Machine-learned state space model for joint forecasting

    公开(公告)号:US12217144B2

    公开(公告)日:2025-02-04

    申请号:US17008338

    申请日:2020-08-31

    Applicant: Google LLC

    Abstract: A deep state space generative model is augmented with intervention prediction. The state space model provides a principled way to capture the interactions among observations, interventions, critical event occurrences, true states, and associated uncertainty. The state space model can include a discrete-time hazard rate model that provides flexible fitting of general survival time distributions. The state space model can output a joint prediction of event risk, observation and intervention trajectories based on patterns in temporal progressions, and correlations between past measurements and interventions.

    Machine-Learned State Space Model for Joint Forecasting

    公开(公告)号:US20210065066A1

    公开(公告)日:2021-03-04

    申请号:US17008338

    申请日:2020-08-31

    Applicant: Google LLC

    Abstract: A deep state space generative model is augmented with intervention prediction. The state space model provides a principled way to capture the interactions among observations, interventions, critical event occurrences, true states, and associated uncertainty. The state space model can include a discrete-time hazard rate model that provides flexible fitting of general survival time distributions. The state space model can output a joint prediction of event risk, observation and intervention trajectories based on patterns in temporal progressions, and correlations between past measurements and interventions.

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