JP6297855B2 - 動的外れ値偏り低減システム及び方法 - Google Patents
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Description
本一部継続特許出願は、2011年8月19日に出願された「Dynamic Outlier Bias Reduction System and Method」という名称の米国仮特許出願第13/213,780号の優先権を主張する。これは、その全体が参照として本明細書に組み入れられる。
相対誤差m=((予測値m−実際値m)/実際値m)2 (1)
絶対誤差m=(予測値m−実際値m)2 (2)
となる。
Claims (6)
- 施設に対して測定された目標変数の外れ値偏りを低減するシステムであって、
プロセッサ及び格納サブシステムを含んでデータセットを処理するコンピュータユニットと、
処理される前記データセットを入力するための入力ユニットであって、前記施設に対する目標変数を測定し、かつ、それに対応するデータセットを与える測定装置を含む入力ユニットと、
処理済みデータセットを出力する出力ユニットと、
前記格納サブシステムに格納されたコンピュータプログラムであって、実行されると前記プロセッサに、
前記施設に対する一の目標変数を選択するステップと、
前記目標変数の実際値の一セットを選択するステップと、
前記施設に対する前記目標変数に関連する複数の変数を識別するステップと、
前記施設に対する一のデータセットを取得するステップであって前記データセットは前記複数の変数に対する複数の値を含むステップと、
一の偏り基準を選択するステップと、
複数のモデル係数の一セットを選択するステップと、
(1)前記データセットに対する複数の予測値の一セットを生成するステップと、
(2)前記データセットに対する一の誤差セットを生成するステップと、
(3)前記誤差セット及び前記偏り基準に基づいて複数の誤差しきい値の一セットを生成するステップと、
(4)前記誤差セット及び複数の誤差しきい値の前記セットに基づいて一の打ち切られたデータセットを生成するステップと、
(5)複数の新モデル係数の一セットを生成するステップと、
(6)複数の新モデル係数の前記セットを使用して一の打ち切りパフォーマンス終了基準が満たされるまでステップ(1)〜(5)を繰り返すステップと
を実行させる命令を含むコンピュータプログラムと
を含むシステム。 - 前記測定装置は一以上のセンサを含む、請求項1に記載のシステム。
- 前記センサは、前記施設に対する化学物質を検出かつ定量する、請求項2に記載のシステム。
- 金融商品に対して測定された目標変数における外れ値偏りを低減するシステムであって、
プロセッサ及び格納サブシステムを含んでデータセットを処理するコンピュータユニットと、
処理済みデータセットを出力する出力ユニットと、
前記格納サブシステムに格納されたコンピュータプログラムであって、実行されると前記プロセッサに、
前記金融商品に対する一の目標変数を選択するステップと、
前記目標変数の実際値の一セットを選択するステップと、
前記目標変数に関連する前記金融商品に対する複数の変数を識別するステップと、
前記金融商品に対する一のデータセットを取得するステップであって前記データセットは前記複数の変数に対する複数の値を含むステップと、
一の偏り基準を選択するステップと、
複数のモデル係数の一セットを選択するステップと、
(1)前記データセットに対する複数の予測値の一セットを生成するステップと、
(2)前記データセットに対する一の誤差セットを生成するステップと、
(3)前記誤差セット及び前記偏り基準に基づいて複数の誤差しきい値の一セットを生成するステップと、
(4)前記誤差セット及び複数の誤差しきい値の前記セットに基づいて一の打ち切られたデータセットを生成するステップと、
(5)複数の新モデル係数の一セットを生成するステップと、
(6)複数の新モデル係数の当該セットを使用して一の打ち切りパフォーマンス終了基準が満たされるまでステップ(1)〜(5)を繰り返すステップと
を実行させる命令を含むコンピュータプログラムと
を含むシステム。 - 前記金融商品は普通株式であり、
前記目標変数は前記普通株式の価格である、請求項4に記載のシステム。 - 前記金融商品に対する前記複数の変数は、前記目標変数に関連し、かつ、配当金、利益剰余金、キャッシュフロー、一株当たりの利益、株価収益率及び成長率の少なくとも一つを含む、請求項5に記載のシステム。
Applications Claiming Priority (2)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
US13/772,212 | 2013-02-20 | ||
US13/772,212 US9111212B2 (en) | 2011-08-19 | 2013-02-20 | Dynamic outlier bias reduction system and method |
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JP2018029943A Division JP6636071B2 (ja) | 2013-02-20 | 2018-02-22 | コンピュータ実装方法、コンピュータシステム及びコンピュータ装置 |
JP2018029942A Division JP6686056B2 (ja) | 2013-02-20 | 2018-02-22 | コンピュータ実装方法、コンピュータシステム及びコンピュータ装置 |
JP2018029940A Division JP6626910B2 (ja) | 2013-02-20 | 2018-02-22 | コンピュータ実装方法、コンピュータシステム及びコンピュータ装置 |
JP2018029938A Division JP6527976B2 (ja) | 2013-02-20 | 2018-02-22 | 外れ値偏りを低減するシステム及び方法 |
JP2018029941A Division JP6626911B2 (ja) | 2013-02-20 | 2018-02-22 | コンピュータシステム |
JP2018029939A Division JP6613329B2 (ja) | 2013-02-20 | 2018-02-22 | コンピュータ実装方法、コンピュータシステム及びコンピュータ装置 |
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JP2014170532A JP2014170532A (ja) | 2014-09-18 |
JP6297855B2 true JP6297855B2 (ja) | 2018-03-20 |
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JP2014030259A Active JP6297855B2 (ja) | 2013-02-20 | 2014-02-20 | 動的外れ値偏り低減システム及び方法 |
JP2018029938A Active JP6527976B2 (ja) | 2013-02-20 | 2018-02-22 | 外れ値偏りを低減するシステム及び方法 |
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US10557840B2 (en) | 2011-08-19 | 2020-02-11 | Hartford Steam Boiler Inspection And Insurance Company | System and method for performing industrial processes across facilities |
US11334645B2 (en) | 2011-08-19 | 2022-05-17 | Hartford Steam Boiler Inspection And Insurance Company | Dynamic outlier bias reduction system and method |
US11868425B2 (en) | 2011-08-19 | 2024-01-09 | Hartford Steam Boiler Inspection And Insurance Company | Dynamic outlier bias reduction system and method |
US10409891B2 (en) | 2014-04-11 | 2019-09-10 | Hartford Steam Boiler Inspection And Insurance Company | Future reliability prediction based on system operational and performance data modelling |
US11550874B2 (en) | 2014-04-11 | 2023-01-10 | Hartford Steam Boiler Inspection And Insurance Company | Future reliability prediction based on system operational and performance data modelling |
US11636292B2 (en) | 2018-09-28 | 2023-04-25 | Hartford Steam Boiler Inspection And Insurance Company | Dynamic outlier bias reduction system and method |
US11803612B2 (en) | 2018-09-28 | 2023-10-31 | Hartford Steam Boiler Inspection And Insurance Company | Systems and methods of dynamic outlier bias reduction in facility operating data |
US11328177B2 (en) | 2019-09-18 | 2022-05-10 | Hartford Steam Boiler Inspection And Insurance Company | Computer-based systems, computing components and computing objects configured to implement dynamic outlier bias reduction in machine learning models |
US11615348B2 (en) | 2019-09-18 | 2023-03-28 | Hartford Steam Boiler Inspection And Insurance Company | Computer-based systems, computing components and computing objects configured to implement dynamic outlier bias reduction in machine learning models |
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JP2023113140A (ja) | 2023-08-15 |
JP2014170532A (ja) | 2014-09-18 |
EP2770442A3 (en) | 2014-09-17 |
JP2018113048A (ja) | 2018-07-19 |
US10113233B2 (en) | 2018-10-30 |
CN104090861B (zh) | 2019-06-25 |
JP6626910B2 (ja) | 2019-12-25 |
CN104090861A (zh) | 2014-10-08 |
US20150211122A1 (en) | 2015-07-30 |
JP6686056B2 (ja) | 2020-04-22 |
KR20140104386A (ko) | 2014-08-28 |
KR20190135445A (ko) | 2019-12-06 |
KR102208210B1 (ko) | 2021-01-28 |
JP2018116714A (ja) | 2018-07-26 |
EP3514700A1 (en) | 2019-07-24 |
US20170022611A9 (en) | 2017-01-26 |
JP6636071B2 (ja) | 2020-01-29 |
CA2843276A1 (en) | 2014-08-20 |
JP6978541B2 (ja) | 2021-12-08 |
JP6626911B2 (ja) | 2019-12-25 |
JP2022031709A (ja) | 2022-02-22 |
JP6613329B2 (ja) | 2019-11-27 |
JP2018116713A (ja) | 2018-07-26 |
JP2018139109A (ja) | 2018-09-06 |
JP6527976B2 (ja) | 2019-06-12 |
JP2018116712A (ja) | 2018-07-26 |
KR102052217B1 (ko) | 2019-12-04 |
JP2018136945A (ja) | 2018-08-30 |
EP2770442A2 (en) | 2014-08-27 |
JP2020123365A (ja) | 2020-08-13 |
JP7244610B2 (ja) | 2023-03-22 |
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