Processing time-varying data streams using sparse predictive hierarchies

A method for processing streams of time-varying data, the method comprising:

• providing first through N-th processing stages, each ith processing stage (i=1 to N) of the first through N-th processing stages including an encoder and a respective decoder;
• by the encoder in each i-th processing stage,
• receiving, by an input of the encoder, a respective stream of time-varying data as a sequence of input values, and
• providing, by an output of the encoder, a respective encoded stream of time-varying data as a sequence of encoded values, the encoder generating each encoded value based upon both (1) a current input value of the stream of time-varying data received by that encoder and (2) a set of previous input values of the stream of time-varying data received by that encoder, the encoder of each i-th processing stage except the N-th processing stage providing its encoded values to the encoder of the (i+1)-th processor stage, the input of the encoder of the first processing stage receiving an overall processing input;
• by the decoder of each i-th processing stage,
• receiving, by an input of the decoder, the sequence of encoded values generated by the respective encoder;
• and
• generating, by the decoder, a sequence of predictions of each next input value that will be received by the input of the respective encoder, the decoder of each i-th processing stage except the first processing stage providing the respective predictions as feedback to the decoder of the (i−1)-th processing stage, the decoder of the first processing stage providing an overall processing output.

A computer program product including a set of non-transitory, computer-readable media having instructions which, when executed by control circuitry of a computerized apparatus, cause the control circuitry to perform a method for processing streams of time-varying data, the method comprising:

• providing first through N-th processing stages, each ith processing stage (i=1 to N) of the first through N-th processing stages including an encoder and a respective decoder;
• by the encoder in each i-th processing stage,
• receiving, by an input of the encoder, a respective stream of time-varying data as a sequence of input values, and
• providing, by an output of the encoder, a respective encoded stream of time-varying data as a sequence of encoded values, the encoder generating each encoded value based upon both (1) a current input value of the stream of time-varying data received by that encoder and (2) a set of previous input values of the stream of time-varying data received by that encoder, the encoder of each i-th processing stage except the N-th processing stage providing its encoded values to the encoder of the (i+1)-th processor stage, the input of the encoder of the first processing stage receiving an overall processing input;
• by the decoder of each i-th processing stage, receiving, by an input of the decoder, the sequence of encoded values generated by the respective encoder;
• and
• generating, by the decoder, a sequence of predictions of each next input value that will be received by the input of the respective encoder, the decoder of each i-th processing stage except the first processing stage providing the respective prediction as feedback to the decoder of the (i−1)-th processing stage, the decoder of the first processing stage providing an overall processing output.