Inertial Auto-Encoder for Time-Series Prediction

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Solution Overview

Problem

Current machine learning techniques for time-series prediction, such as neural networks, face challenges in accurately modeling motor intent and preserving transformations invariance, leading to inefficiencies in computation and energy usage.

Innovation Solution

The use of inertial auto-encoders with transformation-invariant encoding and feedback mechanisms, which include encoding layers and pooling layers to reduce dimensionality and preserve invariants, allowing for accurate prediction of future motor intents by abstracting high-level transformations and feeding back detailed predictions.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Measurement precision

If neural networks are used for time-series prediction, then predictive analysis capability is improved, but computational complexity and energy usage increase

Engineering Contradiction:
Improveprediction accuracyVSAvoidcomputational complexity
Core Design Contradiction:
Measurement precisionVSDevice complexity

Solution Approach 1:

The computational network is divided into multiple encoding layers (first encoding layer, second encoding layer, third encoding layer) that process data hierarchically. Each layer extracts features at different levels of abstraction, reducing the computational burden on any single layer while maintaining overall prediction accuracy.

Inventive Principle:
Principle #1Segmentation

Solution Approach 2:

The network transforms time-series data through multiple dimensional transformations across different encoding layers. By projecting data into higher-dimensional feature spaces and then reconstructing it, the system achieves accurate predictions while distributing computational work across dimensional transformations rather than brute-force computation.

Inventive Principle:
Principle #17Another dimension (Dimensionality change)

2Adaptability or versatility

If transformation-invariant encoding is implemented, then invariance to transformations is improved, but device complexity increases

Engineering Contradiction:
Improveinvariance to transformationsVSAvoidnetwork structure complexity
Core Design Contradiction:
Adaptability or versatilityVSDevice complexity

Solution Approach 1:

The encoding layers are designed to perform multiple functions simultaneously: feature extraction, transformation invariance learning, and dimensionality reduction. This multi-functionality allows the network to achieve transformation invariance without requiring separate dedicated modules for each function, thereby reducing overall structural complexity.

Inventive Principle:
Principle #6Universality (Multi-functionality)

Solution Approach 2:

The network incorporates feedback mechanisms where predicted future inputs are fed back through the encoding layers to refine the learned transformations. This feedback loop enables the system to adaptively learn invariant transformations while maintaining a relatively simple network structure through iterative optimization rather than complex architectural design.

Inventive Principle:
Principle #23Feedback

3Measurement precision

If detailed future predictions are fed back through the network, then prediction accuracy is improved, but energy usage increases

Engineering Contradiction:
Improveprediction accuracyVSAvoidenergy usage
Core Design Contradiction:
Measurement precisionVSUse of energy by moving object

Solution Approach 1:

The network performs preliminary encoding and feature extraction in the earlier layers before final prediction is made. By preprocessing and compressing the data through multiple encoding layers beforehand, the system reduces the energy required for the final prediction step while maintaining accuracy through the accumulated feature representations.

Inventive Principle:
Principle #10Preliminary action

Solution Approach 2:

The network extracts only the most relevant features and transformations at each encoding layer, discarding redundant information. This selective extraction reduces the amount of data that needs to be processed and fed back through the network, thereby reducing energy consumption while preserving the essential information needed for accurate predictions.

Inventive Principle:
Principle #2Taking out (Extraction)

Data Source

PatentUS10839316B2Systems and methods for learning and predicting time-series data using inertial auto-encoders
Publication Date: 2020.11.17 GOLDMAN SACHS & CO LLC
  • US10839316B2 patent drawing
  • US10839316B2 patent drawing
  • US10839316B2 patent drawing

AI summary

A method includes using a computational network to learn and predict time-series data. The computational network is configured to receive the time-series data and perform transformation-invariant encoding of the time-series data. The computational network includes one or more encoding layers. The method also includes feeding back future predictions of the time-series data through inertial adjustments of transformations. The inertial adjustments preserve the invariants in the computational network. The computational network could further include one or more pooling layers each configured to reduce dimensionality of data, where the one or more pooling layers provide the transformation invariance for the encoding.