Mode determination for multivariate time series data

Patent metadata

Field	Value
Publication number	US-8965825-B2
Application number	US-201213675224-A
Country	US
Kind code	B2
Filing date	Nov 13, 2012
Priority date	Nov 13, 2012
Publication date	Feb 24, 2015
Grant date	Feb 24, 2015

Abstract

Embodiments relate to mode determination for multivariate time series data. An aspect includes determining first within-mode and first cross-mode parameters for a first number of modes, each mode comprising one or more time periods in the multivariate time series. Another aspect includes determining a first likelihood of the at least one multivariate time series based on the first sets of within-mode parameters and first set of cross-mode parameters. Another aspect includes determining second within-mode and second cross-mode parameters for a second number of modes. Another aspect includes determining a second likelihood of the at least one multivariate time series based on the second sets of within-mode parameters and second set of cross-mode parameters. Another aspect includes based on the first likelihood being higher than the second likelihood, selecting the first number of modes to model the at least one multivariate time series.

First claim

What is claimed is:

1. A system comprising:
a memory module, the memory module having computer readable computer instructions; and
a processor for executing the computer readable instructions, the instructions including:
receiving at least one multivariate time series comprising historical data;
determining a first number of modes for the at least one multivariate time series, each mode comprising one or more time periods in the multivariate time series;
for each mode of t…

Assignees

• IBM

Inventors

• Hochstein Axel

Classifications

• G06N7/01 Primary

  Physics · mapped topic

• G06N5/02 Primary

  Physics · mapped topic

• G06N20/00 Primary

  Physics · mapped topic