Adobe Inc.
Generating prediction models in accordance with any specific data sets

Abstract:

Embodiments of the present invention provide systems, methods, and computer storage media for facilitating generation of prediction models. In some embodiments, a predetermined number of parameter value sets is identified. Each parameter value set includes a plurality of parameter values that represent corresponding parameters within a time series model. The parameter values can be selected in accordance with stratified sampling to increase a likelihood of prediction accuracy. The parameter value sets are input into a time series model to generate a prediction value in accordance with observed time series data, and the parameter value set resulting in a least amount of prediction error can be selected and used to generate a time series prediction model (ARIMA, AR, MA, ARMA) with corresponding model parameters, such as p, q, and/or k, subsequently used to predict values.