Predicting Forecasting Uncertainty
AssigneeCiena Corporation
InventorsPetar Djukic, Ivan Radovic
Life of this patent
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Abstract
Systems and methods for receiving a time-series that includes a historical or current observation and determining future points of the time-series utilizing a forecasting deep neural network (DNN) to analyze the time-series and determining an uncertainty of the future points utilizing an uncertainty DNN to analyze the time-series and future points. The output would include providing the future points of the time-series and the uncertainty data. The steps further include training the forecasting DNN with historical data and training the uncertainty DNN with the trained forecasting DNN utilizing a residual of an estimate from the forecasting DNN and actual data.
Claims20
A method comprising steps of:
- receiving a time-series that includes a historical or current observation;
- determining future points of the time-series utilizing a forecasting deep neural network (DNN) to analyze the time-series;
- determining an uncertainty of the future points utilizing an uncertainty DNN to analyze the time-series;
- and
- providing the future points of the time-series and the uncertainty.
A non-transitory computer-readable medium configured to store a program executable by a processing system, the program including instructions configured to cause the processing system to perform steps of:
- receiving a time-series that includes a historical or current observation;
- determining future points of the time-series utilizing a forecasting deep neural network (DNN) to analyze the time-series;
- determining an uncertainty of the future points utilizing an uncertainty DNN to analyze the time-series;
- and
- providing future points of the time-series and the uncertainty.
A computing system comprising:
- a processing device and memory comprising instructions that, when executed, cause the processing device to
- receive a time-series that includes a historical or current observation,
- determine future points of the time-series utilizing a forecasting deep neural network (DNN) to analyze the time-series,
- determine an uncertainty of the future points utilizing an uncertainty DNN to analyze the time-series, and
- provide future points of the time-series and the uncertainty.
Dependencies are inferred from the claim text.