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MODEL SELECTION COMPUTING DEVICE, DYNAMIC MODEL SELECTION DEVICE, DYNAMIC MODEL SELECTION METHOD, AND PROGRAM
MODEL SELECTION COMPUTING DEVICE, DYNAMIC MODEL SELECTION DEVICE, DYNAMIC MODEL SELECTION METHOD, AND PROGRAM
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机译：模型选择计算设备，动态模型选择设备，动态模型选择方法和程序
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摘要
PROBLEM TO BE SOLVED: To applicably analyze the structural change of time-series data given.;SOLUTION: The time-series data are inputted, and a prediction distribution updating means 31 sequentially reads the inputted data, and updates the contents of a prediction distribution storage means 32 that stores a plurality of the prediction distributions which are different to each other. A model transition probability prediction means 41 reads candidates for an optimum model group from a model group storage means 34 and predicts a model transition probability based on the candidates. A model group updating means 33 sequentially reads the inputted data, reads the model transition probability from the model transition probability prediction means 41, reads the candidates for the optimum model group from the model group storage means 34, and updates the contents of the model group storage means 34. An optimum model group storage computing 35 reads the candidates for the optimum model group from the model group storage means 34 and computes a current optimum model group to output.;COPYRIGHT: (C)2005,JPO&NCIPI
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