Neural network system for time series data prediction
First Claim
1. A neural network system for processing time series data to calculate predicted time series values, comprising:
- an input unit for receiving analyzed data obtained by multiresolution analysis of the time series data, the analyzed data including data for different levels of analysis, from a highest level of analysis to a lowest level of analysis, the different levels of analysis indicating different frequency characteristics of the time series data; and
a processing unit including an input processing layer for generating first output data by operating on the analyzed data for the highest level of analysis to obtain an output value for the highest level of analysis, then obtaining an output value for each level of analysis in a descending series of levels by operating, at each level of analysis in the descending series of levels, on the analyzed data of the each level of analysis and the output value obtained at the next higher level of analysis in the descending series of levels;
the predicted time series values being derived from the first output data.
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Abstract
A neural network system for predicting time series data. The system receives analyzed data obtained by multiresolution analysis of the time series data. The input processing layer of the system includes a series of neurons corresponding to the different levels of analysis, each neuron receiving the analyzed data for it own level. The output of each of these neurons is supplied as an additional input to the neuron for the next lower level of analysis. A predicted value is derived from the output of the neuron at the lowest level. The passing of results from one level to another improves prediction accuracy and simplifies the structure of any further processing layers.
11 Citations
16 Claims
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1. A neural network system for processing time series data to calculate predicted time series values, comprising:
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an input unit for receiving analyzed data obtained by multiresolution analysis of the time series data, the analyzed data including data for different levels of analysis, from a highest level of analysis to a lowest level of analysis, the different levels of analysis indicating different frequency characteristics of the time series data; and a processing unit including an input processing layer for generating first output data by operating on the analyzed data for the highest level of analysis to obtain an output value for the highest level of analysis, then obtaining an output value for each level of analysis in a descending series of levels by operating, at each level of analysis in the descending series of levels, on the analyzed data of the each level of analysis and the output value obtained at the next higher level of analysis in the descending series of levels; the predicted time series values being derived from the first output data. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16)
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Specification