par De Stefani, Jacopo 
;Bontempi, Gianluca ;Caelen, Olivier ;Hattab, Dalila
Publication Publié, 2019-01-03
;Bontempi, Gianluca ;Caelen, Olivier ;Hattab, DalilaPublication Publié, 2019-01-03
Brevet
| Résumé : | The invention relates to a system and a method for managing risk in a process of an industrial production chain, said system comprising at least one database containing at least one set of time series of raw data relating to said process, a set of devices storing at least one module or a set of modules, the execution of which makes it possible to implement the risk management method comprising at least the preprocessing of a set of raw data so as to produce a set of "proxies" of volatility, the analysis of correlations between the "proxies", the identification of at least one model and of optimal parameters depending at least on said "proxies" and the calculation of the predictions of the set of the "proxies" comprising the combination of at least one of said "proxies" with at least one exogenous parameter included in said set of "proxies". |
