Computer-Implemented Systems and Methods for Scenario Analysis
    3.
    发明申请
    Computer-Implemented Systems and Methods for Scenario Analysis 审中-公开
    计算机实现的情景分析系统和方法

    公开(公告)号:US20130238399A1

    公开(公告)日:2013-09-12

    申请号:US13772200

    申请日:2013-02-20

    CPC classification number: G06Q10/06375 G06Q10/06 G06Q10/067

    Abstract: Computer-implemented systems and methods are provided for implementing a scenario analysis manager that performs multiple scenarios based upon time series data that is representative of transactional data are provided. A system and method provides candidate predictive models for a first scenario for selection where the set of candidate predictive models includes an identification of variables associated with a model. Model selection data is received from a scenario analysis manager where a selected model is configured to predict a future value of a first variable based on values of a second variable. Time series data is received representative of past transaction activity of the first variable and the second variable, and data representative of a future value of the second variable is also received. The future value of the first variable is determined using the selected model, the time-series data and the future value of the second variable.

    Abstract translation: 提供了计算机实现的系统和方法,用于实现基于提供代表事务数据的时间序列数据执行多个场景的情景分析管理器。 系统和方法提供用于选择的第一场景的候选预测模型,其中候选预测模型集合包括与模型相关联的变量的标识。 从场景分析管理器接收模型选择数据,其中所选择的模型被配置为基于第二变量的值来预测第一变量的未来值。 接收代表第一变量和第二变量的过去交易活动的时间序列数据,并且还接收表示第二变量的未来值的数据。 使用所选择的模型,时间序列数据和第二变量的未来值来确定第一变量的未来值。

    Computer-Implemented Systems and Methods for Testing Large Scale Automatic Forecast Combinations
    5.
    发明申请
    Computer-Implemented Systems and Methods for Testing Large Scale Automatic Forecast Combinations 审中-公开
    计算机实施的大规模自动预测组合测试系统和方法

    公开(公告)号:US20150120263A1

    公开(公告)日:2015-04-30

    申请号:US14557312

    申请日:2014-12-01

    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.

    Abstract translation: 提供了系统和方法来评估预测模型的性能。 可以使用一组样本内数据来生成多个预测模型。 可以选择来自多个预测模型的两个或更多个预测模型用于生成组合预测。 可以使用所选择的两个或多个预测模型,针对采样外期间产生事前组合预测。 然后将事前综合预测与一组实际样本数据进行比较,以评估综合预测的绩效。

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