International Business Machines Corporation
PREDICTION OF OBJECTIVE VARIABLE USING MODELS BASED ON RELEVANCE OF EACH MODEL

Abstract:

It is preferable to predict an objective variable by optimally selecting or combining the output of a plurality of models. A computer-implemented method is provided that calculates, for each of a plurality of models, a relevance of an output of the model with respect to a value of an objective variable based on the value of the objective variable and the output of the model in the past. The method also calculates, for each of the plurality of models, similarities between a current timing and a plurality of past timings based on the output of the model at the current timing, the output of the model at the plurality of past timings, and the relevance. Additionally, the method predicts the value of the objective variable at a target timing based on the similarities.