Detecting impact of extrinsic events on a time series

摘要

In one embodiment, an event impact signature detector may analyze a time series with external events. A data interface 250 may receive a data set 310 representing the time series with external events. A processor 220 may fit the data set 310 into a baseline time series model 330. The processor 220 may iteratively determine each event location 352 for multiple external events 350 affecting the baseline time series model 330. The processor 220 may iteratively solve for each event impact 354 of the multiple external events 350 factoring in interactions between the multiple external events 350.