Computer-implemented regression systems and methods for time series data analysis
First Claim
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1. A computer-implemented method for determining a parametric model to process time series data with respect to regressor components and autoregressive components, comprising:
- receiving time series data;
performing a first stepwise statistical technique upon autoregressive components using the time series data and determining significance level of an autoregressive component while performing the first stepwise statistical technique;
performing a second stepwise statistical technique upon regressor components using the time series data and determining significance level of a regressor component while performing the second stepwise statistical technique;
including, in a parametric model, autoregressive and regressor components based upon the autoregressive and regressor components'"'"' significance levels;
wherein the parametric model is a predictive model of the time series data and adjusts for autocorrelation in the time series data.
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Abstract
Computer-implemented systems and methods for analyzing time series data. Statistical techniques are performed upon candidate autoregressive components and regressor components using the time series data. Autoregressive and regressor components are included in a predictive model based upon the autoregressive and regressor components'"'"' significance levels as determined by the statistical techniques.
54 Citations
19 Claims
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1. A computer-implemented method for determining a parametric model to process time series data with respect to regressor components and autoregressive components, comprising:
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receiving time series data;
performing a first stepwise statistical technique upon autoregressive components using the time series data and determining significance level of an autoregressive component while performing the first stepwise statistical technique;
performing a second stepwise statistical technique upon regressor components using the time series data and determining significance level of a regressor component while performing the second stepwise statistical technique;
including, in a parametric model, autoregressive and regressor components based upon the autoregressive and regressor components'"'"' significance levels;
wherein the parametric model is a predictive model of the time series data and adjusts for autocorrelation in the time series data. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17)
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18. A memory that stores a parametric model to process time series data with respect to regressor components and autoregressive components, wherein the parametric model was constructed based upon a method comprising:
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receiving time series data;
performing a first stepwise statistical technique upon autoregressive components using the time series data and determining significance level of an autoregressive component while performing the first stepwise statistical technique;
performing a second stepwise statistical technique upon regressor components using the time series data and determining significance level of a regressor component while performing the second stepwise statistical technique;
including, in a parametric model, autocorrelation and regressor components based upon the autocorrelation and regressor components'"'"' significance levels;
wherein the parametric model is a predictive model of the time series data and adjusts for autocorrelation in the time series data.
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19. A computer-implemented system for determining a parametric model to process time series data with respect to regressor components and autoregressive components, comprising:
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first computer instructions configured to perform a first statistical technique upon autoregressive components using time series data and to determine significance level of an autoregressive component while performing the first statistical technique;
second computer instructions configured to perform a second statistical technique upon regressor components using the time series data and to determine significance level of a regressor component while performing the second statistical technique;
wherein autoregressive and regressor components are included in the parametric model based upon the autoregressive and regressor components'"'"' significance levels;
wherein the parametric model is a predictive model of the time series data and adjusts for autocorrelation in the time series data.
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Specification