Computer-implemented systems and methods for processing time series data

patent is extended or adjusted under 35 U.S.C. 154(b) by 1034 days.

(21) Appl.No.: 11/431,116

(22) Filed: May 9, 2006

Related U.S. Application Data

(60) Provisional application No. 60/679,093, filed on May 9, 2005.

(51) Int. CI.

G06F17/10 (2006.01)

(52) U.S. CI 703/2; 703/22; 702/181

(58) Field of Classification Search 703/2,

703/22; 702/181, 189 See application file for complete search history.

(56) References Cited

U.S. PATENT DOCUMENTS

706/21

Computer-implemented systems and methods for providing a forecast using time series data that is indicative of a data generation activity occurring over a period of time. Candidate models and candidate input variables are received. For each candidate model, transfer functions are determined for the candidate input variables in order to relate a variable to be forecasted to the time series data. For each candidate model there is a selection of which of the candidate input variables to include in each of the candidate models based upon the determined transfer functions. A model is selected from the candidate models to forecast the time series data using the selected input variables of the selected model.

28 Claims, 57 Drawing Sheets

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* cited by examiner