Patent ID: 6928398
Filing Date: 2005-08-09
Classification: G06F,G06Q

Abstract:
1. A method for determining a univariate ARIMA model of a time series utilizing a computer comprising: inputting the time series comprised of separate data values into said computer; inputting the seasonal cycle for the time series into the computer; determining whether the time series has any missing data values; if any data values are missing, imputing at least one of the missing values into the time series; determining whether the separate data values and any imputed data values of the time series are positive numbers; if the data values are all positive, determining if logarithmic or square root transformation is needed; if transformation is needed, transforming the time series comprised of positive separate data values and any positive imputed values; determining the differencing order for the time series; determining the non-seasonal AR and MA orders; constructing an initial ARIMA model for the time series based on the differencing order and the AR and MA orders determined earlier; and modifying the initial ARIMA model based on iterative model estimation results, diagnostic checking and ACF/PACF of residuals.