AUTOMATED SYSTEM CONTROL WITH DATA ANALYTICS USING DOUBLY STOCHASTIC MODEL

A system and method for controlling an automated process based on a time series of count data. The approach includes characterizing an observed time series of counts by modeling the underlying dynamics that give rise to the observed data, including evaluating the time series with a driver estimation process, wherein the driver estimation process identifies a model by an iterative process that includes: providing a probability model; and utilizing a combined MCMC and EM algorithm to determine a set of model parameters for the time series; outputting an estimated sequence of driver values based on the identified model; outputting a series of statistically plausible future counts, and controlling the automated process based on the estimated sequence of driver values.