Patent Document ID: 20110266464
Application ID: 13112361
Patent Flag: 0

Claim One:
1. A signal processing apparatus, comprising: a cycle fluctuation analysis section adapted to assume a certain component of an input time series signal as a time series signal whose cycle varies with respect to time to carry out a correlation analysis between part of the input time series signal and the input time series signal, estimate a cycle fluctuation of the input time series signal and reliability of the cycle fluctuation using a result of the correlation analysis, predict a cycle of the input time series signal after predetermined time using the cycle fluctuation and the reliability of the cycle fluctuation and calculate, using the result of the correlation analysis and the predicted cycle, in-phase time information which represents time of the input time series signal whose phase becomes same as a phase of the input time series signal after the predetermined time and the reliability of the in-phase time information; a prediction accuracy estimation section adapted to estimate model design information for predicting a value of the input time series signal after the predetermined time and accuracy of the prediction of the value of the input time series signal after the predetermined time based on the model design information using the input time series signal, the time series information of a variation per unit time of the input time series signal and the in-phase time information and reliability of the in-phase time information calculated by said cycle fluctuation analysis section; and a model production section adapted to produce, using the input time series signal, the in-phase time information and the reliability of the in-phase time information calculated by said cycle fluctuation analysis section and the model design information estimated by said prediction accuracy estimation section, a prediction model for predicting the value of the input time series signal after the predetermined time and predict and output the value of the input time series signal after the predetermined time using the prediction model.