Methods and systems to extract signals from large and imperfect datasets
US11941645B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Jan 26, 2023 |
| Grant date | Mar 26, 2024 |
| Priority date | — |
| Expiry date | Jan 26, 2043 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/08
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method for improving processing of data from a plurality of data sources by extracting signals from data sets includes retrieving the data from the plurality of data sources, generating a correlation matrix or a covariance matrix based on the retrieved data, performing an eigenvalue decomposition on the correlation matrix or the covariance matrix to determine a set of eigenvector loadings, and converting a result of the eigenvalue decomposition into an indicator of a common signal among the retrieved data. Converting the result of the eigenvalue decomposition into the indicator of the common signal includes applying a loading from the set of eigenvector loadings as a weight to at least one corresponding observation in the retrieved data from the plurality of data sources, and recursively repeating the steps of retrieving, generating, performing, and converting.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.