专利快速检索-快速检索全球专利，免费商用专利数据库-IPRDB

2. 发明授权

US6055491A Method and apparatus for analyzing co-evolving time sequences 失效
标题翻译：用于分析共同演进的时间序列的方法和装置
公开(公告)号：US6055491A
公开(公告)日：2000-04-25
申请号：US953578
申请日：1997-10-17
申请人： Alexandros Biliris , Christos N. Faloutsos , Hosagrahar Visvesvaraya Jagadish , Theodore Johnson , Nikolaos Dimitrios Sidriopoulos , Byoung-Kee Yi
发明人： Alexandros Biliris , Christos N. Faloutsos , Hosagrahar Visvesvaraya Jagadish , Theodore Johnson , Nikolaos Dimitrios Sidriopoulos , Byoung-Kee Yi
IPC分类号： G06G7/02 , G06G7/19
CPC分类号： G06G7/02
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.
摘要翻译：分析系统，其分析多个共同演进的时间序列，以便例如对时间序列执行相关或异常值检测。多个共同演进的时间序列包括延迟时间序列和一个或多个已知时间序列。一个目标是预测给定可用信息的延迟值。多个时间序列具有当前值和（N-1）个过去值，其中N是每个时间序列的采样数（时间刻度）。分析器系统接收多个共同演进的时间序列并确定窗口大小（“w”）。然后，分析器将延迟的时间序列分配为因变量，将已知时间序列的子集的现值以及已知时间序列的子集的过去值和延迟的时间序列分配为多个独立变量。考虑到延迟最多为“w”步的过去值。然后，分析器形成包含因变量和独立变量的方程，然后使用最小二乘法求解方程。然后使用求解的方程确定延迟时间序列。

IPRDB

热门服务

关于我们

友情链接

联系方式