Patent Document ID: 20080126274
Application ID: 11907259
Patent Flag: 0

Claim One:
1. A method of forecasting future feature values in future time slices for a cell of a data array wherein an array of data collected over successive time slices is processed, with a plurality of data points being provided during each time slice, a number of future time slices is specified for which to forecast a feature value, each future time slice being located a number of time slices into the future from a current reference point; a number of forecasts per feature is specified; a current time slice and a set of past time slices to be utilized for each prediction is defined, each said past time slice being located a number of time slices in the past away from the current reference point corresponding to the a number or time slices away from the current reference point of a future time slice; defining a number of features is defined for each data point; said method comprising: defining a current estimation set in at least one space dimension for a dependent data location for which a value will be predicted, said estimation set comprising the dependent data location and a preselected number of nearest neighbor values in space surrounding the dependent data point in a current time slice; accessing data points on which said estimation sets are based from each of the current time slice and the preselected past time slices; associating one estimation set with each dimension; generating a set of learned parameters comprising values produced by a function incorporating either a mean value sum of squares and cross product (MVSCP) matrix or a covariance matrix for each estimation set; and updating each learned parameter to compute a forecasting weight.