SYSTEMS AND METHODS FOR CREATING A FORECAST UTILIZING AN ENSEMBLE FORECAST MODEL

摘要

Included are embodiments for creating a forecast utilizing an ensemble forecast model. These embodiments include receiving a selection of a plurality of model families to utilize for forecasting, receiving a selection of a plurality of models to utilize for forecasting, and determining a variable of each of the plurality of models. Some embodiments include substantially simultaneously optimizing the variable of each of the plurality of models, combining each of the plurality of models into an ensemble model, the ensemble model comprising a plurality of ensemble model variables, and weighting each of the plurality of models according to a predetermined criterion. Still some embodiments may be configured to optimize the plurality of ensemble model variables and run the ensemble model to create a forecast.

主权项

1. A system for creating a forecast utilizing an ensemble forecast model comprising:
a processor; and a memory component that stores logic that, when executed by the processor, causes the processor to perform at least the following:
receive a user selection of a plurality of models to utilize for forecasting;determine a variable for each of the plurality of models;substantially simultaneously perform the following:
optimize the variable of each of the plurality of models;weight each of the plurality of models according to a predetermined criteria; andcombine each of the plurality of models into an ensemble model; andrun the ensemble model to create a forecast.