DYNAMIC PREDICTION AGGREGATION

摘要

Disclosed are methods, system, and computer program products useful for generating summary statistics for data predictions based on the aggregation of data from past time intervals. Summary statistics such as prediction standard errors, variances, confidence limits, and other statistical measures, may be generated in a way that preserves the basic distributional properties of the original data sets, to allow, for example, a reduction of the multiple data sets through the aggregation process, which may be useful for a prediction process, while determining statistical information for the predicted data.

主权项

1. A system comprising:
one or more processors; a non-transitory computer readable storage medium positioned in data communication with the one or more processors and including instructions that, when executed by the one or more processors, cause the one or more processors to perform operations including:
identifying a plurality of data sets, wherein each data set includes previous data, modeled data, and one or more data set attributes;receiving a filter criterion for filtering the plurality of data sets based on the data set attributes;filtering the plurality of data sets using the filter criterion to identify a filtered plurality of data sets that is a subset of the plurality of data sets, wherein each filtered data set has one or more data set attributes that are associated with the filter criterion, and wherein a filtered data set includes filtered previous data and filtered modeled data;identifying an aggregation type, wherein the aggregation type identifies how the filtered plurality of data sets are to be aggregated;generating an aggregated data set, wherein generating includes aggregating the filtered plurality of data sets using the aggregation type, wherein the aggregated data set includes an aggregated previous data set and an aggregated modeled data set, wherein the aggregated previous data set is generated using the filtered previous data, and wherein the aggregated modeled data set is generated using the filtered modeled data;generating an aggregate prediction using the aggregated data set; andreconciling the aggregate prediction and the aggregated modeled data set to determine prediction statistics for the aggregate prediction.