System and method for on-line adaptive prediction using dynamic management of multiple sub-models
US6937966B1 · kind B1 · utility
36Cited by
13References
18Claims
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Key dates
| Filing date | Jun 9, 2000 |
| Grant date | Aug 30, 2005 |
| Priority date | — |
| Expiry date | Aug 17, 2022 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q10/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Predictive models are widely used for tasks in many domains. The present invention addresses the problem of prediction of non-stationary processes by dynamically managing multiple models. The system comprises a model assessor, a model adapter, a plurality of sub-models, a plurality of model combiner functions, training data that is used to estimate model parameters, and test data that is used to test for change points. Two processes are described, one for handling data updates and another that addresses prediction requests.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.