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Detecting instabilities in time series forecasting

  • US 20070150077A1
  • Filed: 12/28/2005
  • Published: 06/28/2007
  • Est. Priority Date: 12/28/2005
  • Status: Active Grant
First Claim
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1. A data monitoring system that comprises the following computer-executable components:

  • a receiver component that receives predictive samples created by way of forward sampling; and

    an analysis component that analyzes a plurality of the received predictive samples and automatically determines whether a predictive model is reliable at a time range associated with the plurality of predictive samples, the determination is based at least in part upon an estimated norm of a forward sampling operator (FS) associated with the predictive model.

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