Methods and systems for variable group selection and temporal causal modeling
US8255346B2 · kind B2 · utility
16Cited by
1References
23Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Nov 11, 2009 |
| Grant date | Aug 28, 2012 |
| Priority date | — |
| Expiry date | Feb 15, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06N7/01
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A “variable group selection” system and method in which constructs are based upon a training data set, a regression modeling module that takes into account information on groups of related predictor variables given as input and outputs a regression model with selected variable groups. Optionally, the method can be employed as a component in methods of temporal causal modeling, which are applied on a time series training data set, and output a model of causal relationships between the multiple times series in the data.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.