Massachusetts Institute of Technology

Anish Agarwal

Devavrat D Shah

Dennis Shen

Muhammad Amjad

A computer-implemented method includes: identifying, from first and second data, interventions common to a target unit and one or more of a plurality of donor units as filtered donor units, the first data corresponding to the target unit under one or more interventions, the second data corresponding to the plurality of donor units each under one or more interventions; identifying, from the first data, third data corresponding to the target unit under the common interventions; identifying, from the second data, fourth data corresponding to the filtered donor units under the common interventions; identifying, from the second data, fifth data corresponding to the filtered donor units under a subject intervention; generating, from the third and fourth data, a learned model representing to a relationship between the target unit and the filtered donor units; applying the learned model to the fifth data to generate the synthetic data; and outputting the synthetic data.

Systems and methods for synthetic interventions

A system and method model a time series from missing data by imputing missing values, denoising measured but noisy values, and forecasting future values of a single time series. A time series of potentially noisy, partially-measured values of a physical process is represented as a non-overlapping matrix. For several classes of common model functions, it can be proved that the resulting matrix has a low rank or approximately low rank, allowing a matrix estimation technique, for example singular value thresholding, to be efficiently applied. Applying such a technique produces a mean matrix that estimates latent values, of the physical process at times or intervals corresponding to measurements, with less error than previously known methods. These latent values have been denoised (if noisy) and imputed (if missing). Linear regression of the estimated latent values permits forecasting with an error that decreases as more measurements are made.

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Cambridge, MA, United States of America

Anish Agarwal