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:
The computing device generates a classification model providing prediction data indicating predicted users in a target population who will respond to a target stimulus according to a predefined user response category. The computing device displays in GUI a graphical representation of a generated classification model and a plurality of options each specifying one of different objectives for determining a proportion of users in the target population to expose to the target stimulus. The computing device predicts proportion data indicating the proportion of users in the target population to expose to the target stimulus based on the determined location of the cut-off. The computing device issues one or more indications as to whether to use the classification model as a basis for exposing the proportion of users in the target population to the target stimulus according to the proportion data.
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.