发明名称 SYSTEMS AND METHODS FOR TIME SERIES ANALYSIS TECHNIQUES UTILIZING COUNT DATA SETS
摘要 Systems and methods are included for adjusting a set of predicted future data points for a time series data set including a receiver for receiving a time series data set. One or more processors and one or more non-transitory computer readable storage mediums containing instructions may be utilized. A count series forecasting engine, utilizing the one or more processors, generates a set of counts corresponding to discrete values of the time series data set. An optimal discrete probability distribution for the set of counts is selected. A set of parameters are generated for the optimal discrete probability distribution. A statistical model is selected to generate a set of predicted future data points. The set of predicted future data points are adjusted using the generated set of parameters for the optimal discrete probability distribution in order to provide greater accuracy with respect to predictions of future data points.
申请公布号 US2016217384(A1) 申请公布日期 2016.07.28
申请号 US201514948970 申请日期 2015.11.23
申请人 SAS Institute Inc. 发明人 Leonard Michael James;Elsheimer David Bruce
分类号 G06N7/00;G06N5/02 主分类号 G06N7/00
代理机构 代理人
主权项 1. A system for adjusting a set of predicted future data points for a time series data set, comprising: a processor and; a non-transitory computer readable storage medium containing instructions that, when executed with the processor, cause the processor to perform operations including: receiving the time series data set, wherein the time series data set includes a plurality of data points that correspond to a plurality of discrete values;generating a set of counts for the time series data set by analyzing the time series data, wherein a count corresponds to a number of instances of a particular discrete value in the time series data set;automatically selecting an optimal discrete probability distribution for the set of counts from a set of candidate discrete probability distributions based on a selection criterion;generating a set of parameters corresponding to the optimal discrete probability distribution;selecting a statistical model for the time series data set, wherein selecting the statistical model includes using a set of statistical models and the selection criterion;generating the set of predicted future data points for the time series data set, wherein generating the set of predicted future data points includes using the selected statistical model;adjusting the set of predicted future data points for the time series data set, wherein adjusting the set of predicted future data points includes using the set of parameters corresponding to the optimal discrete probability distribution; andusing the adjusted set of predicted future data points to provide a predicted future data point based on received user input associated with the time series data set.
地址 Cary NC US