In the comic that Josh Jackson wrote I think it was implied that September helped Walter build it. At the end of the story when Peter has entered the Machine and has seen what could be, September appears and explains he is the paradox that must be eliminated. The older Peter that was sent back through the Central Park wormhole with the Machine to place the pieces via the impossible cypher Astrid created is brought forward and explains to the younger Season 3 Peter what the score is. It's been some time since I've read it but that's how I remember it.
Bookmarks