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Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

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Page 1: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Practical Heirarchical Temporal Memory for Time Series Prediction

Author: Nicholas HainseyFaculty Advisor: Dr. C. David Shaffer

Page 2: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Heirarchical Temporal Memory

• Neural network• Created by Jeff Hawkins• Designed to mimic the human neocortex

INPUT

Prediction

Network

ABCABC

Time

Page 3: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Input Encoding0 1 1 1 0

0 1 0 0 0

0 1 0 0 0

0 1 0 0 0

0 1 1 1 0

ABCABC

Time 01110 01000 01000 01000 01110

0 0 1 0 0

0 1 0 1 0

0 1 1 1 0

0 1 0 1 0

0 1 0 1 0

ABCABC

Time 00100 01010 01110 01010 01010

Page 4: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Spatial Pooler

0 1 1 1 0 0 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 1 1 0

HTM Region

Input bits

Page 5: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Spatial Pooler

Proximal dendrite

0 1 1 1 0 0 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 1 1 0Input bits

Page 6: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Spatial Pooler

0 1 1 1 0 0 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 1 1 0Input bits

3 0 2 1 0 2 0 3 0 1 Overlap Score

Page 7: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Spatial Pooler

• Goal:– Each input will activate a small percentage of the

columns– Similar inputs will activate overlapping sets of

columns

Page 8: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Temporal Pooler

InactiveActivePredicted

Page 9: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Temporal Pooler

InactiveActivePredicted

Page 10: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

HTM Implementations

• HTMCLA– A C++ implementation based off Numenta’s CLA

white paper• HTM-CLA-Visualizer– Java interface for visualization of HTMs

• NuPIC– Created by Numenta, used in Nustudio

Page 11: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Page 12: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Page 13: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Run Simulation Stop

Page 14: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Connect to server

Page 15: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Connect to server

Nustudio

Page 16: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Run simulation from server

Page 17: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Pos (z): 2Was Predicted: TrueIs Active: TrueActivation Rate: .050Prediction Rate: .500

Page 18: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Page 19: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

P1: MeanP2: Standard Deviation

Page 20: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Nustudio

Page 21: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Predictions with noise

Learning SD: 5.0 SD: 10.0 SD: 20.0

Page 22: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Noise with learningNo Noise

5.0 SD

10.0 SD

20.0 SD

Page 23: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Conclusions

• Additions to Nustudio– Constant simulation from file– Live simulation from server– Adding noise to incoming data– Viewing individual regions of the HTM at any step

• Noise Comparison– Still seems stable under varying levels of noise

Page 24: Practical Heirarchical Temporal Memory for Time Series Prediction Author: Nicholas Hainsey Faculty Advisor: Dr. C. David Shaffer

Future Work

• More robust test of noisy data• More customization of noise– More distributions to choose from– More control over where noise is applied

• Ability to export prediction data