Outlier correction
US7239984B2 · kind B2 · utility
Assignee
Inventor
Key dates
| Filing date | Dec 23, 2004 |
| Grant date | Jul 3, 2007 |
| Priority date | — |
| Expiry date | Dec 23, 2024 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q10/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
The invention provides methods and apparatus, including computer program products, for correcting outlier values in a series of values representing a predetermined numerical parameter over time. For predetermined time interval with a beginning (b) and end (e) point of the time series, an ex-post forecast time series (s_ep) is calculated using the historical time series (s_h) and a predetermined model function (f). Lower and upper tolerance limit lines are defined using (s_ep) and on a quality function (qf) over the time interval. Beginning at (b), (s_h) is corrected by replacing the first value outside of the tolerance lines by a predetermined value inside the tolerance lines. The (s_ep) is recalculated using (s_h) and (f). The tolerance lines are redefined using the recalculated (s_ep) and (qf) that takes only values where the last outlier value has been replaced. These steps are repeated until all (s_h) outlier values have been replaced.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.