Adaptive
Systems
Measurement

A Breakthrough Multi-Variable Analysis

January 5, 2004
ASM_One undergoes yet another upgrade:

  • Sigma multiple, the simplest possible measure of variable's strength now has programmable threshold that benefits system analysis with very large number of variables

  • Vector predictors are now written directly into a spreadsheet for easier review and graphing

April 22, 2002
Backbone Consultants today announced a major ugrade of its product and with it a new name: ASM_One

ASM_One is a significant enhancement to ASM_Analyst.

ASM_One:

  • Calculates fulfillment of weights with most recent values of variables

  • Normalizes placement of the variable of interest with all relevant influencing variables

  • Computes expectation as variable values fluctuate

  • Analyzes several variables over several periods in one run

     

August 6, 2001
Backbone Consultants released its first product: the ASM_Analyst

In systems where very large number of variables influence each other, ASM_Analyst is an exceptional tool for market, consumer, and medical researchers who live with data

ASM_Analyst discovers the links and weights of relevant variables and greatly aids in the networking and visualization of relevant variables. For user's variable of interest ASM_Analyst outputs all relevant variables with links and weights in less than five seconds when searching through hundreds of variables

Among ASM_Analyst unique features is its ability to analyze an event where the focus is on finding variables with the greatest degree of polarization. Event analysis can be run at any time to discover the largest influences -- wherever these may be

Place your product at the center and watch ASM_Analyst connect your product into a system of influencing variables. You will then know how much other variables influence your product and how to move into a leadership position

You already know you cannot control all relevant variables. ASM_Analyst will let you know which variables have the greatest influence and how the influences are changing as you make your moves

®

Contact us for ASM particulars

Get this page out of frames

Download technical notes (90k pdf) for ASM version 1.12

 

Backbone Consultants developed a core tool -- the ASM engine -- that measures the performance of complex systems. Powerful new computing methods evaluate a system where very large number of variables interact

  • ASM discovers and measures relevancy among variables

  • ASM measures the phasing of relevant variables for most recent data

During relevancy discovery, ASM engine quantifies the positive and negative influence on a particular variable and also quantifies the particular variable's influence on other variables

ASM can result in solutions to customer problems that cannot be obtained any other way, particularly where system modeling is approximate, or where the system is nonlinear or intractable

Backbone Consultants includes the ASM engine in products that address diverse applications areas

ASM is not a regression or correlation based tool

 

Market Data Application: Adaptive Systems Measurement computes influence weights while treating each stock price as a variable. On the variable's leadership side, variable outfluence is prorated and the leadership measure is obtained for the last ten trading days. This results in LIPS: Lead In-Phase Summary, which tells you the stock leadership measure of last ten days using six months of data. Consult a report (73k pdf) showing influence weights and LIPS in a broad 350+ ticker 'Computer Apps' category.

Table below shows the running measure of leadership LIPS during the last ten trading days as of each closing date. LIPS foundation in this case is based on 12 months of data having a maximum value of 108. This is not a solicitation for the listed stocks.

Definition of the adaptive system

¤ System that has very large number of variables that weakly relate to each other while accomplishing some objective (focus event), and/or

¤ System that has no hard rules or for which rules are unknown or changing, and/or

¤ System that has a large number of localized hard rules and a large number of weak interactions

Definition of terms

Variables
Variables that are or may be relevant to a specific variable or to a focus event. Variables are a measure of a movement of a physical or logical entity. 10 variables minimum, 50 or more variables recommended

Lead (or Leading) Variable
1. Variables that have considerable influence on focus event
2. Single variable that has considerable influence on several other variables
3. Several variables that have considerable influence on single variable

Focus Event
A point in time the event-of-interest happens. For example, pain diminishes, vibration becomes excessive, interest rate decreases or increases, money supply increases. Usually, focus event can be described as a discontinuous event

Number of Samples
Samples that precede the focus event or samples that cover the period for analysis. 25 samples minimum, 50 or more samples recommended

Logistics

1. Each variable is sampled at identical intervals. All variables cover a particular period with an identical number of samples

2. Variables values are written into a text file separated by a delimiter; tab or similar. The resulting file is ready for processing

o Matrix size consisting of 1,000 variables with 1,000 samples each is not considered excessive

Note that all value separation formatting is automatic when saving spread sheet as text. Below is an example of source data. Any data you can import into a spreadsheet are ready for ASM processing

DATE

SCost

ACost

Ship1

Ship2

Overhd

Sell1

Sell2

Cpn1

Cpn2

Absence

Cnls

Receipt

2/5/2001
2/8/2001
2/9/2001
2/10/2001
2/11/2001
2/12/2001
2/16/2001
2/17/2001
2/18/2001
2/19/2001
2/22/2001
2/23/2001
2/24/2001
2/25/2001
2/26/2001
etc

36.31
37.75
37.19
38.31
39.62
37.69
38.31
37
36
37.19
38.44
38.44
37.44
36.94
34.81

12.69
12.75
11.62
11.62
11.38
11
10.25
10.12
10
10.75
11
11.12
10.75
10.5
10.12

22.98
23.14
21.8
22.17
22.48
21.73
21.08
19.83
21.08
21.11
21.83
21.83
21.7
21.48
20.08

39.38
41.25
37.62
37.38
41.62
40.5
40.12
38.81
39.81
39.56
38.56
41.06
39.75
39.88
40.5

20.94
22
21.12
21.38
22.25
21.62
21
21
21.75
22.44
23.38
23
23
21.69
19.94

28.38
27.75
25.81
26.75
29.47
28.19
29.06
28.6
29.19
29.25
30.25
29.91
29.44
27.5
24.31

60.69
67.44
63.25
60.81
67.06
66.88
67.88
67.38
66.25
68.69
68.19
68.44
68.25
63.75
55.62

29.91
30.31
28.92
29.19
31.19
30.06
30.56
30.63
30.88
31.03
31.66
32.22
31.75
31.69
31.22

2.5
2.69
2.41
2.5
2.62
2.66
2.41
2.41
2.59
2.59
2.62
2.66
2.62
2.69
2.62

7.56
7.62
7.62
7.75
7.88
8
7.69
8
8.09
7.97
7.94
8
7.97
8
7.97

5.19
5.25
5
5
5
4.81
4.94
5.19
5.12
5
5
5.31
5.5
5.62
6.12

44.25
45.88
44.47
45.19
47.41
46.19
46
45.19
45.97
46.06
46.69
48.88
48
48.13
48.06

Contact Information

By phone

617-723-9553

By email

Mike_Ivsin@Hotmail.com

By mail

Backbone Consultants Inc.
84 Myrtle Street
Boston, MA 02114

We look forward to hearing from professionals providing programming services in the scientific and graphical/visual environments of the Internet

Data providers in economic, market, consumer, and financial areas are solicited as supplier references. We are particularly interested in liquid data streams (daily better than weekly better than monthly..)

 

Data Resources

FRB Boston offers the following variables:

Labor Markets
Employment Situation
Help Wanted
Initial Claims

Consumers
Auto and Truck Sales
Confidence Indices
Housing and Construction
LJR Redbook
Personal Income
Retail Sales

International and Other
Exchange and Interest Rates
International Trade

Wages and Prices
Consumer Price Index
Employment Cost Index
Hourly Earnings
Oil and Commodity Prices
Producer Price Index
Productivity and Costs

Businesses
Durable Goods
Industrial Production
Leading Indicators
Manufacturers' Shipments
Manufacturing and Trade
NAPM

Gross Domestic Product
Gross Domestic Product Index

www.FastTrack.net FastTrack tool exports data in text format into a single file directly compatible with ASM

www.EconoMagic.com offers data series of many econ variables

www.MSOData.com offers stock and index market data at most reasonable cost

Go or select another topic from the gold post

HyperFlight home Portal in new window

® Registered Trademark of Backbone Consultants Inc
© 2001-04 Backbone Consultants. Copyrights Information

 
Restore complete HyperFlight Portal