发明授权
- 专利标题: Method and apparatus for analyzing co-evolving time sequences
- 专利标题(中): 用于分析共同演进的时间序列的方法和装置
-
申请号: US953578申请日: 1997-10-17
-
公开(公告)号: US6055491A公开(公告)日: 2000-04-25
- 发明人: Alexandros Biliris , Christos N. Faloutsos , Hosagrahar Visvesvaraya Jagadish , Theodore Johnson , Nikolaos Dimitrios Sidriopoulos , Byoung-Kee Yi
- 申请人: Alexandros Biliris , Christos N. Faloutsos , Hosagrahar Visvesvaraya Jagadish , Theodore Johnson , Nikolaos Dimitrios Sidriopoulos , Byoung-Kee Yi
- 申请人地址: NY New York MD College Park
- 专利权人: AT&T Corp.,University of Maryland
- 当前专利权人: AT&T Corp.,University of Maryland
- 当前专利权人地址: NY New York MD College Park
- 主分类号: G06G7/02
- IPC分类号: G06G7/02 ; G06G7/19
摘要:
An analyzer system that analyzes a plurality of co-evolving time sequences to, for example, perform correlation or outlier detection on the time sequences. The plurality of co-evolving time sequences comprise a delayed time sequence and one or more known time sequences. A goal is to predict the delayed value given the available information. The plurality of time sequences have a present value and (N-1) past values, where N is the number of samples (time-ticks) of each time sequence. The analyzer system receives the plurality of co-evolving time sequences and determines a window size ("w"). The analyzer then assigns the delayed time sequence as a dependent variable and the present value of a subset of the known time sequences, and the past values of the subset of known time sequences and the delayed time sequence, as a plurality of independent variables. Past values delayed by up to "w" steps are considered. The analyzer then forms an equation comprising the dependent variable and the independent variables, and then solves the equation using a least squares method. The delayed time sequence is then determined using the solved equation.
公开/授权文献
- USD362409S Flower pot cover with fins 公开/授权日:1995-09-19
信息查询