SYSTEMS AND METHOD FOR MASKED MULTI-STEP MULTIVARIATE TIME SERIES POWER FORCASTING AND ESTIMATION

    公开(公告)号:US20240054348A1

    公开(公告)日:2024-02-15

    申请号:US18327619

    申请日:2023-06-01

    CPC classification number: G06N3/0895

    Abstract: A system includes a computing device including at least one processor in communication with at least one memory. The at least one processor is programmed to (a) store a plurality of historical time series data; (b) randomly select a sequence; (c) randomly select a mask length for a mask for the selected sequence; (d) apply the mask to the selected sequence, wherein the mask is applied to the plurality of forecast variables in the selected sequence; (e) execute a model with the masked selected sequence to generate predictions for the masked forecast variables; (f) compare the predictions for the masked forecast variables to the actual forecast variables in the selected sequence; (g) determine if convergence occurs based upon the comparison; and (h) if convergence has not occurred, update one or more parameters of the model and return to step b.

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