Apparatus for detecting periodicity in time-series data

An apparatus for detecting periodicity indicating a level change in time-series data which are to be processed and whose levels change periodically with the lapse of time, comprising:

• specifying means for designating respective positions corresponding to coordinates in n-dimensional phase space, which are indicated by incoming time-series data existing at the time when the time-series data which is to be processed is input to said apparatus and also by time-series data of the number of n-1 that are arranged in series with the incoming time-series data and that have been already input to said apparatus;
• extraction means for estimating the frequency of emergence in which said positions of coordinates in n-dimensional phase space designated by said specifying means emerge, by taking into consideration a fluctuation of the time-series data, and extracting at least one characteristic point from said coordinates in n-dimensional phase space on the basis of the thus estimated frequency of emergence;
• detection means for checking whether or not said characteristic point at a start point conforms to said characteristic point at an end point, in regard to said characteristic point extracted by said extraction means, and checking whether or not said time-series data passes through every characteristic point extracted by said extraction means, and detecting a periodicity information about a periodicity which is included in time-series data formed by said every characteristic point extracted by said extraction means;
• and
• output means for determining periodicity information about the periodicity in the time-series data which is to be processed, on the basis of the periodicity information detected by said detection means, and outputting the thus determined periodicity information.