The Bank of New York Mellon Corporation

Ibrahim F Ghalyan

Methods and systems are disclosed for generating optimal data predictions in time series data signals based on empirically-optimized model selection, noise filtering, and window size selection using machine learning models. For example, the system may receive a first subset of time series data. The system may receive a prediction horizon. The system may generate a feature input based on the first subset of time series data and the prediction horizon. The system may input the feature input into a machine learning model, wherein the machine learning model includes multiple components. The system may receive an output from the machine learning model. The system may generate for display, on a user interface, a prediction for the first subset of time series data at the prediction horizon based on the output.

Systems and methods for generating optimal data predictions in real-time for time series data signals

The systems and methods provide a machine learning model that can exploit long time dependency for time-series sequences, perform end-to-end learning of dimension reduction and clustering, or train on long time-series sequences with low computation complexity. For example, the methods and systems use a novel, unsupervised temporal representation learning model. The model may generate cluster-specific temporal representations for long-history time series sequences and may integrate temporal reconstruction and a clustering objective into a joint end-to-end model.

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New York, NY, United States of America

Ibrahim F Ghalyan