System and method of modeling irregularly sampled temporal data using Kalman filters

System and method of modeling irregularly sampled temporal data using Kalman filters

Systems and methods of modeling irregularly sampled time series signals with unknown temporal dynamics are disclosed wherein a temporal difference variable (TDV) is introduced to model irregular time differences between subsequent measurements. A hierarchical model is designed comprising two linear...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Sengupta, Abhishek, Sinclair, Katerina, Rajan, Vaibhav, Fullerton, Stephen, Shukla, Satya Narayan, Prasad, Prathosh Aragulla
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
COMPUTING
COUNTING
ELECTRIC DIGITAL DATA PROCESSING
HANDLING RECORD CARRIERS
PHYSICS
PRESENTATION OF DATA
RECOGNITION OF DATA
RECORD CARRIERS
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Beschreibung
Zusammenfassung:Systems and methods of modeling irregularly sampled time series signals with unknown temporal dynamics are disclosed wherein a temporal difference variable (TDV) is introduced to model irregular time differences between subsequent measurements. A hierarchical model is designed comprising two linear dynamical systems that model the effects of evolving TDV on temporal observations. All the parameters of the model, including the temporal dynamics, are statistically estimated using historical data.