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.
Patent No.:
Date of Patent:
Apr. 25, 2000
Filed:
Oct. 17, 1997
Alexandros Biliris, Chatham, NJ (US);
Christos N Faloutsos, Silver Spring, MD (US);
Hosagrahar Visvesvaraya Jagadish, Berkeley Heights, NJ (US);
Theodore Johnson, New York, NY (US);
Nikolaos Dimitrios Sidriopoulos, Charlottesville, VA (US);
Byoung-Kee Yi, Greenbelt, MD (US);
AT&T Corp., New York, NY (US);
University of Maryland, College Park, MD (US);
Abstract
An analyzer system that analyzes a plurality of co-evolving time sequences to, for example, perform correlation or outlier detection on the time sequences. The plurality of co-evolving time sequences comprise a delayed time sequence and one or more known time sequences. A goal is to predict the delayed value given the available information. The plurality of time sequences have a present value and (N-1) past values, where N is the number of samples (time-ticks) of each time sequence. The analyzer system receives the plurality of co-evolving time sequences and determines a window size ('w'). The analyzer then assigns the delayed time sequence as a dependent variable and the present value of a subset of the known time sequences, and the past values of the subset of known time sequences and the delayed time sequence, as a plurality of independent variables. Past values delayed by up to 'w' steps are considered. The analyzer then forms an equation comprising the dependent variable and the independent variables, and then solves the equation using a least squares method. The delayed time sequence is then determined using the solved equation.