Patent Document ID: 20130226613
Application ID: 13403693
Patent Status: 0

Claim One:
1. A method for estimating a value of a missing datum in a multivariate time series of data comprising: retrieving data associated with a plurality of variables corresponding to a plurality of times from a memory with a controller communicatively coupled to the memory; detecting a missing datum and a time period of the missing datum corresponding to one variable in the plurality of variables and one time in the plurality of times in the retrieved data with the controller; generating data corresponding to a function of a mean of each of the plurality of variables with respect to time with the controller; identifying, with the controller, a plurality of random variable vectors with reference to the plurality of times, each random variable vector including a plurality of random variables that correspond to each of the plurality of variables; generating data corresponding to a covariance matrix of the plurality of random variable vectors with the controller; generating, with the controller, a conditional Gaussian mixture model corresponding to the one time of the missing datum with reference to the polynomial of the mean of each variable at the one time, the covariance matrix, and the data corresponding to at least one variable in the plurality of variables other than the one variable; identifying an estimated value for the missing datum with reference to the conditional Gaussian mixture model with the controller; and storing the estimated value for the missing datum in the memory with the controller to enable processing of the data associated with the plurality of variables corresponding to the plurality of times, the estimated value being stored with reference to the one variable and the one time of the missing datum.