Patent ID: 7472099

Claim:
A computer implemented forecasting apparatus configured to predict future events by using previously accumulated historical data, said forecasting apparatus comprising: a forecast processing data configuring section configured to create a data matrix including plural columns of historical data and a column of evaluation historical data and unknown forecast data as missing elements, or plural rows of historical data and a row of evaluation historical data and unknown forecast data as missing elements; and a forecast processing section configured to output values of the missing elements representative of the unknown forecast data by performing singular value decomposition of a subpart of the data matrix, the subpart consisting of the columns, or the rows, of the data matrix containing only historical data, so as to produce a decomposed matrix expressible as a product of base components of the subpart and a square matrix having non-zero singular values, applying said singular value decomposition matrix to said column of evaluation historical data and unknown forecast data to estimate said values of the missing elements, and outputting the forecast data thus estimated.