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Systems and methods for new time series model probabilistic ARMA

  • US 20040260664A1
  • Filed: 06/17/2003
  • Published: 12/23/2004
  • Est. Priority Date: 06/17/2003
  • Status: Active Grant
First Claim
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1. A system that facilitates predicting values of time observation data in a time series, comprising:

  • a component that receives a subset of time observation data comprising at least one selected from the group consisting of discrete time observation data and continuous time observation data; and

    an autoregressive, moving average cross-predictions (ARMAxp) model that predicts values of the time observation data, wherein conditional variance of each continuous time tube variable is fixed to a small positive value.

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