Patent ID: 8892376

Claim:
A data processing apparatus comprising: a data obtaining section configured to obtain time series data on a total value of a plurality of waveforms or vector time series data; a parameter estimating section configured to obtain a model parameter when states of said plurality of waveforms or vector time series data are modeled by a stochastic model on a basis of said obtained time series data or said vector time series data, wherein in a parameter estimating process based on an algorithm which alternately calculates expectation and maximizes likelihood, under constraint conditions that converted values or a vector of an observation parameter W(m) corresponding to a pattern of a waveform of a factor m of said stochastic model are nonnegative, said stochastic model maximizes a likelihood function as a degree of said stochastic model describing a pattern of the total value of said waveforms indicated by said time series data, whereby said parameter estimating section obtains the observation parameter W(m) as said model parameter; a state predicting section predicting a state of said factor at a future time after passage of a predetermined time from a present time; and an apparatus control section controlling a predetermined apparatus based on a result predicted by state predicting section.