发明名称 Evaluating models using forecast error attribution
摘要 Methods, computer readable media, and apparatuses for evaluating models using forecast error attribution are presented. According to one or more aspects, one or more input values corresponding to one or more input variables may be forecast. One or more results of a modeling function may be calculated using the one or more forecasted input values. Thereafter, actual performance data corresponding to the modeling function may be received. One or more holdout values for the modeling function may be calculated using the actual performance data. Subsequently, a graph that includes the one or more results of the modeling function, the actual performance data, and the one or more holdout values for the modeling function may be plotted. In some arrangements, the one or more holdout values for the modeling function may be indicative of one or more assumption errors made with respect to the one or more forecasted input values.
申请公布号 US8682617(B2) 申请公布日期 2014.03.25
申请号 US201113187638 申请日期 2011.07.21
申请人 MIHAYLOV KALOYAN;BREAULT TIMOTHY J.;SINGHAL HARSH;VAN BELLE MAGALI F.;WEI WEI;BANK OF AMERICA CORPORATION 发明人 MIHAYLOV KALOYAN;BREAULT TIMOTHY J.;SINGHAL HARSH;VAN BELLE MAGALI F.;WEI WEI
分类号 G06F15/00 主分类号 G06F15/00
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