Sas Institute Inc.

Kanchan Kamat

Arnulfo D De Castro

Tae Yoon Lee

Richa Chauhan

Hemil Shah

Harish Yadav

In one example, a system can receive an input from a user indicating a target variable to be forecasted over a future time window. The system can then determine independent variables that influence the target variable and generate a set of candidate variables, including combinations of the independent variables. The system can then execute a random forest classifier to identify a subset of candidate variables having a threshold level of influence on the target variable. The system can then construct a machine-learning model configured to receive the identified subset of candidate variables as inputs and generate a forecast of the target variable. After constructing the machine-learning model, the system can train the machine-learning model using historical data and then execute the machine-learning model to generate the forecast.

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Wanowrie, India

Kanchan Kamat