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System and method for representing and incorporating available information into uncertainty-based forecasts

  • US 20040236709A1
  • Filed: 07/17/2003
  • Published: 11/25/2004
  • Est. Priority Date: 07/17/2002
  • Status: Active Grant
First Claim
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1. A system for representing and incorporating available information into uncertainty-based forecasts comprises:

  • a model module configured for providing at least one locally mean-reverting-diverting model;

    a parameter module configured for providing parameter values of the at least one model; and

    a data processing module configured for utilizing the at least one model and the parameter values to create an uncertainty-based forecast.

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