TIME SERIES DATA ANALYSIS APPARATUS, TIME SERIES DATA ANALYSIS METHOD AND TIME SERIES DATA ANALYSIS PROGRAM

摘要

A time series data analysis apparatus: generates first internal data, based on first feature data groups, first internal parameter, and first learning parameter; transforms first feature data's position in a feature space, based on the first internal data and second learning parameter; reallocates the first feature data, based on a first transform result and first feature data groups; calculates a first predicted value, based on a reallocation result and third learning parameter; optimizes the first-third learning parameters by statistical gradient, based on a response variable and first predicted value; generates second internal data, based on second feature data groups, second internal parameter, and optimized first learning parameter; transforms the second feature data's position in a feature space, based on the second internal data and optimized second learning parameter; and calculates importance data for the second feature data, based on a second transform result and optimized third learning parameter.