Detecting instabilities in time series forecasting

Data processing: generic control systems or specific application – Generic control system – apparatus or process – Optimization or adaptive control

Reexamination Certificate

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C700S030000, C703S002000, C703S006000

Reexamination Certificate

active

07617010

ABSTRACT:
A predictive model analysis system comprises a receiver component that receives predictive samples created by way of forward sampling. An analysis component analyzes a plurality of the received predictive samples and automatically determines whether a predictive model is reliable at a time range associated with the plurality of predictive sample, wherein the determination is made based at least in part upon an estimated norm associated with a forward sampling operator.

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