Time series data processing device and operating method thereof

Patent metadata

Field	Value
Publication number	US-2020210895-A1
Application number	US-201916694921-A
Country	US
Kind code	A1
Filing date	Nov 25, 2019
Priority date	Dec 31, 2018
Publication date	Jul 2, 2020
Grant date	—

Abstract

The time series data processing device according to an embodiment of the inventive concept includes a preprocessor, a learner, and a predictor. The preprocessor preprocesses time series data to generate interval data, interpolation data, and masking data. The learner generates a weight value group of a prediction model that generates a feature weight value and a time series weight value, based on the interval data, the interpolation data, and the masking data. The feature weight value depends on a time and a feature of the time series data and the time series weight value depends on a time flow of the time series data. The predictor generates a feature weight value and a time series weight value, based on the weight value group, and generates a prediction result, based on the feature weight value and time series weight value.

First claim

What is claimed is:

1 . A time series data processing device comprising:
a preprocessor configured to generate interval data, based on a time interval of time series data, add an interpolation value to a missing value of the time series data to generate interpolation data, and generate masking data for distinguishing the missing value; and a learner configured to generate a weight value group of a prediction model that generates a feature weight value depending on a time and a feature of the time series data and a time series weight value depending on a time flow of the time series data, based on the interval data, the interpolation data, and the masking data, wherein the weight value group includes a first parameter for generating the feature weight value and a second parameter for generating the time series weight value.

2 . The time series data processing device of claim 1 , wherein the learner includes:
a feature learner configured to calculate the feature weight value, based on the masking data, the interval data, the interpolation data, and the first parameter, and generate a first learning result, based on the feature weight value; a time series learner configured to calculate the time series weight value, based on the first learning result and the second parameter, and generate a second learning result, based on the time series weight value; and a weight value controller configured to adjust the first parameter or the second parameter, based on the first learning result or the second learning result.

3 . The time series data processing device of claim 2 , wherein the feature learner includes:
a missing value processor configured to generate first correction data of the interpolation data, based on the masking data; a time processor configured to generate second correction data of the interpolation data, based on the interval data; a feature weight value calculator configured to calculate the feature weight value, based on the first parameter, the first correction data, and the second correction data; and a feature weight value applicator configured to apply the feature weight value to the interpolation data.

4 . The time series data processing device of claim 2 , wherein the time series learner includes:
a time series weight value calculator configured to calculate the time series weight value, based on the first learning result and the second parameter; and a time series weight value applicator configured to apply the time series weight value to the first learning result.

5 . The time series data processing device of claim 1 , wherein the learner includes:
a feature learner configured to calculate the feature weight value, based on the masking data, the interpolation data, and the first parameter, and generate a first learning result, based on the feature weight value; a time series learner configured to calculate the time series weight value, based on the interval data, the first learning result, and the second parameter, and generate a second learning result, based on the time series weight value; and a weight value controller configured to adjust the first parameter or the second parameter, based on the first learning result or the second learning result.

6 . The time series data processing device of claim 5 , wherein the feature learner includes:
a missing value processor configured to generate correction data of the interpolation data, based on the masking data; a feature weight value calculator configured to calculate the feature weight value, based on the first parameter and the correction data; and a feature weight value applicator configured to apply the feature weight value to the interpolation data.

7 . The time series data processing device of claim 5 , wherein the time series learner includes:
a time processor configured to generate correction data of the first learning result, based on the interval data; a time series weight value calculator configured to calculate the time series weight value, based on the second parameter and the correction data; and a time series weight value applicator configured to apply the time series weight value to the first learning result.

8 . The time series data processing device of claim 1 , wherein the learner includes:
a feature learner configured to calculate the feature weight value, based on the masking data, the interpolation data, and the first parameter; a time series learner configured to calculate the time series weight value, based on the interval data, the interpolation data, and the second parameter; and an integrated weight value applicator configured to generate a learning result, based on the feature weight value and the time series weight value; and a weight value controller configured to adjust the first parameter or the second parameter, based on the learning result.

9 . A time series data processing device comprising:
a preprocessor configured to generate interval data, based on a time interval of time series data, add an interpolation value to a missing value of the time series data to generate interpolation data, and generate masking data for distinguishing the missing value; and a predictor configured to generate a feature weight value depending on a time and a feature of the time series data and a time series weight value depending on a time flow of the time series data, based on the interval data, the interpolation data, and the masking data, and generate a prediction result, based on the feature weight value and the time series weight value.

10 . The time series data processing device of claim 9 , wherein the predictor includes:
a feature predictor configured to generate a first result, based on the feature weight value; a time series predictor configured to generate a second result, based on the time series weight value; and a result generator configured to calculate the prediction result corresponding to a prediction time, based on the second result.

11 . The time series data processing device of claim 10 , wherein the feature predictor includes:
a missing value processor configured to encode the interpolation data, based on the masking data; a time processor configured to model the interval data; a feature weight value calculator configured to generate feature analysis data, based on the encoded interpolation data and to generate the feature weight value, based on the feature analysis data and the modeled interval data; and a feature weight value applicator configured to apply the feature weight value to the feature analysis data to generate the first result.

12 . The time series data processing device of claim 10 , wherein the feature predictor includes:
a missing value processor configured to merge the masking data and the interpolation data; a time processor configured to model the interval data; a feature weight value calculator configured to generate feature analysis data, based on the merged data, and generate the feature weight value, based on the feature analysis data and the modeled interval data; and a feature weight value applicator configured to apply the feature weight value to the feature analysis data to generate the first result.

13 . The time series data processing device of claim 10 , wherein the feature predictor includes:
a missing value processor configured to model the masking data; a time processor configured to model the interval data; a feature weight value calculator configured to generate feature analysis data, based on the interpolation data, and generate the feature weight value, based on the modeled masking data, the modeled interval data, and the feature analy

Assignees

• Electronics & Telecommunications Res Inst

Inventors

• Han Youngwoong
• Park Hwin-Dol
• Choi Jae-Hun

Classifications

• G06N3/044

  Recurrent networks, e.g. Hopfield networks · CPC title

• G06N3/045

  Combinations of networks · CPC title

• G06N3/0455

  Auto-encoder networks; Encoder-decoder networks · CPC title

• G06N3/0442

  characterised by memory or gating, e.g. long short-term memory [LSTM] or gated recurrent units [GRU] · CPC title

• G06N3/09

  Supervised learning · CPC title