Controlled capacity modeling tool
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United States of America Patent
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Oct 18, 2005
Grant Date -
Jan 22, 2004
app pub date -
Dec 21, 2001
filing date -
Nov 17, 1998
priority date (Note) -
Expired
status (Latency Note)
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Abstract
A process for modeling numerical data for forecasting a phenomenon relates to constructing a model by processing and learning on collected data. The fit and robustness of the model are evaluated and the model parameters are adjusted to select an optimal model in the form of a Dth order polynomial. A trade-off between learning accuracy and learning stability is controlled by adding to a covariance matrix a perturbation in the form of the product of a scalar λ times a matrix H or in the form of a matrix H dependent on a vector of k parameters Λ=(λ1, λ2, . . . λk). A data partition step can divide the data into a first subset for constructing the model and a second subset for adjusting the value of the model parameters according to a validity criterion obtained from data that was not used to construct the model.
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