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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:时间序列数据分析装置,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
Facilitating explanations about analysis of time series data is realized. A time series data analysis apparatus: generates first internal data, based on a first feature data groups, a first internal parameter, and a first learning parameter; transforms a position of first feature data in a feature space, based on the first internal data and a second learning parameter; reallocates the first feature data, based on a first transform result and the first feature data groups; calculates a first predicted value, based on a reallocation result and a third learning parameter; optimizes the first to third learning parameters by statistical gradient, based on a response variable and a first predicted value; generates second internal data, based on second feature data groups, a second internal parameter, and an optimized first learning parameter; transforms a position of the second feature data in a feature space, based on the second internal data and an optimized second learning parameter; and calculates importance data for the second feature data, based on a second transform result and an optimized third learning parameter.
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