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TIME SERIES DATA ANALYSIS APPARATUS, TIME SERIES DATA ANALYSIS METHOD, AND TIME SERIES DATA ANALYSIS PROGRAM
TIME SERIES DATA ANALYSIS APPARATUS, TIME SERIES DATA ANALYSIS METHOD, AND TIME SERIES DATA ANALYSIS PROGRAM
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机译：时间序列数据分析设备，时间序列数据分析方法和时间序列数据分析程序
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摘要
To realize facilitating explanations about a time series data analysis.SOLUTION: A time series data analysis apparatus: generates first internal data on the basis of first feature quantity data groups, a first internal parameter, and a first learning parameter; transforms a position in a feature quantity space on the basis of the first internal data and the second learning parameter; reallocates the first feature quantity data on the basis of a first transform result and the first feature quantity data groups; calculates a first predicted value on the basis of a reallocation result and a third learning parameter; optimizes the first-third learning parameters by a statistical gradient method on the basis of a response variable and the first predicted value; generates second internal data on the basis of second feature quantity data groups, a second internal parameter, and the optimized first learning parameter; transforms a position in the feature quantity space on the basis of the second internal data and the optimized second learning parameter; and calculates importance data for the second feature quantity data on the basis of a second transform result and the optimized third learning parameter.SELECTED DRAWING: Figure 3
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