Infrastructure and Architecture for Development and Execution of Predictive Models

• US 20090259685A1
• Filed: 04/09/2008
• Published: 10/15/2009
• Est. Priority Date: 04/09/2008
• Status: Active Grant

• Current Assignee: American Express Travel Related Services Company, Inc. (American Express Company)
• Original Assignee: American Express Travel Related Services Company, Inc. (American Express Company)
• Inventors: Durvasula, Sastry V.S.M., Sacheti, Sandeep, Murthy, Narasimha, Thomas, Deep, Von Wolff, Karl, Agrawal, Sanjay S.
• Granted Patent: US 7,953,762 B2
• Time in Patent Office: Days
• US Class Current: 1/1
• CPC Class Codes: G06Q 10/067 Enterprise or organisation modelling
• CPC Class Codes: G06Q 30/02 Marketing; Price estimation or determination; Fundraising
• CPC Class Codes: G06Q 30/0201 Market modelling; Market analysis; Collecting market data
• CPC Class Codes: G06Q 30/0202 Market predictions or forecasting for commercial activities
• CPC Class Codes: Y10S 707/948 Product or catalog

Abstract

A system that enables development and execution of predictive models comprises a centralized data management system, a data extraction tool a model validation tool and a model execution tool. In embodiments, a data management system includes a data management server that can be accessed via a web browser that stores data. An extraction tool includes a data filter adapted to filter data based on, for example, a population criteria, a sample size, and a date range criteria. A model validation tool validates the model. A model execution tool allows a user to score the model.

Claims

1. A system for enabling development and execution of predictive models comprising:

a centralized data management system operable to receive data from a plurality of data feeds;

a data extraction tool operable to extract data from the data management system thereby allowing a user to create a model, wherein the data extraction tool includes a data filter;

a model validation tool operable to validate the model; and

a model execution tool operable to score customers on the model.

2. The system of claim 1, wherein the data management system includes a data warehouse operable to store data in the form of SQL variables.

3. The system of claim 2, wherein the extracted data is in the form of a SAS data set and wherein the extraction tool is operable to convert a SQL variable to a SAS variable.

4. The system of claim 1, wherein the data filter is operable to filter data using logical operands based on at least one of the following types of criteria:

population criteria;

sample size; and

date range criteria.

5. The system of claim 1, wherein the data filter comprises a searchable data dictionary.

6. The system of claim 1, wherein the model validation tool comprises an intelligent code parser operable to check the model for errors.

7. The system of claim 1, wherein the model execution tool is operable to score models using a SAS scoring engine.

8. A method for enabling development and execution of predictive models comprising:

receiving data from a plurality of data feeds at a centralized data management system;

extracting data from the data management system by using a data filter thereby allowing a user to create a model;

validating the user-created model; and

scoring customers on the validated model.

9. The method of claim 8, wherein said receiving comprises storing data in the form of SQL variables.

10. The method of claim 9, wherein the extracted data is in the form of a SAS data set and wherein said extracting comprises converting a SQL variable to a SAS variable.

11. The method of claim 8, wherein said using a data filter comprises filtering data using logical operands based on at least one or more of the following types of criteria:

population criteria;

sample size; and

date range criteria.

12. The method of claim 8, wherein said using a data filter comprises using a searchable data dictionary.

13. The method of claim 8, wherein said validating comprises using an intelligent code parser to check the model for errors.

14. The method of claim 8, wherein said scoring customers on the validated model comprises using a SAS scoring engine.

15. A computer program product comprising a computer usable medium including control logic stored therein, the control logic enabling the development and execution of predictive models by performing a method, the method comprising:

receiving data from a plurality of data feeds at a centralized data management system;

extracting data from the data management system by using a data filter thereby allowing a user to create a model;

validating the user-created model; and

scoring customers on the validated model.

16. The computer program product of claim 15, wherein said receiving comprises storing data in the form of SQL variables.

17. The computer program product of claim 15, wherein the extracted data is in the form of a SAS data set and wherein the extraction tool is operable to convert a SQL variable to a SAS variable.

18. The computer program product of claim 15, wherein said using a data filter comprises filtering data using logical operands based on at least one or more of the following types of criteria:

population criteria;

sample size; and

date range criteria.

19. The computer program product of claim 15, wherein said validating comprises using an intelligent code parser to check the model for errors.

20. The computer program product of claim 15, wherein said scoring customers on the validated model comprises using a SAS scoring engine.