Computer-implemented system and method for generating forecasts

Data processing: measuring – calibrating – or testing – Measurement system – Measured signal processing

Reexamination Certificate

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C702S181000

Reexamination Certificate

active

11431089

ABSTRACT:
Computer-implemented systems and methods for performing forecast scoring based upon time series data that is indicative of a data generation activity occurring over a period of time. One or more data stores store historical data and future data. The historical data includes historical exogenous inputs. The future data includes future exogenous inputs. A dynamic statistical model receives the historical data and future data that are stored in the one or more data stores. The dynamic statistical model is to provide forecast scoring based upon the historical exogenous inputs and the future exogenous inputs. An optimizer having an objective function iteratively varies the future data, so that forecasts associated with the varying future data values are generated by the dynamic statistical model for evaluation by the objective function.

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