US 12,013,865 B1
Trend and seasonality decomposition
Vijay Arya, Gurgaon (IN); Mudhakar Srivatsa, White Plains, NY (US); Joshua Rosenkranz, White Plains, NY (US); Petros Zerfos, New York, NY (US); and Xuan-Hong Dang, Chappaqua, NY (US)
Assigned to International Business Machines Corporation, Armonk, NY (US)
Filed by International Business Machines Corporation, Armonk, NY (US)
Filed on Mar. 10, 2023, as Appl. No. 18/181,594.
Int. Cl. G06F 16/24 (2019.01); G06F 7/556 (2006.01); G06F 16/2458 (2019.01)
CPC G06F 16/2477 (2019.01) [G06F 7/556 (2013.01)] 16 Claims
OG exemplary drawing
 
1. A computer-implemented method comprising:
receiving time series data comprising a plurality of values taken over a first period of time;
generating a forecast using the time series data, the forecast comprising one or more predicted values over a second period of time;
decomposing the forecast into N components;
defining 2N coalitions for the N components; and
determining, for each coalition of the 2N coalitions, a coalition value;
wherein the 2N coalitions comprise a base coalition absent the N components, a complete coalition having all N components, and a plurality of coalitions corresponding to all possible remaining combinations of the N components.