Systems and methods for validating interpolation results using monte carlo simulations on interpolated data inputs
US8290969B2 · kind B2 · utility
Assignee
Inventor
Key dates
| Filing date | Feb 28, 2011 |
| Grant date | Oct 16, 2012 |
| Priority date | — |
| Expiry date | Apr 17, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F17/17
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
Embodiments relate to systems and methods for validating interpolation results using Monte Carlo simulations on interpolated data inputs. A database can store sets of operational data, such as financial, medical, climate or other information. For given data, a portion of the input data can be known or predetermined, while for a second portion can be unknown and subject to interpolation. The interpolation engine can generate a conformal interpolation function and interpolated input sets that map to a set of target output data. In aspects, in order to test the interpolated input data, the operator can initiate a Monte Carlo or other variational analysis using access a validation dialog. The Monte Carlo process can apply randomized perturbations to the values of the interpolated input variables, and track the results of that perturbation on the other interpolated inputs. A set of validation rules can be applied to those randomized results, to determine whether the remaining interpolated variables remain in conformance with expected ranges or values or demonstrate anomalous responses.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.