Hellinger distance for measuring accuracies of mean and standard deviation prediction of dynamic Boltzmann machine

A computer program product for commodity management, the computer program product comprising a non-transitory computer readable storage medium having program instructions embodied therewith, the program instructions executable by a computer to cause the computer to perform a method comprising:

• generating, by a processor using a Dynamic Boltzmann Machine (DyBM), both a future mean prediction and a future standard deviation prediction of a financial time-series dataset for a commodity;
• measuring, by the processor using Hellinger Distance (HD), an accuracy of the future mean prediction and the future standard deviation prediction;
• combining, by the processor, the future mean prediction and the future standard deviation prediction of the DyBM with the Hellinger Distance to determine a DyBM trustworthy prediction time period in which predictions by the DyBM, including the future mean prediction and the future standard deviation prediction, are deemed trustworthy;
• and
• selectively performing, by the processor, an action relating to an ownership of the commodity based on at least one of the future mean prediction and the future standard deviation prediction, responsive to the future mean prediction and the future standard deviation prediction being generated during the DyBM trustworthy prediction time period.

A computer processing system for commodity management, comprising:

• a memory for storing program code;
• and
• a processor operatively coupled to the memory for running the program code to
• generate, using a Dynamic Boltzmann Machine (DyBM), both a future mean prediction and a future standard deviation prediction of a financial time-series dataset for a commodity;
• measure, using Hellinger Distance (HD), an accuracy of the future mean prediction and the future standard deviation prediction;
• combine the future mean prediction and the future standard deviation prediction of the DyBM with the Hellinger Distance to determine a DyBM trustworthy prediction time period in which predictions by the DyBM, including the future mean prediction and the future standard deviation prediction, are deemed trustworthy;
• and
• selectively perform an action relating to an ownership of the commodity based on at least one of the future mean prediction and the future standard deviation prediction, responsive to the future mean prediction and the future standard deviation prediction being generated during the DyBM trustworthy prediction time period.