On-line autoregressive prediction in time series with delayed disclosure and monitor systems using same
AssigneeXerox Corporation
InventorsJean-Marc Andreoli, Marie-Luise Schneider
Life of this patent
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AssigneeXerox Corporation
InventorsJean-Marc Andreoli, Marie-Luise Schneider
Estimating the term…
An apparatus operating on a time sequence of events includes an event handling module configured to generate a predicted label for a current observed event of the time sequence of events and a true label handling module configured to process a true label revealed for an observed event of the time sequence of events. The event handling module and the true label handling module cooperatively model stochastic dependence of a true label for the current observed event based on the time sequence of events and revealed true labels for the past observed events of the time sequence of events. The event handling module and the true label handing module operate asynchronously. The event handling module and the true response handling module suitably operate as one or more digital processors.
An apparatus operating on a time sequence of events, the apparatus comprising:
A non-transitory computer readable storage medium storing instructions executable on a digital processor to perform a method of modeling stochastic dependence of a true label of a current observed event of a time sequence of events using an autoregressive model of order r wherein the method includes performing an operation (i) comprising adding a node corresponding to a current observed event to the autoregressive model and generating a predicted label for the current observed event using the autoregressive model and performing an operation (ii) comprising removing a node of the autoregressive model corresponding to a past observed event for which a true label is revealed and propagating information of the removed node to other nodes of the autoregressive model, wherein the operations (i) and (ii) are performed asynchronously.
A method operating on a time sequence of events, the method comprising:
Dependencies are inferred from the claim text.