Time series analysis and forecasting program

Details Time series analysis and forecasting program Time series analysis and forecasting program

2006-10-17

2006-10-17

Raymond, Edward (Department: 2857)

Data processing: measuring, calibrating, or testing

Measurement system

Statistical measurement

C705S014270

Reexamination Certificate

active

07124055

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.

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Box, G., et al., “Time Series Analysis: Forecasting and Control”, Third Edition, 1994, Chapter 1, pp 2-6 and 39-40; Chapter 3, pp 46-88; Chapter 4, pp 89-130; Chapter 5, pp. 131-150; and Chapter 9, pp 327-361 and pp 367-369.
Makridakis, S., et al., “The Forecasting Accuracy of Major Time Series Methods”, 1984 John Wiley & Sons, pp 167-200.

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