Visa Inc.
System, Method, and Computer Program Product for Multivariate Event Prediction Using Multi-Stream Recurrent Neural Networks

Abstract:

Described are a system, method, and computer program product for multivariate event prediction using multi-stream recurrent neural networks. The method includes receiving event data from a sample time period and generating feature vectors for each subperiod of each day. The method also includes providing the feature vectors as inputs to a set of first recurrent neural network (RNN) models and generating first outputs for each RNN node. The method further includes merging the first outputs for each same subperiod to form aggregated time-series layers. The method further includes providing the aggregated time-series layers as an input to a second RNN model and generating final outputs for each RNN node of the second RNN model.