IP Library › Granted Patent US 12,164,525
Granted Patent B2
US 12,164,525 · App. 18/354,569 · Granted Dec 10, 2024

Systems and methods for aggregating time-series data streams based on potential state characteristics following aggregation

Inventors: Ernst Wilhelm Spannhake, II (Canal Winchester, OH); Thomas Francis Gianelle (Colleyville, TX); Milan Shah (Plano, TX)
Assignee: Citibank, N.A.
G06F16/24568G06F16/24556G06F16/2477G06F16/248G06F18/2321G06F18/2415
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Quick Facts
Patent No.
US 12,164,525
App. No.
18/354,569
Granted
Dec 10, 2024
Kind
B2
Abstract

Systems and methods are described herein for novel uses and/or improvements to data aggregation related to artificial intelligence applications, specifically applications related to aggregating time-series data. As one example, systems and methods are described herein for predicting effects when aggregating time-series data and modifying the one or more data streams used to populate a model profile and/or feed an artificial intelligence application with the time-series data.

Claims (100)

1. A system for aggregating time-series data streams based on potential state characteristics following aggregation, the system comprising:

one or more processors; and

one or more non-transitory machine readable media comprising instructions recorded thereon that when executed by the one or more processors cause operations comprising:

receiving a first model profile, wherein the first model profile is populated based on a first plurality of time-series data streams, and wherein the first model profile corresponds to a required state characteristic;

determining a first feature input based on the first model profile;

receiving a plurality of available time-series data streams;

generating training data comprising labeled feature inputs with known clusters using a historic data set having predetermined characteristics at a beginning or ending of a selected time period and a synthetically generated data set, wherein the synthetically generated data set is generated by resampling outlier events in the historic data set;

training, using the training data, a first neural network to classify labeled feature inputs with known clusters based on similarities between state characteristics in the labeled feature inputs and the known clusters;

using the first neural network to cluster the plurality of available time-series data streams into a first plurality of time-series data stream clusters by aggregating a subset of the plurality of available time-series data streams;

generating a synthetic profile corresponding to the first model profile;

retrieving the first plurality of time-series data stream clusters from the synthetic profile, wherein the first plurality of time-series data stream clusters is generated by the first neural network;

determining a second feature input based on the first plurality of time-series data stream clusters;

generating a plurality of respective feature inputs corresponding to each of the first plurality of time-series data stream clusters;

comparing the second feature input to the plurality of respective feature inputs;

determining, based on comparing the second feature input to the plurality of respective feature inputs, a first similarity metric between the first plurality of time-series data streams and each of the first plurality of time-series data stream clusters;

selecting a first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric exceeding a first similarity threshold;

generating a second time-series data stream cluster based on aggregating the first time-series data stream cluster and the first plurality of time-series data streams;

determining a first state characteristic for the second time-series data stream cluster;

comparing the first state characteristic to the required state characteristic; and

generating, at a user interface, a first recommendation for the first time-series data stream cluster based on comparing the first state characteristic to the required state characteristic.

2. A method for aggregating time-series data streams based on potential state characteristics following aggregation, the method comprising:

receiving a first model profile, wherein the first model profile is populated based on a first plurality of time-series data streams, and wherein the first model profile corresponds to a required state characteristic;

determining a first feature input based on the first model profile;

receiving a plurality of available time-series data streams;

generating training data comprising labeled feature inputs with known clusters using a historic data set having predetermined characteristics at a beginning or ending of a selected time period and a synthetically generated data set, wherein the synthetically generated data set is generated by resampling outlier events in the historic data set;

training, using the training data, a first neural network to classify the labeled feature inputs with the known clusters based on similarities between state characteristics in the labeled feature inputs and the known clusters;

using the neural network to cluster the plurality of available time-series data streams into a first plurality of time-series data stream clusters by aggregating a subset of the plurality of available time-series data streams;

retrieving the first plurality of time-series data stream clusters, wherein the first plurality of time-series data stream clusters is generated by the first neural network;

determining a second feature input based on the first plurality of time-series data stream clusters;

determining, based on the first feature input and the second feature input, a first similarity metric between the first plurality of time-series data streams and each of the first plurality of time-series data stream clusters;

selecting a first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric exceeding a first similarity threshold;

generating a second time-series data stream cluster based on aggregating the first time-series data stream cluster and the first plurality of time-series data streams;

determining a first state characteristic for the second time-series data stream cluster;

comparing the first state characteristic to the required state characteristic; and

generating, at a user interface, a first recommendation for the first time-series data stream cluster based on comparing the first state characteristic to the required state characteristic.

3. The method of claim 2 , wherein determining the first feature input based on the first model profile further comprises:

determining a vector array type corresponding to the first model profile; and

determining the first feature input based on the vector array type.

4. The method of claim 2 , wherein populating the first model profile based on the first plurality of time-series data streams further comprises:

receiving a first time stamp; and

determining respective values for each data stream of the first plurality of time-series data streams corresponding to the first time stamp, wherein each data stream comprises a plurality of values corresponding to different time stamps.

5. The method of claim 2 , wherein determining, based on the first feature input and the second feature input, the first similarity metric between the first plurality of time-series data streams and each of the first plurality of time-series data stream clusters further comprises:

retrieving a first criterion for determining the first similarity metric, wherein the first criterion is based on the first model profile;

retrieving a second criterion for determining the first similarity metric, wherein the second criterion is based on the required state characteristic; and

performing a multivariable analysis of the first plurality of time-series data streams and each of the first plurality of time-series data stream clusters based on the first criterion and the second criterion.

6. The method of claim 2 , wherein determining, based on the first feature input and the second feature input, the first similarity metric between the first plurality of time-series data streams and each of the first plurality of time-series data stream clusters further comprises:

selecting an algorithm from a plurality of algorithms for processing the first feature input and the second feature input;

selecting a second artificial intelligence model from a plurality of artificial intelligence models based on the algorithm; and

inputting the first feature input and the second feature input into the second artificial intelligence model to generate a first output, wherein the first output comprises the first similarity metric.

7. The method of claim 2 , wherein determining, based on the first feature input and the second feature input, the first similarity metric between the first plurality of time-series data streams and each of the first plurality of time-series data stream clusters further comprises:

generating a plurality of respective feature inputs corresponding to each of the first plurality of time-series data stream clusters; and

comparing the first feature input to the plurality of respective feature inputs.

8. The method of claim 2 , wherein determining the first state characteristic for the second time-series data stream cluster further comprises:

retrieving a normalization factor for the first plurality of time-series data streams; and

applying the normalization factor to the second time-series data stream cluster to generate the first state characteristic.

9. The method of claim 2 , wherein generating the second time-series data stream cluster based on aggregating the first time-series data stream cluster and the first plurality of time-series data streams further comprises:

retrieving a normalization factor for the first plurality of time-series data streams;

applying the normalization factor to the first time-series data stream cluster to generate a normalized time-series data stream cluster; and

aggregating the normalized time-series data stream cluster and the first plurality of time-series data streams to generate the second time-series data stream cluster.

10. The method of claim 2 , wherein selecting the first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric exceeding the first similarity threshold further comprises:

determining a profile characteristic for the first model profile; and

determining the first similarity threshold based on the profile characteristic.

11. The method of claim 2 , wherein selecting the first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric exceeding the first similarity threshold further comprises:

determining the first similarity threshold based on a minimum amount of similarity required between the first time-series data stream cluster from the first plurality of time-series data stream clusters and the first plurality of time-series data streams;

determining a second similarity threshold based on a maximum amount of similarity required between the first time-series data stream cluster from the first plurality of time-series data stream clusters and the first plurality of time-series data streams; and

selecting the first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric not exceeding the second similarity threshold.

12. The method of claim 2 , wherein generating the first recommendation for the first time-series data stream cluster based on comparing the first state characteristic to the required state characteristic further comprises:

determining a difference between the first state characteristic and the required state characteristic; and

determining whether the difference exceeds a threshold difference.

13. The method of claim 12 , wherein determining the difference between the first state characteristic and the required state characteristic further comprises:

determining a gradient for a time-series prediction based on the difference;

determining a magnitude of the gradient; and

identifying a predicted event for the time-series prediction based on the magnitude.

14. The method of claim 13 , further comprising:

determining an effect of the predicted event based on the magnitude; and

selecting the first recommendation from a plurality of recommendations based on the effect.

15. The method of claim 2 , wherein the first neural network is trained to cluster the plurality of available time-series data streams into the first plurality of time-series data stream clusters by aggregating the subset of the plurality of available time-series data streams based on correlation-distances between separate time-series data streams of the plurality of available time-series data streams.

16. The method of claim 2 , wherein training the first neural network comprises:

generating a matrix of pairwise correlations corresponding to the plurality of available time-series data streams; and

clustering the plurality of available time-series data streams based on pairwise distances.

17. One or more non-transitory machine readable media comprising instructions recorded thereon that when executed by one or more processors cause operations comprising:

receiving a first model profile, wherein the first model profile is populated based on a first plurality of time-series data streams, and wherein the first model profile corresponds to a required state characteristic;

receiving a plurality of available time-series data streams;

generating training data comprising labeled feature inputs with known clusters using a historic data set having predetermined characteristics at a beginning or ending of a selected time period and a synthetically generated data set, wherein the synthetically generated data set is generated by resampling outlier events in the historic data set;

training, using the training data, a first neural network to classify the labeled feature inputs with the known clusters based on similarities between state characteristics in the labeled feature inputs and the known clusters;

using the first neural network to cluster the plurality of available time-series data streams into a first plurality of time-series data stream clusters by aggregating a subset of the plurality of available time-series data streams;

retrieving the first plurality of time-series data stream clusters, wherein the first plurality of time-series data stream clusters is generated by the first neural network;

determining a first similarity metric between the first plurality of time-series data streams and each of the first plurality of time-series data stream clusters;

selecting a first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric exceeding a first similarity threshold;

generating a second time-series data stream cluster based on aggregating the first time-series data stream cluster and the first plurality of time-series data streams;

determining a first state characteristic for the second time-series data stream cluster;

comparing the first state characteristic to the required state characteristic; and

generating, at a user interface, a first recommendation for the first time-series data stream cluster based on comparing the first state characteristic to the required state characteristic.

18. The one or more non-transitory machine readable media of claim 17 , wherein populating the first model profile based on the first plurality of time-series data streams further comprises:

receiving a first time stamp; and

determining respective values for each data stream of the first plurality of time-series data streams corresponding to the first time stamp, wherein each of the data streams comprises a plurality of values corresponding to different time stamps.

19. The one or more non-transitory machine readable media of claim 17 , wherein selecting the first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric exceeding the first similarity threshold further comprises:

determining the first similarity threshold based on a minimum amount of similarity required between the first time-series data stream cluster from the first plurality of time-series data stream clusters;

determining a second similarity threshold based on a maximum amount of similarity required between the first time-series data stream cluster from the first plurality of time-series data stream clusters; and

selecting the first time-series data stream cluster from the first plurality of time-series data stream clusters based on the first similarity metric not exceeding the second similarity threshold.

Assignments (1)
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded Jul 18, 2023
From: GIANELLE, THOMAS FRANCIS; SPANNHAKE, ERNST WILHELM, II; SHAH, MILAN
To: CITIBANK, N.A.
Reel/Frame 064304/0984 →
Continuity (3)
Continuation In Part 18174498 · Feb 24, 2023
Continuation In Part 18065441 · Dec 13, 2022
Related Publication 20240193165A1 · Jun 13, 2024
Cited By (2)
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