Abstract: A method for evaluating a plurality of data aggregations is provided. A data aggregation comprising a plurality of data points. The method comprises calculating a mathematical operator for one of the plurality of data aggregations based on a metric for the data points of the one data aggregation. The operator defines a transformation that preserves the metric. Further, the method comprises calculating eigenvectors of the mathematical operator, and projecting the remaining data aggregations of the plurality of data aggregations into a space spanned by the eigenvectors.

Abstract: A method and device for valuation of a traded commodity An embodiment of the invention relates to a method for valuation of a traded commodity by a data processor, wherein a relative or absolute future value of the traded commodity is computed by a determination of an expectation by the data processor, the method comprising the steps of: receiving an historical time series indicating the commodity's value over time in the data processor; transferring the historical time series of the commodity's value into attribute values of at least one attribute representative for internal features of the historical time series; and constructing a function predicting the future value of the commodity based on a sparse grid regression method which takes said attribute values into account.