The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Feb. 07, 2012
Filed:
Jan. 30, 2007
Junya Shimizu, Yokohama, JP;
Junya Shimizu, Yokohama, JP;
International Business Machines Corporation, Armonk, NY (US);
Abstract
Systems and methods for distribution-transition estimation of key performance indicator (KPI). Exemplary embodiments include a method including establishing a state-space model in a computer memory, the model for handling measurement errors and modelling errors as noise, wherein time-varying indices have historical data and a correlation with KPI, adaptively estimating parameters related to the time varying indices, and obtaining residuals from the adaptive estimate of the parameters, estimating a probability distribution in order to generate random numbers from the probability distribution, generating random numbers related to the estimated probability distribution, thereby enabling prediction of future indicator distributions through a Sequential Monte Carlo method, providing models to input KPI intensity levels for a scenario level and to predict future values for a plurality of scenarios as point estimates and distributing and synthesizing the point estimation results for the plurality of scenarios based on KPI estimated probability distributions.