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NON-LINEAR TIME SERIES PREDICTION METHOD AND RECORDING MEDIUM WITH NON-LINEAR TIME SERIES PREDICTION PROGRAM RECORDED THEREON
NON-LINEAR TIME SERIES PREDICTION METHOD AND RECORDING MEDIUM WITH NON-LINEAR TIME SERIES PREDICTION PROGRAM RECORDED THEREON
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机译：非线性时间序列预测方法和记录有非线性时间序列预测程序的介质
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摘要
PROBLEM TO BE SOLVED: To calculate the direct distribution of time series future values (predictor) while using Markov Chain Monte Carlo for evaluating a predictive distribution. SOLUTION: Time series data D to be used as teacher data are prepared (S501). Next, a parameter and a hyper parameter are sampled while using Markov Chain Monte Carlo (S503). The details of such processing are explained on the flowchart of Figure 1 (not shown). Next, the samples of a parameter and a hyper parameter to be used for sampling the prediction are prepared (S505) and while using the prepared samples of the parameter and the hyper parameter, the predictor is sampled (S507). The details of such processing are explained on the flowchart of a figure 4 (not shown).
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