Patent ID: 7974913

Claim:
A system comprising: memory operable to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to: access and process data regarding the receipt of time series data regarding securities trading volume for a securities market for a period, wherein said time series data comprises a collection of numerical data points over said period; determine market level effects, wherein said market level effects comprise a collection of numerical data points over said period reflecting influences on said time series data based on at least one market pattern; determine residual time series data by adjusting said time series data based on said market level effects; generate a fitted autoregressive moving average model by fitting an autoregressive moving average model to said residual time series data; calculate an autoregressive moving average forecast for a day subsequent to said period based on said fitted autoregressive moving average model; and estimate a securities trading volume for said securities market for said day subsequent to said period based on said autoregressive moving average forecast.