Computer-Implemented Systems And Methods For Large Scale Automatic Forecast Combinations

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United States of America Patent

APP PUB NO 20130024167A1
SERIAL NO

13189131

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Systems and methods are provided for evaluating a physical process with respect to one or more attributes of the physical process by combining forecasts for the one or more physical process attributes, where data for evaluating the physical process is generated over time. A forecast model selection graph is accessed, the forecast model selection graph comprising a hierarchy of nodes arranged in parent-child relationships. A plurality of model forecast nodes are resolved, where resolving a model forecast node includes generating a node forecast for the one or more physical process attributes. A combination node is processed, where a combination node transforms a plurality of node forecasts at child nodes of the combination node into a combined forecast. A selection node is processed, where a selection node chooses a node forecast from among child nodes of the selection node based on a selection criteria.

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SAS INSTITUTE INCSAS CAMPUS DRIVE CARY NC 27513

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Apte, Dinesh P Pune, IN 7 646
Blair, Edward Tilden Cary, US 11 768
Brzezicki, Jerzy Michal Cary, US 11 692
Chang, Ming-Chun Cary, US 13 242
Chipley, Michael Ryan Raleigh, US 10 672
Elsheimer, David Bruce Clayton, US 18 928
Kurien, Kannukuzhiyil Kurien Pune, IN 3 256
Leonard, Michael J Cary, US 39 1872

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