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Software Reviewed in February ORMS/Today Magazine view
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Software Reviewed in January/February APICS magazine view
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Do forecasting software programs facilitate good practices in the selection, evaluation, and presentation of appropriate forecasting methods? Using representative programs from each of four market categories, we evaluate the effectiveness of forecasting software in implementing relevant principles of forecasting. The categories are (1) Spreadsheet add-ins, (2) Forecasting modules of general statistical programs, (3) Neural network programs, and (4) Dedicated business-forecasting programs. view
Check out the Software Ratings Table (see table 8)
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The term automatic forecasting describes a forecasting system (FS) that, apart from some initial specifications, requires only the input of an observed time series in order to generate a set of forecasts. That is, the selection of a forecasting scheme, from some prespecified set of possibilities, takes place without user intervention.
For completeness we shall refer to manual selection whenever the choice of model requires explicit choices to be made by the analyst. view here
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AUTOBOX 3.0 from Automatic Forecasting Systems (AFS) and PC-EXPERT/XUTS from Scientific Computing Associates - hence referred to as SCA PC-EXPERT- are expert systems which can be used to manually or automatically forecast univariate time series on the basis of the Box-Jenkins methodology. In addition, both programs can model exogenous regressors and outliers via transfer functions.
Both developers have considerable experience in designing forecasting systems. AUTOBOX's David Reilly has worked for more than 20 years on automatic ARIMA modeling and has written several papers about ARIMA modeling strategy. view
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AUTOBOX 3.0 is a watershed product. It is the most sophisticated, powerful, and flexible time series program available today. The embedded expert artificial intelligence module identifies and estimates single and multiple time series models (sometimes called dynamic regression or dynamic distributed lag models) which satisfy the necessary and sufficient conditions imposed by the underlying assumptions. view
Abstract: Forecasting software, through the incorporation of automatic features for model selection and estimation, has made heretofore "complex" methods more accessible to the practitioner, giving rise concomitantly to claims that software now relieves the practitioner of the burden of technical knowledge. Academics, however, have questioned the wisdom of forecasting without foretraining. View
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AUTOBOX can be run either in batch mode or as a menu-driven program and has, as its central feature, a fully automatic procedure for identifying and estimating ARIMA models and transfer functions both with and without intervention detection. I was surprised by the ease with which I was able to run through all of the major automatic options on my first attempt, and there is no doubt that its automatic function will lead users to consider these types of analyses more frequently than they otherwise would. View
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Review by Keith Ord and Sam Lowe of Autobox 1.02 view