Systems and methods for forecasting cybersecurity ratings based on event-rate scenarios
Disclosed herein are computer-implemented methods and systems for forecasting security ratings for an entity. The methods and systems can include generating a plurality of simulated instantiations of a security scenario for the entity, in which the security scenario characterized by a plurality of security events associated with at least one event type. The methods and systems can further include determining a security rating for each instantiation of the plurality of instantiations; and generating a forecast cone based on the determined security ratings for the plurality of instantiations. In some examples, for each event type of the at least one event type, the methods and systems can include determining a rate, duration, and/or temporal placement of the security events associated with the event type over a forecasting period.
1. A computer-implemented method for forecasting security ratings for an entity, the method comprising:
generating a plurality of simulated instantiations of a security scenario for the entity, the security scenario characterized by a plurality of security events associated with at least one event type;
generating a security ratings time series for each instantiation of the plurality of instantiations, the security ratings time series forming a security forecast for the respective instantiation; and
generating a forecast cone based on the generated security ratings time series for the plurality of instantiations, wherein the generated forecast cone comprises an inner band based on a first, inner subset of the security forecasts and an outer band based on a second, outer subset of the security forecasts.
2. The method of claim 1 , wherein generating the plurality of simulated instantiations of the security scenario for the entity comprises:
for each event type of the at least one event type:
determining a rate of the security events associated with the event type over a forecasting period;
determining a duration of the security events associated with the event type in the forecasting period; and
determining a temporal placement of the security events associated with the event type in the forecasting period.
3. The method of claim 2 , wherein determining the rate of the security events associated with the event type over the forecasting period comprises:
sampling from a distribution to determine the rate of the security events associated with the event type.
4. The method of claim 3 , wherein the distribution is selected from the group consisting of: a normal distribution, a log-normal distribution, a geometric distribution, a Poisson distribution, and a uniform distribution.
5. The method of claim 2 , wherein determining the duration of the security events associated with the event type in the forecasting period comprises:
sampling from a distribution to determine the duration of the security events associated with the event type.
6. The method of claim 5 , wherein the distribution is selected from the group consisting of: a normal distribution, a log-normal distribution, a geometric distribution, a Poisson distribution, and a uniform distribution.
7. The method of claim 2 , wherein determining the temporal placement of the security events associated with the event type in the forecasting period comprises:
sampling from a distribution to determine the temporal placement of the security events associated with the event type.
8. The method of claim 7 , wherein the distribution is selected from the group consisting of: a normal distribution, a log-normal distribution, a geometric distribution, a Poisson distribution, and a uniform distribution.
9. The method of claim 1 , wherein generating the security ratings time series for each instantiation of the plurality of instantiations comprises:
assigning a weight to security events of each event type.
10. The method of claim 1 , wherein generating the forecast cone based on the generated security ratings time series for the plurality of instantiations comprises:
generating the security forecast for each instantiation based at least in part on the generated security ratings time series for the respective instantiation; determining the first, inner subset of the security forecasts and the second, outer subset of the security forecasts to generate the forecast cone.
11. The method of claim 10 , wherein the inner band of the forecast cone is based on a 25th percentile and a 75th percentile of the subset of the security forecasts and the outer band of the forecast cone is based on a 5th percentile and 95th percentile of the subset of security forecasts.
12. A system for forecasting security ratings for an entity, the system comprising:
at least one memory storing computer-executable instructions; and
at least one processor for executing the instructions storing on the memory, wherein execution of the instructions programs the at least one processor to perform operations comprising:
generating a plurality of simulated instantiations of a security scenario for the entity, the security scenario characterized by a plurality of security events associated with at least one event type;
generating a security ratings time series for each instantiation of the plurality of instantiations, the security ratings time series forming a security forecast for the respective instantiation; and
generating a forecast cone based on the generated security ratings time series for the plurality of instantiations, wherein the generated forecast cone comprises an inner band based on a first, inner subset of the security forecasts and an outer band based on a second, outer subset of the security forecasts.
13. The system of claim 12 , wherein generating the plurality of simulated instantiations of the security scenario for the entity comprises:
for each event type of the at least one event type:
determining a rate of the security events associated with the event type over a forecasting period;
determining a duration of the security events associated with the event type in the forecasting period; and
determining a temporal placement of the security events associated with the event type in the forecasting period.
14. The system of claim 13 , wherein determining the rate of the security events associated with the event type over the forecasting period comprises:
sampling from a distribution to determine the rate of the security events associated with the event type.
15. The system of claim 14 , wherein the distribution is selected from the group consisting of: a normal distribution, a log-normal distribution, a geometric distribution, a Poisson distribution, and a uniform distribution.
16. The system of claim 13 , wherein determining the duration of the security events associated with the event type in the forecasting period comprises:
sampling from a distribution to determine the duration of the security events associated with the event type.
17. The system of claim 16 , wherein the distribution is selected from the group consisting of: a normal distribution, a log-normal distribution, a geometric distribution, a Poisson distribution, and a uniform distribution.
18. The system of claim 13 , wherein determining the temporal placement of the security events associated with the event type in the forecasting period comprises:
sampling from a distribution to determine the temporal placement of the security events associated with the event type.
19. The system of claim 18 , wherein the distribution is selected from the group consisting of: a normal distribution, a log-normal distribution, a geometric distribution, a Poisson distribution, and a uniform distribution.
20. The system of claim 12 , wherein generating the security ratings time series for each instantiation of the plurality of instantiations comprises:
assigning a weight to security events of each event type.
21. The system of claim 12 , wherein generating the forecast cone based on the generated security ratings time series for the plurality of instantiations comprises: generating the security forecast for each instantiation based at least in part on the generated security ratings time series for the respective instantiation; determining the first, inner subset of the security forecasts and the second, outer subset of the security forecasts to generate the forecast cone.
22. The system of claim 21 , wherein the inner band of the forecast cone is based on a 25 th percentile and a 75 th percentile of the subset of the security forecasts and the outer band of the forecast cone is based on a 5 th percentile and 95 th percentile of the subset of security forecasts.