Computer-implemented method and device for generating frequency component vector of time-series data

A device for generating a frequency component vector of time series data, comprising:

• a first processing portion that receives first data and processes the first data using a first neural network to generate intermediate data as an alternative representation of the first data;
• and
• a second processing portion that receives the generated intermediate data and generates, as the frequency component vector and using a second neural network including a plurality of distinct neural networks, a plurality of component values corresponding to a plurality of frequency bands based on the generated intermediate data such that:
• a first component value corresponding to a first frequency band is generated using a first distinct neural network among the plurality of distinct neural networks of the second neural network based on the generated intermediate data;
• a second component value corresponding to a second frequency band different from the first frequency band is generated using a second distinct neural network among the plurality of distinct neural networks of the second neural network based on the generated intermediate data and the generated first component value corresponding to the first frequency band generated using the first distinct neural network among the plurality of distinct neural networks of the second neural network;
• and
• a third component value corresponding to a third frequency band different from the second frequency band is generated using a third distinct neural network among the plurality of distinct neural networks of the second neural network based on the generated intermediate data, the generated first component value corresponding to the first frequency band generated using the first distinct neural network among the plurality of distinct neural networks of the second neural network, and the generated second component value corresponding to the second frequency band generated using the second distinct neural network among the plurality of distinct neural networks of the second neural network.

A device for generating a frequency component vector of time series data in each unit step of a plurality of unit steps, by executing a first process and a second process in each unit step, the device comprising:

• at least one computer;
• and
• a data storage unit that stores a plurality of instructions to make the at least one computer execute an operation when the at least one computer executes the plurality of instructions, the operation comprising:
• the first process comprising the steps of:
• receiving first data;
• and
• processing the first data using a first neural network to generate intermediate data as an alternative representation of the first data;
• and
• the second process comprising the steps of:
• receiving the generated intermediate data;
• and
• generating, as the frequency component vector and using a second neural network including a plurality of distinct neural networks, a plurality of component values corresponding to a plurality of frequency bands based on the generated intermediate data such that:
• a first component value corresponding to a first frequency band is generated using a first distinct neural network among the plurality of distinct neural networks of the second neural network based on the generated intermediate data;
• a second component value corresponding to a second frequency band different from the first frequency band is generated using a second distinct neural network among the plurality of distinct neural networks of the second neural network based on the generated intermediate data and the generated first component value corresponding to the first frequency band generated using the first distinct neural network among the plurality of distinct neural networks of the second neural network;
• and
• a third component value corresponding to a third frequency band different from the second frequency band is generated using a third distinct neural network among the plurality of distinct neural networks of the second neural network based on the generated intermediate data, the generated first component value corresponding to the first frequency band generated using the first distinct neural network among the plurality of distinct neural networks of the second neural network, and the generated second component value corresponding to the second frequency band generated using the second distinct neural network among the plurality of distinct neural networks of the second neural network.