Time series prediction method and time series prediction circuit
AssigneeRealtek Semiconductor Corp.
InventorsWen-Shan Wang, Kuang-Yen Li
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Abstract
The present invention provides a time series prediction method, wherein the time series prediction method includes the steps of: inputting a time series into a plurality of models to generate a plurality of predicted time series, respectively; using the plurality of models to calculate a plurality of uncertainty parameters, wherein the plurality of uncertainty parameters correspond to the plurality of predicted time series, respectively; determining a weight of each predicted time series according to the plurality of uncertainty parameters; and referring to the weight of each predicted time series to perform a weighting operation upon the plurality of predicted time series to generate a final predicted time series.
Claims12
A time series prediction method, comprising:
- (a) inputting a time series into a plurality of models to generate a plurality of predicted time series, respectively;
- (b) using the plurality of models to calculate a plurality of uncertainty parameters, wherein the plurality of uncertainty parameters correspond to the plurality of predicted time series, respectively;
- (c) determining a weight of each predicted time series according to the plurality of uncertainty parameters;
- and
- (d) referring to the weight of each predicted time series to perform a weighting operation upon the plurality of predicted time series to generate a final predicted time series.
A time series prediction circuit, comprising:
- a plurality of prediction circuits, configured to use a plurality of models to process a time series to generate a plurality of predicted time series, respectively, and use the plurality of models to calculate a plurality of uncertainty parameters corresponding to the plurality of predicted time series;
- and
- a calculation circuit, coupled to the plurality of prediction circuits, configured to determine a weight of each predicted time series according to the plurality of uncertainty parameters, and refer to the weight of each predicted time series to perform a weighting operation on the plurality of predicted time series to generate a final predicted time series.
Dependencies are inferred from the claim text.