and the input/output device, the processor:
- receives information from the input/output device, calculates event prediction data that is predicted values of time series data in an intended period including a past certain period on a basis of actual measured value data indicating values of the time series data in the past certain period, the data including information relating to events occurring in unequal time intervals;
- and
- calculates, as prediction result data that is a prediction result of the time series data, data obtained by shifting each value of the event prediction data in response to a difference between the actual measured value data and the event prediction data in a same period.
A time series data prediction method by a time series data prediction apparatus, the time series data prediction method comprising:
- calculating, by a processor operatively coupled to and in communication with a memory and an input/output device, based upon information received from the input/output device, event prediction data that is predicted values of time series data in an intended period including a past certain period on a basis of actual measured value data indicating values of the time series data in the past certain period, the data including information relating to events occurring in unequal time intervals;
- and
- calculating, by the processor, as prediction result data that is a prediction result of the time series data, data obtained by shifting each value of the event prediction data in response to a difference between the actual measured value data and the event prediction data in a same period.
Dependencies are inferred from the claim text.