Random Forest Classifier Temporal Feature Preprocessing

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Solution Overview

Problem

Random forest classifiers are limited in their ability to make predictions based on future points in time-series data due to their lack of awareness of temporal characteristics, making it difficult to accurately forecast management transformations in applications related to management arrangements.

Innovation Solution

The system preprocesses feature vectors by indexing them by time, using techniques such as statistical transformations, detrending, and time delay embedding, to enable random forest classifiers to account for temporal correlations, allowing for predictions beyond current time points.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Ease of operation

If random forest classifiers are used for classification, then model simplicity and ease of operation are improved, but the ability to make predictions based on future points in time-series data deteriorates

Engineering Contradiction:
Improveease of use of random forest classifierVSAvoidprediction accuracy for future time points
Core Design Contradiction:
Ease of operationVSReliability

Solution Approach 1:

The patent applies preliminary action by pre-processing time-series data to create lag features and rolling statistics before feeding them to the random forest classifier. This prepares the data in advance to contain temporal information, allowing the classifier to make future predictions without requiring complex temporal reasoning capabilities.

Inventive Principle:
Principle #10Preliminary action

Solution Approach 2:

The patent introduces an intermediary pre-processing layer that transforms raw time-series data into features with explicit temporal characteristics. This intermediary step bridges the gap between the simple random forest classifier and the complex temporal patterns in the data, enabling accurate future predictions while maintaining classifier simplicity.

Inventive Principle:
Principle #24Intermediary (Mediator)

2Productivity

If random forest classifiers treat observations as independent and identically distributed, then computational efficiency is improved, but the ability to account for serial dependence in time-series data deteriorates

Engineering Contradiction:
Improveprocessing speed of random forest classifierVSAvoidaccounting for temporal correlations
Core Design Contradiction:
ProductivityVSReliability

Solution Approach 1:

The patent pre-computes temporal features such as lagged values and rolling statistics before classification. This preliminary action embeds temporal correlation information into the feature set, allowing the independent random forest classifier to effectively account for serial dependence without sacrificing computational efficiency.

Inventive Principle:
Principle #10Preliminary action

Solution Approach 2:

The patent transforms the time-series data by creating new parameters (lag features, rolling means, rolling standard deviations) that capture temporal correlations. This parameter transformation allows the classifier to work with independent features while the features themselves encode the temporal dependencies.

Inventive Principle:
Principle #35Parameter changes

3Device complexity

If feature vectors are not indexed by time, then model complexity is reduced, but the ability to make predictions for future time periods deteriorates

Engineering Contradiction:
Improvecomplexity of feature vector structureVSAvoidprediction capability for future periods
Core Design Contradiction:
Device complexityVSReliability

Solution Approach 1:

The patent segments the time-series data into fixed-length windows and creates features within each window. This segmentation approach maintains manageable feature vector complexity while enabling predictions for future time periods by training on historical windows and applying to future windows.

Inventive Principle:
Principle #1Segmentation

Solution Approach 2:

The patent adds a temporal dimension to the feature vectors by including time-indexed features and lag features. This dimensional extension allows the model to capture temporal patterns while maintaining a structured feature vector format that doesn't excessively increase complexity.

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

Data Source

PatentUS11775887B2Methods and systems for processing data having varied temporal characteristics to generate predictions related to management arrangements using random forest classifiers
Publication Date: 2023.10.03 UBS BUSINESS SOLUTIONS AG
  • US11775887B2 patent drawing
  • US11775887B2 patent drawing
  • US11775887B2 patent drawing

AI summary

Methods and systems are described for processing data having varied temporal characteristics to generate predictions related to management arrangements using random forest classifiers. For example, the system may receive first data related to a first management arrangement of a first entity and a second management arrangement of a second entity. The system may receive an output from the random forest classifier related to a predicted second management transformation. The system may then generate for display, in a user interface, a prediction based on the predicted second management transformation.