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.

Date of Patent:
Jun. 02, 2015

Filed:

Apr. 05, 2012
Applicants:

Jerzy Michal Brzezicki, Cary, NC (US);

Dinesh P. Apte, Pune, IN;

Michael J. Leonard, Cary, NC (US);

Michael Ryan Chipley, Raleigh, NC (US);

Sagar Arun Mainkar, Pune, IN;

Edward Tilden Blair, Cary, NC (US);

Inventors:

Jerzy Michal Brzezicki, Cary, NC (US);

Dinesh P. Apte, Pune, IN;

Michael J. Leonard, Cary, NC (US);

Michael Ryan Chipley, Raleigh, NC (US);

Sagar Arun Mainkar, Pune, IN;

Edward Tilden Blair, Cary, NC (US);

Assignee:

SAS Institute Inc., Cary, NC (US);

Attorney:
Primary Examiner:
Assistant Examiner:
Int. Cl.
CPC ...
G06F 7/60 (2006.01); G06F 17/10 (2006.01); G06G 7/48 (2006.01); G06N 7/00 (2006.01); G06F 17/18 (2006.01); G06F 17/50 (2006.01); G06F 19/24 (2011.01);
U.S. Cl.
CPC ...
G06N 7/005 (2013.01); G06F 17/18 (2013.01); G06F 17/5009 (2013.01); G06F 19/24 (2013.01); G06F 2217/10 (2013.01);
Abstract

Systems and methods are provided for evaluating performance of forecasting models. A plurality of forecasting models may be generated using a set of in-sample data. Two or more forecasting models from the plurality of forecasting models may be selected for use in generating a combined forecast. An ex-ante combined forecast may be generated for an out-of-sample period using the selected two or more forecasting models. The ex-ante combined forecast may then be compared with a set of actual out-of-sample data to evaluate performance of the combined forecast.


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