Regarding multistep Prediction and anomaly detection

question

#1

Hi Everyone,

When u guys say the model will make multistep predictions what does it actually means will the model make prediction next second or next minutes.If i am doing a time series analysis does the next step prediction depends on the way i input my data or it by default makes a prediction next second …how does it decide the time frame for which predict has to happen.


#2

A multistep prediction predicts what the input value will be X number of timesteps in the future. So for example, if you are encoding a value that is sampled once every second, then it will be predicting the value X number of seconds in the future. If you sample every two minutes, then it will be predicting the value 2X number of minutes in the future, etc.


#3

Thanks man, But if my stream produces the same timestamp for two different value for two seconds …how will such type of data affect the model


#4

Sounds like the data may not be well suited for HTM in it’s raw form. You’ll probably need to do some pre-processing to remove duplicates, average, establish a more even tempo, etc. Would need to see some sample data to be more specific though.