Invention Grant
US09047559B2 Computer-implemented systems and methods for testing large scale automatic forecast combinations
有权
用于测试大型自动预测组合的计算机实现的系统和方法
- Patent Title: Computer-implemented systems and methods for testing large scale automatic forecast combinations
- Patent Title (中): 用于测试大型自动预测组合的计算机实现的系统和方法
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Application No.: US13440045Application Date: 2012-04-05
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Publication No.: US09047559B2Publication Date: 2015-06-02
- Inventor: Jerzy Michal Brzezicki , Dinesh P. Apte , Michael J. Leonard , Michael Ryan Chipley , Sagar Arun Mainkar , Edward Tilden Blair
- Applicant: Jerzy Michal Brzezicki , Dinesh P. Apte , Michael J. Leonard , Michael Ryan Chipley , Sagar Arun Mainkar , Edward Tilden Blair
- Applicant Address: US NC Cary
- Assignee: SAS Institute Inc.
- Current Assignee: SAS Institute Inc.
- Current Assignee Address: US NC Cary
- Agency: Kilpatrick Townsend & Stockton, LLP
- Main IPC: G06F7/60
- IPC: G06F7/60 ; G06F17/10 ; G06G7/48 ; G06N7/00 ; G06F17/18 ; G06F17/50 ; G06F19/24
Abstract:
Systems and methods are provided for evaluating performance of forecasting models. A plurality of forecasting models may be generated using a set of in-sample data. Two or more forecasting models from the plurality of forecasting models may be selected for use in generating a combined forecast. An ex-ante combined forecast may be generated for an out-of-sample period using the selected two or more forecasting models. The ex-ante combined forecast may then be compared with a set of actual out-of-sample data to evaluate performance of the combined forecast.
Public/Granted literature
- US20130024173A1 Computer-Implemented Systems and Methods for Testing Large Scale Automatic Forecast Combinations Public/Granted day:2013-01-24
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