DATA ANALYSIS

• US 20080192069A1
• Filed: 01/22/2008
• Published: 08/14/2008
• Est. Priority Date: 01/22/2007
• Status: Abandoned Application

• Current Assignee: Detlev Wanzke, Lothar Wanzke
• Original Assignee: Detlev Wanzke, Lothar Wanzke
• Inventors: WANZKE, Detlev, Wanzke, Lothar
• Application Number:
  US12/017,908
• Publication Number:
  US 20080192069A1
• Time in Patent Office: Days
• US Class Current: 345/619
• CPC Class Codes: G06F 17/18 for evaluating statistical data , e.g. average values, frequency distributions, probability functions, regression analysis forecasting specially adapted for a specific administrative, business or logistic context G06Q10/04
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: G06T 11/20 Drawing from basic elements, e.g. lines or circles

Abstract

The invention provides a charting method in which a plurality of segments of a data series are selected and plotted on a chart, the segments being overlaid on one another on the chart. The segments to be plotted can be selected using one or more filters.

Claims

1. A charting method comprising selecting a plurality of segments of a data series and plotting the segments on a chart, the segments being overlaid on one another on the chart.

2. A charting method according to claim 1, wherein the data series is a time series.

3. A charting method according to claim 1, wherein the number of overlaid segments of the data series is five or more.

4. A charting method according to claim 3, wherein the number of overlaid segments of the data series is 7 or more or 13 or more.

5. A charting method according to claim 3, wherein the number of overlaid segments of the data series is 20 or more.

6. A charting method according to claim 3, wherein the number of overlaid segments of the data series is 50 or more.

7. A charting method according claim 1, wherein the overlaid segments of the chart are plotted to the same scale as one another to enable their direct comparison.

8. A charting method according to claim 1, wherein all of the segments are the same length as one another.

9. A charting method according to claim 8, wherein each of the segments contains the same number of data points as each of the other segments.

10. A charting method according to claim 1, wherein the values of the data series within each segment are normalised about a selected point in the segment, the selected point being the same relative point within each segment, so all of the overlaid segments coincide at that point on the chart.

11. A charting method according to claim 1, comprising calculating one or more statistical functions derived from the selected segments of the data series and overlaying the or each statistical function on the chart.

12. A charting method according to claim 11, wherein the indicator(s) are any one or more of a mean, median, other percentile of the points in all of the plotted segments, and standard deviations of the points in all of the plotted segments.

13. A charting method according to claim 11, wherein only the indicator(s) are displayed.

18. A charting method according to claim 11, wherein the statistical functions are shown as visually distinguishable band representing bands of values for the function.

19. A charting method according to claim 1, wherein the data series segments are selected based on a filter defined by a user, the filter defining a set of one or more selection criteria for the segments.

20. A charting method according to claim 1, wherein the data series segments are selected automatically based on a predefined filter, the filter defining a set of one or more selection criteria for the segments.

21. A charting method according to claim 19, wherein the selection criteria relate to the data series itself.

22. A charting method according to claim 21, wherein the data series is a time series and the segments are selected to consist of data for two or more consecutive years in order to examine seasonal variations in the time series.

23. A charting method according to claim 22, wherein the consecutive years are calendar years.

24. A charting method according to claim 22, wherein the consecutive years are not calendar years.

25. A charting method according to claim 19, wherein the selection criteria relate to one or more other data sources.

26. A charting method according to claim 25, wherein the selection criteria relate to said one or more other data series in order to investigate dependencies between the two or more data series.

27. A charting method according to claim 1, wherein the segments of the data series are consecutive, non-overlapping chunks of the data series.

28. A charting method according to claim 1, wherein the segments are spaced from one another in the data series.

29. A charting method according to claim 1, wherein the segments overlap one another

30. A charting method according to claim 1, wherein the segments include any one or more of segments that are spaced from one another, segments that overlap one another and segments that follow consecutively one from the other in the overall data series.

31. A charting method according to claim 1, wherein the plurality of data segments are selected from multiple data series.

32. A charting method according to claim 19, wherein the application of the filter first results in the identification of specific decision points in a data series satisfying the filter selection criteria, a segment subsequently being defined about each identified decision point.

33. A charting method according to claim 32, wherein each segment is defined as the chunk of the data series represented by a predetermined length before and/or after the decision point.

34. A charting method according to claim 32, wherein the data points in each segment are normalised based on the value of the series at the respective decision point.

41. A method according to claim 1, wherein the data series is a financial time series.

42. A method according to claim 41, wherein the financial time series is selected from stock exchange indices, stock prices, derivative prices and exchange rates.

43. A computer system adapted to operate a charting method according to claim 1, the system comprising means for selecting a plurality of segments of a data series and means for plotting the segments on a chart overlaid on one another.

47. A computer program comprising computer program code that when executed on a computer or computer network causes the computer or computer network to operate in accordance with the method of claim 1.

14. A charting method comprising selecting a plurality of segments of a data series, deriving collectively from all of the selected segments one or more statistical functions and plotting said one or more statistical functions on a chart.

15. A charting method according to claim 14, wherein the data series is a time series.

16. A charting method according to claim 14, wherein the one or more statistical functions are selected from the mean or median or another percentile of corresponding points in each of the data series segments.

17. A charting method according to claim 14, wherein one or more of the underlying data series segments are also be plotted on the chart.

44. A computer system adapted to operate a charting method according to claim 14, the system comprising means for selecting a plurality of segments of a data series, means for deriving collectively from all of the selected segments one or more statistical functions and means for plotting said one or more statistical functions on a chart.

35. A method for filtering data series data, the method comprising identifying in the data series data one or more data points satisfying predetermined filter criteria and defining a corresponding one or more data series data segments comprising a respective one of the identified data points and one or more preceding data points from the series and/or one or more succeeding data points from the series.

36. A method according to claim 35, wherein the data series is a time series.

37. A method according to claim 35, wherein all of the selected data segments are the same length.

45. A computer system adapted to operate a filtering method according to claim 35, the system comprising means for identifying in data series data one or more data points satisfying predetermined filter criteria and means for defining a corresponding one or more data series data segments comprising a respective one of the identified data points and one or more preceding data points from the series and/or one or more succeeding data points from the series.

38. A method of determining data points for subsequent use in selecting a plurality of data segments from one or more data series, the method comprising identifying in one or more data series one or more data points satisfying predetermined filter criteria and recording the identified data points for subsequent use in selecting a plurality of segments in another data series.

39. A method according to claim 38, wherein the data series are time series and the identified data points are specific points in time.

40. A method according to claim 38, wherein the predetermined filter criteria comprise multiple separate filters.

46. A computer system adapted to operate a method according to claim 38, the system comprising means for identifying in one or more data series one or more data points satisfying predetermined filter criteria and means for recording the identified data points for subsequent use.