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System and method for predicting rare events

  • US 8,244,656 B2
  • Filed: 09/25/2008
  • Issued: 08/14/2012
  • Est. Priority Date: 09/25/2008
  • Status: Expired due to Fees
First Claim
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1. A computer-implemented method for predicting rare events, comprising:

  • postulating, by a computer processor, at least one predictor sequence, wherein each predictor sequence includes a plurality of variables, the postulating including;

    generating a random value for each variable, wherein the value is within a range associated with the variable;

    adding the variable to a predictor sequence; and

    repeating the generating and repeating the adding, until one of the following conditions is met;

    the plurality of variables represents a specified length of time andthe plurality of variables represents a specified number of events;

    for each predictor sequence, determining, by the processor, if the predictor sequence has an adequate fitness, wherein fitness is measured by determining a correlation between the predictor sequence and a rare event to be predicted;

    if the predictor sequence does not have an adequate fitness, refining the predictor sequence until the predictor sequence has adequate fitness; and

    predicting the occurrence of the rare event based at least in part on a model, wherein the model is constructed from the at least one predictor sequence having adequate fitness.

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