Edward Tilden Blair - Cary NC, US Michael J. Leonard - Cary NC, US David Bruce Elsheimer - Clayton NC, US Jerzy Michal Brzezicki - Cary NC, US Kannukuzhiyil Kurien Kurien - Pune, IN Michael Ryan Chipley - Raleigh NC, US Dinesh P. Apte - Pune, IN Ming-Chun Chang - Cary NC, US
International Classification:
G06F 17/10
US Classification:
703 2
Abstract:
Systems and methods are provided for evaluating a physical process with respect to one or more attributes of the physical process by combining forecasts for the one or more physical process attributes, where data for evaluating the physical process is generated over time. A forecast model selection graph is accessed, the forecast model selection graph comprising a hierarchy of nodes arranged in parent-child relationships. A plurality of model forecast nodes are resolved, where resolving a model forecast node includes generating a node forecast for the one or more physical process attributes. A combination node is processed, where a combination node transforms a plurality of node forecasts at child nodes of the combination node into a combined forecast. A selection node is processed, where a selection node chooses a node forecast from among child nodes of the selection node based on a selection criteria.
Computer-Implemented Systems And Methods For Testing Large Scale Automatic Forecast Combinations
Jerzy Michal Brzezicki - Cary NC, US Dinesh P. Apte - Pune, IN Michael J. Leonard - Cary NC, US Michael Ryan Chipley - Raleigh NC, US Sagar Arun Mainkar - Pune, IN Edward Tilden Blair - Cary NC, US
International Classification:
G06G 7/48
US Classification:
703 6
Abstract:
Systems and methods are provided for evaluating performance of forecasting models. A plurality of forecasting models may be generated using a set of in-sample data. Two or more forecasting models from the plurality of forecasting models may be selected for use in generating a combined forecast. An ex-ante combined forecast may be generated for an out-of-sample period using the selected two or more forecasting models. The ex-ante combined forecast may then be compared with a set of actual out-of-sample data to evaluate performance of the combined forecast.
Computer-Implemented Systems And Methods For Time Series Exploration
Michael James LEONARD - Cary NC, US Edward Tilden BLAIR - Cary NC, US Jerzy Michal BRZEZICKI - Cary NC, US Udo V. SGLAVO - Raleigh NC, US Ranbir Singh TOMAR - Pune, IN Kannukuzhiyil Kurien KURIEN - Pune, IN Sujatha POTHIREDDY - Apex NC, US Rajib NATH - Pune, IN Vilochan Suresh MULEY - Pune, IN
International Classification:
G06F 15/00 G06F 17/18 G04F 10/00
US Classification:
702178
Abstract:
Systems and methods are provided for analyzing unstructured time stamped data of a physical process in order to generate structured hierarchical data for a hierarchical time series analysis application. A plurality of time series analysis functions are selected from a functions repository. Distributions of time stamped unstructured data are analyzed to identify a plurality of potential hierarchical structures for the unstructured data with respect to the selected time series analysis functions. Different recommendations for the potential hierarchical structures for each of the selected time series analysis functions are provided, where the selected time series analysis functions affect what types of recommendations are to be provided, and the unstructured data is structured into a hierarchical structure according to one or more of the recommended hierarchical structures, where the structured hierarchical data is provided to an application for analysis using one or more of the selected time series analysis functions.
Computer-Implemented Systems And Methods For Efficient Structuring Of Time Series Data
Michael James Leonard - Cary NC, US Keith Eugene Crowe - Cary NC, US Stacey M. Christian - Cary NC, US Jennifer Leigh Sloan Beeman - Cary NC, US David Bruce Elsheimer - Clayton NC, US Edward Tilden Blair - Cary NC, US
International Classification:
G06F 17/30
US Classification:
707736, 707E17044
Abstract:
Systems and methods are provided for analyzing through one-pass of unstructured time stamped data of a physical process. A distribution of time-stamped unstructured data is analyzed to identify a plurality of potential hierarchical structures for the unstructured data. A hierarchical analysis of the potential hierarchical structures is performed to determine an optimal frequency and a data sufficiency metric for the potential hierarchical structures. One of the potential hierarchical structures is selected as a selected hierarchical structure based on the data sufficiency metrics. The unstructured data is structured according to the selected hierarchical structure and the optimal frequency associated with the selected hierarchical structure, where said structuring of the unstructured data is performed via a single pass though the unstructured data. The identified statistical analysis of the physical process is performed using the structured data.
- Cary NC, US Thiago Santos Quirino - Morrisville NC, US Edward Tilden Blair - Cary NC, US Jennifer Leigh Sloan Beeman - Cary NC, US David Bruce Elsheimer - Clayton NC, US Javier Delgado - Cary NC, US
International Classification:
G06F 8/76 G06F 8/60 G06F 9/50 G06F 16/23
Abstract:
In some examples, computing devices can partition timestamped data into groups. The computing devices can then distribute the timestamped data based on the groups. The computing devices can also obtain copies of a script configured to process the timestamped data, such that each computing device receives a copy of the script. The computing devices can determine one or more code segments associated with the groups based on content of the script. The one or more code segments can be in one or more programming languages that are different than a programming language of the script. The computing devices can then run the copies of the script to process the timestamped data within the groups. This may involve interacting with one or more job servers configured to run the one or more code segments associated with the groups.
- Cary NC, US Thiago Santos Quirino - Morrisville NC, US Edward Tilden Blair - Cary NC, US Jennifer Leigh Sloan Beeman - Cary NC, US David Bruce Elsheimer - Clayton NC, US Javier Delgado - Cary NC, US
Assignee:
SAS Institute Inc. - Cary NC
International Classification:
G06F 8/76 G06F 16/23 G06F 9/50 G06F 8/60
Abstract:
In some examples, computing devices can partition timestamped data into groups. The computing devices can then distribute the timestamped data based on the groups. The computing devices can also obtain copies of a script configured to process the timestamped data, such that each computing device receives a copy of the script. The computing devices can determine one or more code segments associated with the groups based on content of the script. The one or more code segments can be in one or more programming languages that are different than a programming language of the script. The computing devices can then run the copies of the script to process the timestamped data within the groups. This may involve interacting with one or more job servers configured to run the one or more code segments associated with the groups.
- Cary NC, US Thiago Santos Quirino - Morrisville NC, US Edward Tilden Blair - Cary NC, US Jennifer Leigh Sloan Beeman - Cary NC, US David Bruce Elsheimer - Clayton NC, US
Assignee:
SAS Institute Inc. - Cary NC
International Classification:
G06F 9/50 G06F 8/41
Abstract:
Timestamped data can be read in parallel by multiple grid-computing devices. The timestamped data, which can be partitioned into groups based on time series criteria, can be deterministically distributed across the multiple grid-computing devices based on the time series criteria. Each grid-computing device can sort and accumulate the timestamped data into a time series for each group it receives and then process the resultant time series based on a previously distributed script, which can be compiled at each grid-computing device, to generate output data. The grid-computing devices can write their output data in parallel. As a result, vast amounts of timestamped data can be easily analyzed across an easily expandable number of grid-computing devices with reduced computational expense.
Computer-Implemented Systems And Methods For Time Series Exploration
Systems and methods are provided for analyzing unstructured time stamped data. A distribution of time-stamped data is analyzed to identify a plurality of potential time series data hierarchies for structuring the data. An analysis of a potential time series data hierarchy may be performed. The analysis of the potential time series data hierarchies may include determining an optimal time series frequency and a data sufficiency metric for each of the potential time series data hierarchies. One of the potential time series data hierarchies may be selected based on a comparison of the data sufficiency metrics. Multiple time series may be derived in a single-read pass according to the selected time series data hierarchy. A time series forecast corresponding to at least one of the derived time series may be generated.
Dr. Blair graduated from the Saint Louis University School of Medicine in 1975. He works in Alton, IL and specializes in Internal Medicine. Dr. Blair is affiliated with Saint Anthonys Health Center.
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