SYSTEM AND METHOD FOR ON-LINE ADAPTIVE PREDICTION USING DYNAMIC MANAGEMENT OF MULTIPLE SUB-MODELS

摘要

Predictive models are widely used for tasks in many domains. The present invention addresses the problem of prediction of non-stationary processes by dynamical ly managing multiple models. The system comprises a model assessor, a model adapter, a plurality of sub-models, a plurality of model combiner functions, training data that is used to estimat e model parameters, and test data that is used to test for change points. Two processes are describe d, one for handling data updates and another that addresses prediction requests.