PREDICTION MODELING FOR DIFFERENCING TECHNIQUE
A system and method including determining, for a calculation of a predicted value specified by a recursive equation, an equivalent representation based on a cumulative sum; determining a trend component for the determined equivalent representation of the predicted value; decomposing the determined equivalent representation of the predicted value into the trend component and a cyclic component; and generating a visualization for a set of time series data expressed by the decomposition.
1 . A computer-implemented method, the method comprising:
determining, for a calculation of a predicted value specified by a recursive equation, an equivalent representation based on a cumulative sum;
determining a trend component for the determined equivalent representation of the predicted value;
decomposing the determined equivalent representation of the predicted value into the trend component and a cyclic component; and
generating a visualization for a set of time series data expressed by the decomposition.
2 . The method of claim 1 , wherein the cumulative sum starts from a first predicted data point.
3 . The method of claim 1 , wherein the trend component has a constant amplitude over time.
4 . The method of claim 1 , wherein a slope for the trend component is one of a constant, strictly increasing value, and a strictly decreasing value.
5 . The method of claim 1 , wherein the trend component and the cyclic component are expressed in a same value space.
6 . The method of claim 5 , wherein the value space for the trend component and the cyclic component is the same for the set of time series data.
7 . The method of claim 1 , wherein the generated visualization includes an indication of the determined trend component represented as at least one of a semantic description and a graphical representation.
8 . A system comprising:
a memory storing processor-executable program code; and
a processor to execute the processor-executable program code in order to cause the system to:
determine, for a calculation of a predicted value specified by a recursive equation, an equivalent representation based on a cumulative sum;
determine a trend component for the determined equivalent representation of the predicted value;
decompose the determined equivalent representation of the predicted value into the trend component and a cyclic component; and
generate a visualization for a set of time series data expressed by the decomposition.
9 . The system of claim 8 , wherein the cumulative sum starts from a first predicted data point.
10 . The system of claim 8 , wherein the trend component has a constant amplitude over time.
11 . The system of claim 8 , wherein a slope for the trend component is one of a constant, strictly increasing value, and a strictly decreasing value.
12 . The system of claim 8 , wherein the trend component and the cyclic component are expressed in a same value space.
13 . The system of claim 8 , wherein the generated visualization includes an indication of the determined trend component represented as at least one of a semantic description and a graphical representation.
14 . A non-transitory, computer readable medium storing instructions, which when executed by at least one processor cause a computer to perform a method comprising:
determining, for a calculation of a predicted value specified by a recursive equation, an equivalent representation based on a cumulative sum;
determining a trend component for the determined equivalent representation of the predicted value;
decomposing the determined equivalent representation of the predicted value into the trend component and a cyclic component; and
generating a visualization for a set of time series data expressed by the decomposition.
15 . The medium of claim 14 , wherein the cumulative sum starts from a first predicted data point.
16 . The medium of claim 14 , wherein the trend component has a constant amplitude over time.
17 . The medium of claim 14 , wherein a slope for the trend component is one of a constant, strictly increasing value, and a strictly decreasing value.
18 . The medium of claim 14 , wherein the trend component and the cyclic component are expressed in a same value space.
19 . The medium of claim 18 , wherein the value space for the trend component and the cyclic component is the same for the set of time series data.
20 . The medium of claim 14 , wherein the generated visualization includes an indication of the determined trend component represented as at least one of a semantic description and a graphical representation.