Generating synthetic time series datasets having change points
AssigneeCapital One Services, LLC
InventorsJustin ESSERT, Zhengqing LIU, Vannia GONZALEZ MACIAS, Pratik GANDHI, Michael LANGFORD
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AssigneeCapital One Services, LLC
InventorsJustin ESSERT, Zhengqing LIU, Vannia GONZALEZ MACIAS, Pratik GANDHI, Michael LANGFORD
Estimating the term…
Methods and systems are described herein for facilitating generation of synthetic datasets having a change point. The system may receive a command to generate a synthetic time series dataset. The system may generate data points for components of the synthetic dataset, the components including a seasonality function, a trend function, and a noise function. The system may modify the trend function to a different trend function by modifying a level or a slope of the trend function. The system may generate a change point by replacing a subset of consecutive data points generated using the trend function with consecutive data points generated using the different trend function. The system may then generate the synthetic time series dataset having a change point by combining the seasonality data points, the trend data points, and the noise data points into corresponding time slots of the synthetic time series dataset.
A system for generating synthetic time series datasets having change points, the system comprising:
A method comprising:
One or more non-transitory, computer-readable media storing instructions that, when executed by one or more processors, cause operations comprising:
Dependencies are inferred from the claim text.