Time-series prediction method and apparatus utilizing...

H - Electricity – 03 – M

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H03M 7/30 (2006.01)

Patent

CA 2339127

An object is to provide a time-series prediction method and apparatus utilizing wavelet coefficient series which can accurately predict a prediction value of an original time series. When a time-series prediction utilizing wavelet coefficient series is performed, a time series is wavelet-transformed by use of a wavelet transformation unit in order to decompose the time series into a plurality of time series which are band-restricted in the frequency domain, predicted values of frequency components obtained as a result of decomposition are predicted by use of corresponding prediction units, and the prediction values of the respective frequency components are reconstructed by use of an inverse wavelet transformation unit to thereby obtain a prediction value of the original time series.

Cette invention concerne un procédé prédictif pour séries chronologiques et un dispositif s'y rapportant permettant prédire une série chronologique d'origine avec une grande précision en faisant intervenir des séries numériques d'ondelettes. Pour prédire une série chronologique au moyen de série numérique d'ondelettes, on soumet une série chronologique à une conversion d'ondelettes dans le but de la décomposer en une pluralité de séries chronologiques limitées en bande dans la bande de fréquence. La prédiction des composantes de fréquence décomposées est réalisée au moyen d'unités prédictives et les valeurs de prédiction sont recomposées par une unité de conversion inverse d'ondelettes, ce qui permet d'obtenir la valeur de prédiction de la série chronologique d'origine.

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