| Patent application number | Description | Published |
|---|
| 20090024407 | Indicating which of forecasting models at different aggregation levels has a better forecast quality - To perform forecasting, a first data collection having data values at first intervals is received, and a first forecasting model is built based on the first data collection. A second forecasting model is built based on a second data collection having intervals aggregated from intervals of the first data collection, wherein the second forecasting model is at a different aggregation level than the first forecasting model. At least one metric is computed by performing at least one test based on at least one of the first and second data collections to indicate which of the first and second forecasting models has a better forecast quality. | 01-22-2009 |
| 20090024427 | Analyzing time series data that exhibits seasonal effects - To analyze a time series of data that exhibits seasonal effects, the time series is processed to obtain a representation in the frequency domain. According to the representation, plural cycle lengths are identified as representing different seasonal effects of the data in the time series, where a first of the plural cycle lengths is greater than a second of the plural cycle lengths. | 01-22-2009 |
| 20090024444 | Forecasting based on a collection of data - To forecast data, an initial collection of data having a first length is received. In response to determining that the first length of the initial collection of data is insufficient for performing forecasting using a forecasting algorithm, an order of the initial collection of data is reversed to provide a reversed collection of data. Forecasting is applied on the reversed collection of data to estimate additional data values to combine with the initial collection of data to provide a second collection of data having a second length greater than the first length. The forecasting algorithm is applied on the second collection of data. | 01-22-2009 |
| 20090024445 | Building market models - A trend of attributes associated with plural market participants is determined. A representation of the trend is computed, and market models for the market participants are built according to the representation of the trend. | 01-22-2009 |
| 20090024446 | Providing a model of a life cycle of an enterprise offering - According to information regarding an enterprise offering, characteristics of a life cycle of the enterprise offering are determined. A model including functions representing segments of the life cycle is produced based on the determined characteristics. | 01-22-2009 |
| 20100082405 | Multi-period-ahead Forecasting - Embodiments include methods, apparatus, and systems for multi-period-ahead forecasting. One embodiment is a method that applies a first forecasting algorithm to static historical data to generate a first forecast into a future time period and applies a second forecasting algorithm to dynamic data obtained for a current time period to generate a second forecast. The first and second forecasts are combined to generate forecasts for future time periods. | 04-01-2010 |
| 20100274642 | SYSTEM AND METHOD FOR ESTIMATING A PARAMETER THAT REPRESENTS DATA DESCRIBING A PHYSICAL SYSTEM - There is provided a system and method for estimating a parameter that represents data describing a physical system. An exemplary method comprises randomizing data representative of a population of items for which the parameter is known. The method may additionally comprise generating data representative of a pseudo population of items using a known perturbation, the data representative of the pseudo population of items being included with the data representative of the population of items for which the parameter is known to form a revised population and selecting a bootstrap sample of a minimum sample size of the revised population. A sensitivity study is performed on the parameters of the items comprising the bootstrap sample to determine a level of change of a predicted parameter value relative to a parameter value of the sample. At least one of a range, a probability distribution or the minimum sample size is revised based on the parameter for items comprising the bootstrap sample to produce at least one of a revised range, a revised probability distribution or a revised minimum sample size, taking into account an effect of the known perturbation applied to the pseudo population. The steps of selecting, performing and revising are repeated until the sensitivity study indicates that the level of change of the parameter is acceptably small. A value of the parameter is estimated for the population based on a parameter corresponding to the acceptably small level of change. | 10-28-2010 |
| 20110173144 | SYSTEM AND METHOD FOR CONSTRUCTING FORECAST MODELS - Embodiments of the present invention include a computational forecasting system that includes an identity of a dependent variable of interest and identities of a plurality of candidate indicators along with historical data or stored references to historical data, forecast-problem parameters stored in an electronic memory of the one or more electronic computers, an independent-variable selection component that generates correlations to the dependent variable of interest and lag times for the candidate indicators, and uses the generated correlations and lag times to select a number of the candidate indicators as a set of independent variables, and a model-generation component that, using a regression method, generates forecast models for the dependent variable of interest until a model that meets an acceptance criterion or criteria is obtained. | 07-14-2011 |
