IP Library Granted Patent US 10,884,894
Granted Patent B2
US 10,884,894 · App. 16/405,989 · Granted Jan 5, 2021

Systems and methods for synthetic data generation for time-series data using data segments

Inventors: Austin Walters (Savoy, IL); Mark Watson (Urbana, IL); Anh Truong (Champaign, IL); Jeremy Goodsitt (Champaign, IL); Reza Farivar (Champaign, IL); Kate Key (Effingham, IL); Vincent Pham (Champaign, IL); Galen Rafferty (Mahomet, IL)
Assignee: Capital One Services, LLC
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Quick Facts
Patent No.
US 10,884,894
App. No.
16/405,989
Granted
Jan 5, 2021
Kind
B2
Abstract

Systems and methods for generating synthetic data are disclosed. For example, a system may include one or more memory units storing instructions and one or more processors configured to execute the instructions to perform operations. The operations may include receiving a dataset including time-series data. The operations may include generating a plurality of data segments based on the dataset, determining respective segment parameters of the data segments, and determining respective distribution measures of the data segments. The operations may include training a parameter model to generate synthetic segment parameters. Training the parameter model may be based on the segment parameters. The operations may include training a distribution model to generate synthetic data segments. Training the distribution model may be based on the distribution measures and the segment parameters. The operations may include generating a synthetic dataset using the parameter model and the distribution model and storing the synthetic dataset.

Claims (78)

1. A system for generating synthetic data, comprising:

one or more memory units storing instructions; and

one or more processors that execute the instructions to perform operations comprising:

receiving a dataset comprising time-series data;

generating a plurality of data segments based on the dataset;

determining respective segment parameters of the data segments;

determining respective distribution measures of the data segments;

training a parameter model to generate synthetic segment-parameters comprising bounding box parameters, the training being based on the segment parameters, wherein the bounding box parameters include a minimum value, a maximum value, a start value, and an end value;

training a distribution model to generate synthetic data-segments, the training being based on the distribution measures and the segment parameters;

generating a synthetic dataset using the parameter model and the distribution model;

storing the synthetic dataset; and

determining performance of the parameter model based on the synthetic dataset.

2. The system of claim 1 , wherein generating the synthetic dataset comprises:

generating, via the parameter model, a series of synthetic segment-parameters; and

generating, via the distribution model, a series of synthetic data-segments based on the series of synthetic segment-parameters.

3. The system of claim 1 , wherein:

the operations further comprise generating the parameter model; and

training the parameter model is based on generating the parameter model.

4. The system of claim 1 , wherein:

the operations further comprise generating the distribution model; and

training the distribution model is based on generating the distribution model.

5. The system of claim 1 , wherein generating data segments is based on a predetermined segment size.

6. The system of claim 1 , wherein generating data segments comprises determining a segment size based on a statistical measure of the dataset.

7. The system of claim 1 , wherein the segment parameters comprise a minimum value, a maximum value, a start value, and an end value.

8. The system of claim 1 , wherein the distribution measures include at least one of a variance, a standard deviation, or a regression result of a time-dependent function.

9. The system of claim 1 , wherein the parameter model comprises at least one of a recurrent neural network model or a long short-term memory model.

10. The system of claim 1 , wherein the distribution model comprises a multilayer perceptron model, a convolutional neural network model, or a sequence-to-sequence model.

11. The system of claim 1 , wherein training the distribution model comprises:

training the distribution model to generate synthetic segment-data;

determining synthetic distribution-measures of the synthetic data-segments;

determining a performance metric based on the distribution measures and the synthetic distribution-measures; and

terminating training of the distribution model based on the performance metric satisfying a criterion.

12. The system of claim 1 , wherein training the parameter model is based on an autocorrelation of the segment parameters.

13. The system of claim 1 , the operations further comprising:

generating a data profile of the dataset; and

storing the parameter model in a data index based on the data profile.

14. The system of claim 1 , the operations further comprising:

generating a data profile of the dataset; and

storing the distribution model in a data index based on the data profile.

15. The system of claim 1 , wherein:

the dataset comprises multidimensional time-series data;

the data segments comprise multidimensional data segments; and

the segment parameters comprise multidimensional segment parameters.

16. The system of claim 15 , wherein:

the operations further comprise determining a correlation of two or more dimensions of the segment parameters; and

training the parameter model is based on the correlation.

17. The system of claim 1 , wherein:

receiving the dataset comprises receiving the dataset from a client device; and

the operations further comprise transmitting the synthetic dataset to the client device.

18. The system of claim 1 , wherein receiving the dataset comprises receiving the dataset at a cloud service.

19. A method for generating synthetic data, the method comprising:

receiving a dataset comprising time-series data;

generating a plurality of data segments based on the dataset;

determining respective segment parameters of the data segments;

determining respective distribution measures of the data segments;

training a parameter model to generate synthetic segment-parameters comprising a time series of bounding box parameters, the training being based on the segment parameters, wherein the bounding box parameters include a minimum value, a maximum value, a start value, and an end value;

training a distribution model to generate synthetic data-segments, the training being based on the distribution measures and the data segment parameters;

generating a synthetic dataset using the parameter model and the distribution model;

storing the synthetic dataset; and

determining performance of the parameter model based on the synthetic dataset.

20. A system for generating synthetic data, comprising:

one or more memory units storing instructions; and

one or more processors that execute the instructions to perform operations comprising:

receiving a dataset comprising time-series data;

generating a data profile of the dataset;

generating a plurality of data segments based on the dataset;

determining respective segment parameters of the data segments, the segment parameters comprising a minimum value, a maximum value, a start value, and an end value;

determining respective distribution measures of the data segments;

generating a parameter model based on the dataset;

training the parameter model to generate synthetic segment-parameters comprising a time series of bounding box parameters, the training being based on the segment parameters, wherein the bounding box parameters include a minimum value, a maximum value, a start value, and an end value;

generating a distribution model based on the dataset;

training the distribution model to generate synthetic data-segments, the training being based on the distribution measures and the data segment parameters;

generating a synthetic dataset by:

generating, via the parameter model, a series of synthetic segment-parameters; and

generating, via the distribution model, a series of synthetic data-segments based on the series of synthetic segment-parameters;

storing the synthetic dataset;

storing the parameter model and the distribution model in a data index based on the data profile; and

determining performance of the parameter model based on the synthetic dataset.

Assignments (1)
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded May 7, 2019
From: WALTERS, AUSTIN; WATSON, MARK; TRUONG, ANH; GOODSITT, JEREMY; FARIVAR, REZA; KEY, KATE; PHAM, VINCENT; RAFFERTY, GALEN
To: CAPITAL ONE SERVICES, LLC
Reel/Frame 049106/0969 →
Continuity (2)
Provisional Application 62694968 · Jul 6, 2018
Related Publication 20200012902A1 · Jan 9, 2020
Cited By (2)
US 12,380,122 US 12,406,183