US Patent 7702714 Pairwise symmetry decomposition method for generalized covariance analysis

The present invention provides a system for evaluating a correlation between a plurality of time-series data. The system includes a calculating section which calculates characteristic quantities indicating symmetry of a diagram drawn by a graph, on which data values included in the plurality of time-series data are plotted in a multidimensional space in which each coordinate axis represents the data value of each time-series data; and an evaluating section which evaluates the correlation between the plurality of time-series data, based on the calculated characteristic quantities.