Time series analysis and forecasting program
First Claim
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1. A computer program product comprising a computer useable medium having computer program logic recorded thereon for enabling a processor in a computer system to perform forecasting, said computer program logic comprising:
- means for enabling the processor to designate a portion of time series data as a base pattern;
means for enabling the processor to identify one or more candidate patterns from a remaining portion of the time series data based on a comparison with the base pattern;
means for enabling the processor to identify one or more candidate patterns from a remaining portion of the time series data based on a comparison with the base pattern;
means for enabling the processor to construct a forecast based on one or more candidate forecasts, wherein each of the one or more candidate forecasts is associated with a corresponding candidate pattern; and
means for storing the forecast in memory for further processing or display.
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Abstract
A method and apparatus for performing forecasting using time series data are described. In one embodiment, the method includes designating a last portion of the time series data as a base pattern, searching the remaining portion of the time series data for candidate patterns using the base pattern, and identifying candidate forecasts corresponding to the candidate patterns. The method further includes calculating a set of final forecast values based on the candidate forecasts.
32 Citations
16 Claims
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1. A computer program product comprising a computer useable medium having computer program logic recorded thereon for enabling a processor in a computer system to perform forecasting, said computer program logic comprising:
- means for enabling the processor to designate a portion of time series data as a base pattern;
means for enabling the processor to identify one or more candidate patterns from a remaining portion of the time series data based on a comparison with the base pattern;
means for enabling the processor to identify one or more candidate patterns from a remaining portion of the time series data based on a comparison with the base pattern;
means for enabling the processor to construct a forecast based on one or more candidate forecasts, wherein each of the one or more candidate forecasts is associated with a corresponding candidate pattern; and
means for storing the forecast in memory for further processing or display. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8)
- means for enabling the processor to designate a portion of time series data as a base pattern;
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9. A computerized forecasting method comprising designating a portion of time series data as a base pattern;
- identifying one or more candidate patterns from a remaining portion of the time series data based on a comparison with the base pattern;
constructing a forecast based on one or more candidate forecasts, wherein each of the one or more candidate forecasts is associated with a corresponding candidate pattern; and
storing the forcast in memory for further processing or display. - View Dependent Claims (10, 11, 12, 13, 14, 15, 16)
- identifying one or more candidate patterns from a remaining portion of the time series data based on a comparison with the base pattern;
Specification