PREDICTION DEVICE, PREDICTION SYSTEM, PREDICTION METHOD AND PROGRAM

PROBLEM TO BE SOLVED: To provide a prediction device, a prediction system, a prediction method and a program capable of performing demand prediction at low cost and high speed.SOLUTION: A prediction device 100 comprises: a waveform acquisition part 110 acquiring waveforms representing in a time-series values of objective variables measured in the past; a classification processing part 131 classifying similar waveforms among the plurality of waveforms into one pattern and setting an explanatory variable indicating a characteristic common to the waveforms included in the one pattern; a probability calculation part 132 calculating probability distribution of values which the objective variable may take in a prediction target period by selecting a pattern matching the explanatory variable in the future prediction target period and performing statistical processing on the waveform included in the pattern; and a prediction part 133 predicting a value of the objective variable in the prediction target period on the basis of the probability distribution.SELECTED DRAWING: Figure 1 【課題】低コスト且つ高速で需要予測を行うことができる予測装置、予測システム、予測方法及びプログラムを提供する。【解決手段】予測装置１００は、過去に計測された目的変数の値を時系列に表す波形を取得する波形取得部１１０と、複数の前記波形のうち、類似する波形同士を一のパターンに分類し、前記一のパターンに含まれる前記波形に共通する特性を示す説明変数を設定する分類処理部１３１と、将来の予測対象期間における前記説明変数と適合するパターンを選択し、当該パターンに含まれる波形に統計処理を施すことにより、前記予測対象期間において前記目的変数が取り得る値の確率分布を演算する確率演算部１３２と、前記確率分布に基づいて、前記予測対象期間における前記目的変数の値を予測する予測部１３３と、を備える。【選択図】図１