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:
Jun. 02, 1998

Filed:

Jun. 16, 1997
Applicant:
Inventors:

Stephen Robert Lawrence, Queensland, AU;

C Lee Giles, Lawrenceville, NJ (US);

Assignee:

NEC Research Institute, Inc., Princeton, NJ (US);

Attorney:
Primary Examiner:
Assistant Examiner:
Int. Cl.
CPC ...
G06F / ;
U.S. Cl.
CPC ...
395 23 ; 395 22 ; 705 10 ; 705 35 ;
Abstract

A method and apparatus for the prediction of time series data, specifically, the prediction of a foreign currency exchange rate. The method disclosed transforms the time series data into a difference of a series, compresses the transformed data using a log transformation, converts the compressed data into symbols, and subsequently trains one or more neural networks on the symbols such that a prediction is generated. Alternative embodiments demonstrate the conversion by a self-organizing map and training by a recurrent neural network.


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