OR/MS Today, June 2010

Forecasting Software Survey
Page 9



 
Product Techniques Available
Multivariate Techniques
Spectral Analysis Kalman Filter Fourier Analysis State Space Models Transfer Function Model Inter-
vention Analysis
Econo-
metric Models
SABL Neural Net-
works
Others? For additional capabilities, does software auto- matically find the optimal model?
Autobox 6.0 y y y Level Shifts, Pulses, Seasonal Pulses, Local Time Trends can be detected and adjusted automatically - Intermittent Demand - Constancy of Parameters and Variance y
Forecast Pro TRAC y event-index models, top-down approaches y
Forecast Pro XE event-index models, discrete data models, Croston's Intermittent Demand y
iData y y y y y y y y
JMP 8 y y y y Data Mining, Survival/Reliability, PCA, PLS, Cluster, Discriminant, Choice, DOE y
Minitab 16 Statistical Software
NCSS 2007 y y
PSI Planner for Windows Best Method forecasting (similar to Focus Forecasting; picks most accurate forecast of recent history using PSI Planner methods) y
RoadMap Global Planning Solution y y Croston's and Other Intermittent Demand Models y
RoadMap in a Box Web Collaboration y
SAS Forecast Server y y y y y y y Intermittent demand models, unobserved component models, ARIMAX, dynamic regression, neural networks through Enterprise Miner y
SCA Statistical System y y y y y y y GAM, MARSpline, ACE, Projection Pursuit, ASTAR, TAR, Threshold, GARCH, etc.
SmartForecasts Smart-Willemain method for intermittent demand y
Smoothie
SPSS Forecasting y y y y
STATGRAPHICS Centurion y y y y y
STATGRAPHICS Web Services y y y y
SYSTAT 13 y SYSTAT can do Andrews Fourier Plot, and Fourier transforms in time series.
The DecisionTools Suite 5.5 y
Vanguard System y y y y y

Forecasting Software Survey Pages:
Introduction | Page 1 | Page 2 | Page 3 | Page 4 | Page 5 | Page 6 | Page 7 | Page 8 | Page 9 | Page 10 | Page 11 | Vendor List | Accompanying Article
 

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