Invention Grant
US08478710B2 On-line autoregressive prediction in time series with delayed disclosure and monitor systems using same 有权
具有延迟披露的时间序列在线自回归预测和使用相同的监视系统

On-line autoregressive prediction in time series with delayed disclosure and monitor systems using same
Abstract:
An apparatus operating on a time sequence of events includes an event handling module configured to generate a predicted label for a current observed event of the time sequence of events and a true label handling module configured to process a true label revealed for an observed event of the time sequence of events. The event handling module and the true label handling module cooperatively model stochastic dependence of a true label for the current observed event based on the time sequence of events and revealed true labels for the past observed events of the time sequence of events. The event handling module and the true label handing module operate asynchronously. The event handling module and the true response handling module suitably operate as one or more digital processors.
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