The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.

The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.

Date of Patent:
Apr. 19, 2022

Filed:

Oct. 11, 2018
Applicant:

International Business Machines Corporation, Armonk, NY (US);

Inventor:

Hiroshi Kajino, Tokyo, JP;

Attorneys:
Primary Examiner:
Int. Cl.
CPC ...
G06N 5/02 (2006.01); G06F 17/10 (2006.01); H04L 25/03 (2006.01); G06F 16/35 (2019.01); G06N 7/08 (2006.01); G06F 11/07 (2006.01); G06N 20/00 (2019.01); G06N 5/00 (2006.01);
U.S. Cl.
CPC ...
G06N 7/08 (2013.01); G06F 11/0736 (2013.01); G06F 11/0751 (2013.01); G06F 11/0787 (2013.01); G06N 5/00 (2013.01); G06N 20/00 (2019.01);
Abstract

Computer-implemented methods, computer program products, and systems are provided for multi-step ahead forecasting. A method includes configuring, by a processor device, a Vector Autoregression (VAR) model to generate a multi-step-ahead forecast based on previous observations. The previous observations are predictors and the multi-step-ahead forecast is a response to the predictors. The method further includes training, by the processor device, the VAR model using complex-valued weight parameters to avoid a training result relating to any of a divergence and a convergence to zero.


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