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    • 6. 发明授权
    • System and method for constructing forecast models
    • 构建预测模型的系统和方法
    • US08374982B2
    • 2013-02-12
    • US12687458
    • 2010-01-14
    • Jerry Z. ShanRajan LukoseHenri J. SuermondtEvan R. Kirshenbaum
    • Jerry Z. ShanRajan LukoseHenri J. SuermondtEvan R. Kirshenbaum
    • G06F15/18G06F17/00G06F17/50G06F7/48
    • G06N99/005
    • Embodiments of the present invention include a computational forecasting system that includes an identity of a dependent variable of interest and identities of a plurality of candidate indicators along with historical data or stored references to historical data, forecast-problem parameters stored in an electronic memory of the one or more electronic computers, an independent-variable selection component that generates correlations to the dependent variable of interest and lag times for the candidate indicators, and uses the generated correlations and lag times to select a number of the candidate indicators as a set of independent variables, and a model-generation component that, using a regression method, generates forecast models for the dependent variable of interest until a model that meets an acceptance criterion or criteria is obtained.
    • 本发明的实施例包括计算预测系统,其包括感兴趣的因变量的身份和多个候选指标的身份以及历史数据或存储在历史数据中的参考,存储在电子存储器中的预测问题参数 一个或多个电子计算机,产生与候选指标的感兴趣的因变量和滞后时间的相关性的独立变量选择部件,并且使用所生成的相关性和滞后时间来将多个候选指标作为一组独立的 变量和模型生成组件,使用回归方法生成感兴趣的因变量的预测模型,直到获得符合接受标准或标准的模型。