Time-series trend estimating system and method using column-structured recurrent neural network
First Claim
1. A time-series trend estimating system for use in an information processing apparatus for estimating a change trend of data which changes with time, comprising:
- input means for inputting time-series data;
neural network means for outputting an internal state including information about past time-series data, comprising a column-structured recurrent neural network including at least one independent column with a context layer;
estimated value generating means for obtaining an occurrence probability of a candidate for an estimated value according to the internal state, and obtaining a most probably candidate as the estimated value; and
output means for outputting the estimated value as an estimation result of unknown data.
1 Assignment
0 Petitions
Accused Products
Abstract
Each neural element of a column-structured recurrent neural network generates an output from input data and recurrent data provided from a context layer of a corresponding column. One or more candidates for an estimated value is obtained, and an occurrence probability is computed using an internal state by solving an estimation equation determined by the internal state output from the neural network. A candidate having the highest occurrence probability is an estimated value for unknown data. Thus, the internal state of the recurrent neural network is explicitly associated with the estimated value for data, and a data change can be efficiently estimated.
50 Citations
21 Claims
-
1. A time-series trend estimating system for use in an information processing apparatus for estimating a change trend of data which changes with time, comprising:
-
input means for inputting time-series data; neural network means for outputting an internal state including information about past time-series data, comprising a column-structured recurrent neural network including at least one independent column with a context layer; estimated value generating means for obtaining an occurrence probability of a candidate for an estimated value according to the internal state, and obtaining a most probably candidate as the estimated value; and output means for outputting the estimated value as an estimation result of unknown data. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16)
-
-
17. A time-series trend estimating system comprising:
-
input means for receiving time-series data which changes with time; neural network means for storing an internal state representing information about a probability in which a probability distribution relating to a discrete value of the time-series data is selected; and estimated value output means for obtaining an estimated value having a high occurrence probability using the internal state, and outputting the estimated value as an estimation result.
-
-
18. A computer-readable storage medium used by a computer for estimating a change trend of data which changes with time, and used to direct the computer to perform the steps of:
-
inputting time-series data; obtaining an internal state including information about past time-series data using a column-structured recurrent neural network having at least one independent column with a context layer; obtaining an occurrence probability of a candidate for an estimated value using the internal state, and obtaining a candidate having a highest probability as the estimated value; and estimating unknown data based on the estimated value. - View Dependent Claims (19)
-
-
20. A time-series trend estimating method of estimating a change trend of data which changes with time, comprising the steps of:
-
measuring time-series data; obtaining an internal state including information about past time-series data through a column-structured recurrent neural network having at least one independent column with a context layer; obtaining an occurrence probability of a candidate for an estimated value using the internal state; setting a candidate having a highest probability as the estimated value; and estimating unknown data based on the estimated value. - View Dependent Claims (21)
-
Specification