Abstract: Computer-implemented systems and methods for executing stochastic discrete event simulations for a stochastic model through a design of experiments approach. Streams of random numbers are associated with stochastic model components that are sources of random variation within the stochastic model. A system is configured to manage the streams while the stochastic model is being executed during a simulation.
Type:
Grant
Filed:
October 28, 2008
Date of Patent:
November 22, 2011
Assignee:
SAS Institute Inc.
Inventors:
Hong Chen, Emily Lada, Phillip C. Meanor
Abstract: A method is provided for analyzing operational risk associated with one or more organizations, comprising receiving operational loss data from a plurality of organizations at a third-party risk management entity that is a separate entity from the plurality of organizations. The operational loss data includes confidential information regarding one or more of the plurality of organizations. The data received from the plurality of organizations, including the confidential information, is pooled. The pooled data is used to generate an operational risk model for one of the plurality of organizations, and this operational risk model is transmitted to the organization. A system for modeling operational risk for a plurality of organizations is provided, comprising a first data store configured to collect data regarding operational losses from the plurality of organizations, whose data includes confidential information regarding one or more of the organizations.
Type:
Grant
Filed:
October 9, 2007
Date of Patent:
November 1, 2011
Assignee:
SAS Institute Inc.
Inventors:
Donald James Erdman, Jacques Rioux, Laura Elizabeth Jackson
Abstract: Computer-implemented systems and methods for analyzing costs associated with a cost flow model having components of relationships and entities. A system and method can be configured to receive data associated with the cost flow model that identifies the costs associated with the relationships among the entities. One or more matrices are created that are representative of the costs and the entity relationships. One or more sparse matrix operations are performed upon the created one or more matrices in order to determine cost contribution amounts from an entity to another entity.
Type:
Grant
Filed:
July 13, 2007
Date of Patent:
September 20, 2011
Assignee:
SAS Institute Inc.
Inventors:
Christopher D. Bailey, Dmitry V. Golovashkin
Abstract: Computer-implemented systems and methods for processing time series data that is indicative of a data generation activity occurring over a period of time. A model specification hierarchical data structure is used for storing characteristics that define a time series model. A fitted model hierarchical data structure stores characteristics that define a fitted time series model. The characteristics of the fitted time series model are defined through an application of the time series model to the time series data.
Abstract: Computer-implemented systems and methods for analyzing activities associated with accesses of a computer network. A computer-implemented method can be configured to receive data related to the activities associated with the accesses of a computer network. The network activities data are segmented into a plurality of network activities segments. For each of the network activities segments, an anomaly detection predictive model is generated. The generated predictive models are for use in analyzing the activities associated with the computer network.
Type:
Grant
Filed:
September 6, 2007
Date of Patent:
September 6, 2011
Assignee:
SAS Institute Inc.
Inventors:
Lizhong Wu, Terrance Gordon Barker, Vijay S. Desai
Abstract: Computer-implemented systems and methods for processing time series data that is indicative of a data generation activity occurring over a period of time. A model specification hierarchical data structure is used for storing characteristics that define a time series model. A fitted model hierarchical data structure stores characteristics that define a fitted time series model. The characteristics of the fitted time series model are defined through an application of the time series model to the time series data.
Abstract: Computer-implemented systems and methods to process time-series data. As an example, a system and method can use a first data store to store time series data, and a second data store to store definitions of events. A dummy variable is generated when data from an event's definition is applied to time series data.
Type:
Grant
Filed:
May 9, 2006
Date of Patent:
August 23, 2011
Assignee:
SAS Institute Inc.
Inventors:
Wilma S. Jackson, Michael J. Leonard, David Bruce Elsheimer
Abstract: A computer-implemented system and method for evaluating customer activity. Data about the customer activity is received and is used to generate actual data values associated with preselected business metrics. One or more business metric score cards may be generated to assess how the business metrics are performing as well as what business metrics can be changed to better meet business goals.
Abstract: In a novel computer-implemented method and system for assessing segmentation strategies, at least two models are selected for a plurality of segments. Segment performance of the segmentation strategy segments according to selected models is measured. Aggregate segmentation strategy performance data is obtained by aggregating segment performance for each segmentation strategy. Segmentation strategy performance indicia are generated to compare the aggregate segmentation strategy performance data of at least two of the segmentation strategies.
Abstract: Computer-implemented systems and methods for identifying markdown prices for items. As an example, a system and method can include identifying for each item an optimal markdown plan containing a markdown price for the item. Also, the method and system can be configured to identify for each item an optimal delay plan. For each item, a delay cost and a markdown spend are calculated, and a comparison is performed of the item's delay cost with respect to the item's markdown spend. The comparison is used to determine whether to mark down an item based upon the item's determined markdown price.
Abstract: Computer-implemented systems and methods for regular pricing optimization. A system can include decomposing a pricing situation into sub-problems. A non-linear optimization problem is solved to determine continuous optimal prices. A mixed integer linear programming problem is solved to snap prices to grid points.
Type:
Grant
Filed:
August 31, 2007
Date of Patent:
August 9, 2011
Assignee:
SAS Institute Inc.
Inventors:
Rajendra Singh Solanki, Yinhua Wang, Jie Zhong, Hao Cheng
Abstract: In accordance with the teachings described herein, systems and methods are provided for graphically distinguishing levels from a multidimensional database. Levels from a multidimensional database are distinguished, such as by associating two or more of database's levels with a plurality of different visual indicators.
Type:
Grant
Filed:
January 18, 2011
Date of Patent:
August 9, 2011
Assignee:
SAS Institute Inc.
Inventors:
Huifang Wang, Lina Clover, Walden B. Crabtree, Douglas R. Dotson
Abstract: Systems and methods are provided for executing a computer program that performs multiple processes in a multi-processor environment. A client computer may be used to execute a process manager software application for generating computer instructions that identify a plurality of the processes that may be run in parallel on separate processors. A metadata server may be used to store metadata that identifies whether the multi-processor environment is available to execute the plurality of processes. The computer program may be stored on a computer-readable medium and may be configured to execute on the client computer, and when executed by the client computer may cause the client computer to query the metadata server to determine if the multi-processor environment is available to execute the plurality of processes. The computer program may be further configured to use the computer instructions to cause the plurality of processes to be executed in the multi-processor environment.
Abstract: A computer-implemented system and method for integrating data from a plurality of biomedical development phases. The system and method include a database that stores data collected from the biomedical development phases. The database further includes a metadata data structure that describes the data collected during a biomedical development phase. At least one graphical user interface collects data during the biomedical development phase. The structure of the graphical user interface is defined based at least in part upon the metadata data structure so that the graphical user interface collects data points as well as metadata that is to be stored within the metadata data structure. The metadata describes the collected data points, and at least a portion of the metadata data structure is determined based upon an issue that arises in a subsequent biomedical development phase.
Type:
Grant
Filed:
January 8, 2009
Date of Patent:
June 28, 2011
Assignee:
SAS Institute Inc.
Inventors:
Andrew Thomas Fagan, Lauren A. B. Bond, Andrew Joseph Foglia, Martin Francis Michael, Brian Lee Stratton, Peter Alan Villiers
Abstract: Computer-implemented systems and methods for displaying multidimensional data as graphical time-based objects. A system and method could include associating actual calendar units with time dimension members. The association can be based on the time periods and the corresponding time-level information in the cube's time dimension hierarchies. Query results involving time periods and time period analysis are displayed as graph chart objects within the time period's visual presentation.
Abstract: Computer-implemented systems and methods for determining demand of products. A system and method can be configured to determine a price with respect to a first attribute of a first product. This determination is based upon the price data of the products which compete with the first product and whose attributes are alike with respect to the first product's attributes except for a first attribute. The determined single price is used in a mathematical model for determining demand for the first product.
Abstract: A computer-implemented system and method for tagged data and rectangular data conversions. The system and method receive tagged input data that is in a non-rectangular format and uses a hierarchical arrangement of tags to indicate data relationships. Data directives are used to parse the tagged input data. The data directives indicate which tags in the hierarchical arrangement of tags are to form which columns in the rectangular formatted data output. The rectangular formatted data output is generated based upon the parsed tagged input data. The data directives may also be used to convert rectangular data into a tagged data format.
Abstract: Systems and methods for performing fraud detection. As an example, a system and method can be configured to contain a raw data repository for storing raw data related to financial transactions. A data store contains rules to indicate how many generations or to indicate a time period within which data items are to be stored in the raw data repository. Data items stored in the raw data repository are then accessed by a predictive model in order to perform fraud detection.
Type:
Grant
Filed:
March 26, 2007
Date of Patent:
March 22, 2011
Assignee:
SAS Institute Inc.
Inventors:
Revathi Subramanian, Radu Drossu, Kevin Chaowen Chen, Paul C. Dulany
Abstract: A method for testing software includes the steps of creating a software program using a software development program executing on a first computer; the first computer generating a source code file from the software program for testing; receiving the source code file by a second computer, the second computer executing a test generation program that is independent of the software development program; and executing the test generation program to generate a test file from the source code file.
Type:
Grant
Filed:
September 18, 2006
Date of Patent:
March 22, 2011
Assignee:
SAS Institute Inc.
Inventors:
Charles W. Squires, William A. Gwaltney, Jr., Jared Richardson
Abstract: Computer-implemented methods and systems for analyzing claims related to a warranty. Statistical analysis is performed in order to examine claim counts with respect to a time period (e.g., production period, claim period, etc.). A claim issue is detected based upon the statistical analysis with respect to the time period.
Type:
Grant
Filed:
October 2, 2006
Date of Patent:
March 22, 2011
Assignee:
SAS Institute Inc.
Inventors:
Michael L. Whear, Max J. McLeod, Danny C. Noal, Robert Martin Henry, Jr.