
OR/MS Today

2003 Forecasting Software Survey
The information in the survey that follows was provided by the vendors in response to a questionnaire developed by Jack Yurkiewicz. The survey should not be considered as comprehensive, but rather as a representation of available forecasting packages. Questionnaires were sent to vendors drawn from previous survey participants, the OR/MS Today database and other sources. It includes the products of those vendors who responded by the deadline. If you know of a forecasting package that is not in this survey, please contact Patton McGinley at (770) 431-0867, ext. 214 or e-mail them to patton@lionhrtpub.com. They will be included in an online version.

Be sure to read the accompanying article.

The survey is divided into 12 separate pages. Following is an index of the pages and the information they contain:

Page 1
Publisher
Operating Systems
Software Capabilities: Automatic, Semi-automatic, Manual

Page 2
Data Entry: Maximum number of observations in time series
Import: Reads Excel XP (2002) files, If Not, What Modifications Must be Made?, Additional Import File Formats Available?

Page 3
Exports: Exports Output to Excel Files, Exports Sessions, Exports Graphics (Formats)

Page 4
Graphics Types: Time-series Plot, Scatter Diagram, Forecast Plot, Autocorrelation Partial, Autocorrelation Function, Residual Plot, Bar, Pie, Other Business Chart, Others

Page 5
Techniques Available:
- Exponential Smoothing:
Brown's Simple, Brown's Double, Brown's Triple, Holt's Two-Parameter Method, Winter's Three Parameter Method,

Page 6
Techniques Available (continued):
- Exponential Smoothing (continued):
Adaptive response rate,Harrison's Harmonic Smoothing, Damped Trend, Prgm. Finds Optimal Parameters, Parameters Outside Zero-one Int.

Page 7
Techniques Available (continued):
- Time Series Decomposition:
Moving Average Methods, Classical Decomposition, Census Bureau Methods
- Box-Jenkins (ARIMA):
Prgm. Recommends Opt. Model

Page 8
Techniques Available (continued):
- Regression:
Maximum Number of Independent Variables, Maximum Number of Observations, Other models - Nonlinear Regression Models, Other models - Dynamic Regression
- Other Univariate Techniques:
Trend Analysis, If yes, name type of trend curves

Page 9
Techniques Available (continued):
- Multivariate Techniques:
Spectral Analysis, Kalman Filter, Fourier Analysis, State Space Models, Transfer Function Model, Interventional Analysis, SABL, Neural Networks, Others?

Page 10
Documentation:
On-line Help, On-line Tutorial, Printed Documentation Offers Forecasting Advice
Price:
Commercial, Student, Educational, Downloadable "Time-Limited" Evaluation Version

Page 11
New Features (since Feb. 2000))
Comments

Vendor List

The survey appeared in the February 2003 issue of OR/MS Today. To order a copy of this issue, contact Customer Service at 770-431-0867, ext. 201 or send e-mail to:
csr@lionhrtpub.com.

If you publish a Forecasting program and are not included in the survey, send e-mail to Lionheart Publishing, Inc. to be contacted when we publish future editions.



E-mail to the Editorial Department of OR/MS Today: orms@lionhrtpub.com


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