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    • 1. 发明申请
    • Composite Driver Derivation
    • 复合驱动器推导
    • US20130238395A1
    • 2013-09-12
    • US13883498
    • 2010-11-27
    • Jerry Z. Shan
    • Jerry Z. Shan
    • G06Q30/02
    • G06Q30/0202G06Q10/06
    • A crossover point between a first driver and a second driver over a series of time points is identified. Each of the first driver and the second driver is a variable, and affects or relates to revenue to be forecast. A composite driver from the first driver and the second driver is derived based on the revenue, using a model having one or more first weighting parameters for the time points before the crossover point and one or more second weighting parameters for the time points after the crossover point. The crossover point is a time point within the series of time points at which the revenue transitions from being more affected by the first driver than by the second driver to being more affected by the second driver than by the first driver.
    • 识别在一系列时间点上的第一驱动器和第二驱动器之间的交叉点。 第一个驾驶员和第二个驾驶员中的每一个都是一个变量,影响或涉及要预测的收入。 基于收入导出来自第一驱动器和第二驱动器的复合驱动器,使用具有在交叉点之前的时间点具有一个或多个第一加权参数的模型和在交叉之后的时间点的一个或多个第二加权参数 点。 交叉点是一系列时间点内的时间点,其中收入从第一司机受到更多的影响而不是由第二个驾驶员转变为受第二个驾驶员的影响比第一个驾驶员更多。
    • 3. 发明申请
    • SYSTEM AND METHOD FOR CONSTRUCTING FORECAST MODELS
    • 用于构造预测模型的系统和方法
    • US20110173144A1
    • 2011-07-14
    • US12687458
    • 2010-01-14
    • Jerry Z. ShanRajan LukoseHenri J. SuermondtEvan R. Krishenbaum
    • Jerry Z. ShanRajan LukoseHenri J. SuermondtEvan R. Krishenbaum
    • G06N3/12G06F15/18
    • G06N99/005
    • Embodiments of the present invention include a computational forecasting system that includes an identity of a dependent variable of interest and identities of a plurality of candidate indicators along with historical data or stored references to historical data, forecast-problem parameters stored in an electronic memory of the one or more electronic computers, an independent-variable selection component that generates correlations to the dependent variable of interest and lag times for the candidate indicators, and uses the generated correlations and lag times to select a number of the candidate indicators as a set of independent variables, and a model-generation component that, using a regression method, generates forecast models for the dependent variable of interest until a model that meets an acceptance criterion or criteria is obtained.
    • 本发明的实施例包括计算预测系统,其包括感兴趣的因变量的身份和多个候选指标的身份以及历史数据或存储在历史数据中的参考,存储在电子存储器中的预测问题参数 一个或多个电子计算机,产生与候选指标的感兴趣的因变量和滞后时间的相关性的独立变量选择部件,并且使用所生成的相关性和滞后时间来将多个候选指标作为一组独立的 变量和模型生成组件,使用回归方法生成感兴趣的因变量的预测模型,直到获得符合接受标准或标准的模型。
    • 8. 发明授权
    • Market forecasting
    • 市场预测
    • US08374904B2
    • 2013-02-12
    • US12946367
    • 2010-11-15
    • Jerry Z. Shan
    • Jerry Z. Shan
    • G06Q10/00
    • G06Q40/06
    • Methods, machine readable media, and systems for market forecasting are provided. An example of a method for market forecasting includes modeling market characteristics of market participants for a type of product and deriving variability of an attribute corresponding to a market characteristic coefficient of the type of product for each of the market participants. The method includes resampling from a distribution of the variability of the attribute for each of the market participants and remodeling the market characteristics of the market participants for the type of product using the resampled attribute. The method includes forecasting future market characteristics of the market participants for the type of product according to the remodeled market characteristics.
    • 提供了方法,机器可读介质和市场预测系统。 市场预测方法的一个例子包括对一种类型的产品的市场参与者的市场特征进行模拟,并且导出与每个市场参与者的产品类型的市场特征系数对应的属性的变异性。 该方法包括从每个市场参与者的属性的变异性的分布中重新采样,并使用重新采样的属性重新设计市场参与者的市场参与者的类型。 该方法包括根据重塑的市场特征预测市场参与者对于产品类型的市场特征。
    • 9. 发明授权
    • System and method for estimating a parameter that represents data describing a physical system
    • 用于估计表示描述物理系统的数据的参数的系统和方法
    • US08290880B2
    • 2012-10-16
    • US12427924
    • 2009-04-22
    • Jerry Z. ShanFereydoon Safai
    • Jerry Z. ShanFereydoon Safai
    • G06F17/00G06G7/00G06Q10/00G06Q30/00
    • G06Q40/02G06Q30/0207G06Q40/00
    • There is provided a system and method for estimating a parameter that represents data describing a physical system. An exemplary method comprises randomizing data representative of a population of items for which the parameter is known. The method may additionally comprise generating data representative of a pseudo population of items using a known perturbation, the data representative of the pseudo population of items being included with the data representative of the population of items for which the parameter is known to form a revised population and selecting a bootstrap sample of a minimum sample size of the revised population. A sensitivity study is performed on the parameters of the items comprising the bootstrap sample to determine a level of change of a predicted parameter value relative to a parameter value of the sample. At least one of a range, a probability distribution or the minimum sample size is revised based on the parameter for items comprising the bootstrap sample to produce at least one of a revised range, a revised probability distribution or a revised minimum sample size, taking into account an effect of the known perturbation applied to the pseudo population. The steps of selecting, performing and revising are repeated until the sensitivity study indicates that the level of change of the parameter is acceptably small. A value of the parameter is estimated for the population based on a parameter corresponding to the acceptably small level of change.
    • 提供了一种用于估计表示描述物理系统的数据的参数的系统和方法。 一种示例性方法包括随机化表示参数已知的项目群体的数据。 该方法可以另外包括使用已知的扰动来生成表示项目的伪群体的数据,代表项目的伪群体的数据被包括在代表已知该参数的项目群体形成修订的群体的数据中 并选择修订人口的最小样本量的引导样本。 对包括引导样本的项目的参数执行灵敏度研究以确定相对于样本的参数值的预测参数值的变化水平。 基于包括引导样本的项目的参数来修改范围,概率分布或最小样本大小中的至少一个,以产生经修改的范围,修订的概率分布或修订的最小样本大小中的至少一个, 考虑了应用于伪群体的已知扰动的影响。 重复选择,执行和修改的步骤,直到灵敏度研究表明参数的变化水平可接受的较小。 基于对应于可接受的较小变化水平的参数,为群体估计参数的值。