2010 Forecasting Software Survey

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2010 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 [email protected].
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:

Forecasting Software Survey
Page 1

Product

Operatin
g
System

Platform

Windows,
Unix

All
Platforms

All
windows
platforms

32-bit

y

y

y

All
versions
of
Windows
Most
Windows
and UNIX

32-bit

y

y

y

iData

Automatic
Forecasting
Systems,
Inc.
Business
Forecast
Systems,
Inc.
Business
Forecast
Systems,
Inc.
MJC2

y

y

y

JMP 8

SAS

Windows
7, Vista,
XP;
Macintos
h OSX
10.6

32 and
64 bit
supporte
d
32 or 64
bit, must
specify

y

y

Autobox 6.0

Forecast Pro
TRAC

Forecast Pro
XE

Publisher

Software Capabilities
Automat
Semiic
automat
ic
y
y

Manu
al
y

(Snow
Leopard),
10.5
XP, Vista,
Windows
7

Minitab 16
Statistical
Software

Minitab Inc.

NCSS 2007

NCSS, LLC

Windows
7 and
earlier

PSI Planner
for Windows

Logistics
Planning
Associates,
LLC

RoadMap
Global
Planning
Solution
RoadMap in a
Box

RoadMap
Technologie
s

Windows
(95, NT,
XP, Vista,
7, Server,
etc)
Windows
7

RoadMap
Technologie
s

Windows
7, Mac
OS,

SAS Forecast
Server

SAS

SCA
Statistical
System

Scientific
Computing
Associates
Corp.

All major
PC, Unix,
and
Mainfram
e
operating
systems
Windows
7,
Windows
Vista,
Unix

SmartForecas
ts

Smart
Software

Smoothie

Demand
Works

SPSS
Forecasting

SPSS, an
IBM
Company

All
Windows
Operating
Systems
All
modern
Windows
operating
systems
Windows
xp,
Windows
Vista,
Windows
7, Mac
Leopard,
Snow

32- and
64-bit
(Minitab
16 works
on both)
NCSS
2007 is a
32 bit
program,
but it
works on
64-bit
machines
32 or 64
Bit

y

y

y

y

y

y

y

y

32/64 bit
Windows
Server

y

y

y

32/64 bit
Windows
Server;
Firefox
and
Internet
Explorer
Browsers
All major
platforms
supporte
d

y

y

y

y

compatibl
e with
32-bit
and 64bit
platforms

y

y

y

y

y

y

32-bit or
64-bit

y

y

32 bit
and 64
bit
purchase
r must
specify
platform

y

y

Leopard,
Solaris,
Linux,
AIX, HP
UX
Windows
XP, 2000,
Vista, 7

STATGRAPHIC
S Centurion

StatPoint
Technologie
s, Inc.

STATGRAPHIC
S Web
Services

StatPoint
Technologie
s, Inc.

.NET

SYSTAT 13

Systat
Software,
Inc.

The
DecisionTools
Suite 5.5

Palisade
Corporation

Windows
7,
Windows
Vista,
Windows
XP
Windows
Vista, XP

Vanguard
System

Vanguard
Software

All
Windows

32 Bit or
64 Bit,
purchase
r must
specify
platform
One
version
which
works on
both
32 Bit
and 64
Bit

32 Bit
(64Bit
coming
soon)
One
version
works on
both

y

y

y

y

y

y

y

y

y

y

y

y

Page 2

Product

Autobox 6.0

Forecast Pro
TRAC

Forecast Pro
XE

Data Entry
Is there a
maximum
number of
observati
ons in
timeseries?
y

Import
Reads
Excel
files(20
10 and
2007)

Reads
Excel
files(20
03)

9,999
but
customiz
ed
versions
can be
created
no limits

y

y

y

y

no
maximu
m

y

y

How
many?

If Not,
What
Modificati
ons Must
be Made?

Addition
al
Import
File
Formats
Available
?

minor
formatting
required to
read in
data
minor
formatting
is required

ODBC,
text, wk*

ODBC,
text, wk*

to
recognize
data
iData

y

y

JMP 8

y

y

Minitab 16
Statistical
Software

y

NCSS 2007

y

y

y

y

PSI Planner
for Windows

y

60

RoadMap
Global
Planning
Solution

RoadMap in
a Box

SAS
Forecast
Server

y

y

SCA
Statistical
System

Data
transformat
ion into
MS-Access
or SQLServer
Web Server
Automatical
ly Formats
Excel 2003
Files

y

y

SmartForeca
sts
Smoothie

y
y

y

SPSS
Forecasting
STATGRAPH
ICS

y

y

y

y

user must
save as
earlier
version

csv, xml,
sql,
customisa
ble
txt, sas,
mtp,
html, csv,
ODBC
TXT, CSV,
DAT, XML,
and
databases
via ODBC
mdb, txt,
jmp, mat,
mtw, sd2,
tpt,
sas7bdat,
dat, sav,
xpt, sta
.txt, .csv,
ODBC
(SQL
Server
and
Access
templates
included)
Oracle
RDBMS

Can
import
virtually
any file
format
CSV, SAS,
SCA,
Matlab,
RATS,
TSD,
Citibase
csv, txt
SQLServer,
Other
ODBC
sav, odbc,
sas, stata
XML, CSV,
TXT, 20

Centurion

statistics
and
mathemat
ics
packages
XML

STATGRAPH
ICS Web
Services
SYSTAT 13

y

y

The
DecisionTool
s Suite 5.5

y

y

Vanguard
System

y

y

sav, jnb,
xls, xlsx,
sd2,
sas7bdat,
xpt, tpt,
mtw, sta,
dta, jmp,
dbf, txt,
dat, csv,
shp, wk1,
wk2, wks,
dif, and
svd
Anything
that can
be
brought
into Excel,
the
applicatio
ns in the
Suite are
Excel
add-ins.
CSV, TXT,
XML, Web
Services,
ODBC

Page 3

Product

Autobox 6.0
Forecast Pro TRAC
Forecast Pro XE
iData

Export
Exports
Output to
Excel Files
y
y
y
y

JMP

y

y

Minitab 16
Statistical
Software
NCSS 2007

y

y

y

y

PSI Planner for
Windows

y

y

Exports
Sessions

Exports Graphics (Formats)

y
y
y
y

JPG
Both to Excel and jpg
Both to Excel worksheets and to jpg.
jpeg, emf+, svg, png, metafile, swf
(Flash available for bubble plot and
profiler)
JPG, PNG, TIF, BMP, GIF, EMF

can save graph files and "cut and
paste" graphs

RoadMap Global
Planning Solution
RoadMap in a Box

y

BMP

y

BMP, PDF

SAS Forecast
Server
SCA Statistical
System
SmartForecasts

y

y

Any major image format

y

y

WMF, EMF, BMP, TIF, HP1

Smoothie
SPSS Forecasting

y
y

y
y

STATGRAPHICS
Centurion
STATGRAPHICS
Web Services
SYSTAT 13

y

y

PNG
several formats supported, varies by
platform
JPG, GIF, PNG, WMF, BMP, TIF, AVI

y

JPG, GIF, PNG

y

y

The DecisionTools
Suite 5.5
Vanguard System

y

y

Windows Metafile (*.wmf) Windows
Enhanced Metafile (*.emf) EPS
(*.eps) PS (*.ps) JPEG (*.jpg)
Bitmap (*.bmp) TIFF (*.tiff) GIF
(*.gif) PNG (*.png)
Native Excel graphs + jpgs

y

y

OLE, Metafile, Bitmap

y

.jpg

Page 4

Product

Graphics Types
Time
Scatter
Diagra
serie
m
s
Plot
y

Foreca
st Plot

Autocorrelatio
n, Partial

Autocorrelati
on
Function

Residu
al Plot

y

y

y

y

Bar,
Pie,
Other
Busine
ss
Chart

Autobox 6.0

y

Forecast Pro
TRAC
Forecast Pro
XE
iData

y

y

y

y

y

y

y

y

y

y

y

y

y

y

JMP 8

y

y

y

y

y

y

y

Minitab 16
Statistical
Software

y

y

y

y

y

y

y

NCSS 2007

y

y

y

y

y

y

y

PSI Planner
for Windows

y

y

y

y

y

RoadMap
Global
Planning
Solution
RoadMap in a
Box
SAS Forecast
Server

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

SCA
Statistical
System
SmartForecas
ts

y

y

y

y

y

y

y

y

y

y

y

y

y

y

Smoothie

y

y

y

SPSS
Forecasting
STATGRAPHI
CS Centurion
STATGRAPHI
CS Web
Services

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

SYSTAT 13

y

y

y

y

y

y

y

The
DecisionTools
Suite 5.5
Vanguard
System

y

y

y

y

y

y

y

y

y

y

y

y

Page 5

y

y

Product

Techniques Available
Exponential Smoothing
Brown's
Holt's TwoMethods (Simple,
Parameter
Double, Triple
Method
Exponential
Smoothing)
y
y

Winter's
ThreeParameter
Method

Forecast Pro
TRAC
Forecast Pro XE

y

y

y

y

y

y

iData
JMP 8

y
y

y
y

y
y

Minitab 16
Statistical
Software
NCSS 2007

y

y

y

y

y

y

PSI Planner for
Windows
RoadMap Global
Planning
Solution
RoadMap in a
Box
SAS Forecast
Server
SCA Statistical
System
SmartForecasts

y
y

y

y

y

y

y

y

y

y

y

y

Smoothie
SPSS
Forecasting
STATGRAPHICS
Centurion
STATGRAPHICS
Web Services
SYSTAT 13

y
y

y
y

y
y

y

y

y

y

y

y

y

y

The
DecisionTools
Suite 5.5
Vanguard
System

y

y

y

y

y

y

Autobox 6.0

Adaptive
Response
Rate

y

y

y

y

Page 6

Product

Techniques Available (continued)
Exponential Smoothing (continued)
Harrison's
Damped
Prgm. Finds
Harmonic
Trend
Optimal
Smoothing
Parameters

Autobox 6.0

y

y

Forecast Pro

y

y

Other
Features (smoothing
parameters outside
zero-one interval, etc.)

TRAC
Forecast Pro XE
iData

y

JMP 8

y

y

y

y

y

Minitab 16
Statistical
Software
NCSS 2007

y

y

PSI Planner for
Windows

y

RoadMap Global
Planning
Solution
RoadMap in a
Box
SAS Forecast
Server

y

y

Geneva Expert System
y

y

y

y

y

y

Smoothie

y

y

SPSS
Forecasting
STATGRAPHICS
Centurion

y

SCA Statistical
System
SmartForecasts

Automatic and User
Created (ex:
Promotional Calendar)
Seasonality factor
Geneva Expert System

y

Multiplicative and
additive seasonal
smoothing

y

STATGRAPHICS
Web Services

User can specify statistic
(AIC, HQC, SBIC, MSE,
MAE, MAPE
User can specify
statistics (AIC, HQC,
SBIC, MSE, MAE, MAPE)

y

SYSTAT 13
The
DecisionTools
Suite 5.5
Vanguard
System

y

y

y

Page 7

Product

Techniques Available (continued)
Time Series Decomposition
Moving
Average
Methods

Classical
Decomposition

Forecast Pro TRAC

y

y

Forecast Pro XE

y

y

iData
JMP 8

y
y

y
y

Census
Bureau
Methods

Autobox 6.0

Box-Jenkins
(ARIMA)
Prgm.
Recommends
Opt. Model
y
y
y

y

y
y

Minitab 16
Statistical
Software
NCSS 2007

y

y

y

y

y

y

PSI Planner for
Windows
RoadMap Global
Planning Solution
RoadMap in a Box

y
y

y

SAS Forecast
Server
SCA Statistical
System
SmartForecasts

y

y

y

y

y

y

Smoothie

y

y

SPSS Forecasting

y

y

y

STATGRAPHICS
Centurion
STATGRAPHICS
Web Services
SYSTAT 13

y

y

y

y

y

y

The DecisionTools
Suite 5.5
Vanguard System

y

y

y
y

y

y

y

y

Page 8

Product

Techniques Available (continued)
Regression
Maximum
Number of
Independe
nt
Variables

Maximum
Number of
Observatio
ns

Autobox 6.0

y

y

y

Forecast Pro
TRAC

y

y

y

y

Forecast Pro
XE

y

y

y

y

iData
JMP 8

y

y

Other linear
regression
models(stepwi
se, best
subsets, etc.)

Nonlinea
r
Regressi
on
Models

y

y

y

y

y

Dynamic
Regressi
on

Other Univariate
Techniques
Trend
Analys
is

y

Minitab 16
Statistical
Software

NCSS 2007

y

y

PSI Planner
for Windows
RoadMap
Global
Planning
Solution
RoadMap in
a Box
SAS Forecast
Server
SCA
Statistical
System
SmartForeca
sts
Smoothie

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

SPSS
Forecasting
STATGRAPHI
CS Centurion

y

y

y

y

STATGRAPHI
CS Web
Services

y

SYSTAT 13

The
DecisionTool
s Suite 5.5
Vanguard
System

Page 9

y

y

y

y

y

y

y

y

y

y

y

y

y

Produ
ct

Techniques Available
Multivariate Techniques
Spe
Kal
Fou
St
ctra ma
rier
ate
l
n
Ana
Sp
Ana
Filt
lysi
ac
lysi
er
s
e
s
Mo
del
s

Autobo
x 6.0

y

Tra
nsf
er
Fun
ctio
n
Mo
del

Int
erven
tion
Ana
lysi
s

y

y

Ec
on
ome
tri
c
Mo
del
s

S
A
B
L

Forecas
t Pro
TRAC

y

Forecas
t Pro
XE

iData

Ne
ur
al
Ne
two
rk
s

y

y

y

y

y

y

y

y

Others?

Level
Shifts,
Pulses,
Seasonal
Pulses,
Local
Time
Trends
can be
detected
and
adjusted
automati
cally Intermitt
ent
Demand
Constanc
y of
Paramete
rs and
Variance
eventindex
models,
top-down
approach
es
eventindex
models,
discrete
data
models,
Croston's
Intermitt
ent
Demand

For
additi
onal
capab
ilities
, does
softw
are
automatic
ally
find
the
optim
al
mode
l?
y

y

y

JMP 8

y

Minitab
16
Statisti
cal
Softwar
e
NCSS
2007
PSI
Planner
for
Windo
ws

y

RoadM
ap
Global
Plannin
g
Solutio
n
RoadM
ap in a
Box
SAS
Forecas
t
Server

y

y

Data
Mining,
Survival/
Reliability
, PCA,
PLS,
Cluster,
Discrimin
ant,
Choice,
DOE

y

Best
Method
forecasti
ng
(similar
to Focus
Forecasti
ng; picks
most
accurate
forecast
of recent
history
using PSI
Planner
methods)
Croston's
and
Other
Intermitt
ent
Demand
Models
Web
Collabora
tion
Intermitt
ent
demand
models,
unobserv
ed
compone
nt
models,
ARIMAX,
dynamic
regressio
n, neural
networks
through
Enterpris
e Miner

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

SCA
Statisti
cal
System

y

y

y

y

y

y

y

GAM,
MARSplin
e, ACE,
Projectio
n Pursuit,
ASTAR,
TAR,
Threshol
d,
GARCH,
etc.
SmartWillemain
method
for
intermitt
ent
demand

SmartF
orecast
s

Smooth
ie
SPSS
Forecas
ting
STATG
RAPHIC
S
Centuri
on
STATG
RAPHIC
S Web
Service
s
SYSTAT
13

The
Decisio
nTools
Suite
5.5
Vangua
rd
System

y

y

y

y

y

y

y

y

y

y

y

y

y

y

y

SYSTAT
can do
Andrews
Fourier
Plot, and
Fourier
transfor
ms in
time
series.
y

y

y

y

y

Documentation
OnOther
line
Features(e.
Help
g. software
and
offers

Price
Commerci
al

y

Page 10

Product

Educational

Can
user
downloa
da

Tutori
al

forecating
advice, etc.)

Autobox 6.0

y

Analytic
Steps, Verbal
Description
of the model,
Equation
presented
also as a
"Right hand
side
equation" for
use in
optimization
postprocessing

Forecast Pro
TRAC
Forecast Pro
XE
iData
JMP

y

Minitab 16
Statistical
Software

y

NCSS 2007

y

PSI Planner
for Windows

y

"trial
version"
of the
softwar
e?
y

$800 and
up

20% for University
purchase orders

y

8,995

N/A

y

1,295

650

y

POA

POA

$1595
(single
user)

$595 (single user,
perpetual), $49.95
(12 month)

y

$1395
single-user
license.
Email
commsales
@
minitab.co
m for other
licensing
options.
USD$799.9
5
Forecast
module
only:
$7,500+;
Forecastin
g,
DRP/MRP
and MPS
modules:
$12,500+
(pricing
depends
on # of
concurrent

Email acadsales@
minitab.com

y

USD$499.95

y

JMP is both
stand-alone
and client to
SAS.
Includes
hover-help,
dynamic
documentati
on, free tech
support,
webcasts,
courses
e-learning
and free tech
support

Web-based
training and
support

All modules: $3,500
for unlimited seat
version (processes a
maximum of 10
SKU's only)

RoadMap
Global
Planning
Solution

y

RoadMap in a
Box

y

SAS Forecast
Server

y

SCA
Statistical
System
SmartForeca
sts
Smoothie

SPSS
Forecasting

y

STATGRAPHI
CS Centurion

y

Complimentary to
Harvard, MIT, Penn
and Stanford
Students/ Faculty;
$495 Otherwise

$25,000
for 10
users;
$1,000 per
users 11+
(Hardware
Included)
Platform
dependent

Not available

y

$1,945
and up

$395 and up

y

Call

Call

y

Minimum
$2500 for
forecsating
. Advanced
DemandSupply
options
available
as well.
999

STATGRAPHI
CS Web
Services
SYSTAT 13

Performance
Dashboards
with
Benchmarkin
g,
Forecasting
Metrics,
Simulation
Forecasting
Alerts, Trend
and Variance
Reports

users);
plus 15%
annual
maintenan
ce fee
Starts at
$4995 for
Small to
Medium
Enterprises
in U.S.

y

Regional and
international
user groups;
online
demos;
discussion
forums,
webcasts,
global
technical
support.

StatAdvisor
interprets
results in
simple
language
StatAdvisor
interprets
statistical
results
ARIMA
models are
estimated
with a set of
algorithms.
Residuals

$1,495

www.sas.com/
govedu/edu/index.h
tml

y

y

contact SPSS
(salesbox@
us.ibm.com)
$695

y

599

y

y

Please call.

1299

The
DecisionTools
Suite 5.5

y

Vanguard
System

y

and
unconditional
sums of
squares for
the seasonal
multiplicative
models are
calculated by
an algorithm
in McLeod
and Sales.
The sums of
squares are
minimized
iteratively by
a quasiNewton
method due
to Fletcher. A
penalty
function for
inadmissible
vales of the
parameters
makes this
procedure
relatively
robust when
values are
near the
circumferenc
e of the unit
circle.
Standard
errors for the
parameter
estimates
are
computed
from the
inverse of
the numeric
estimate of
the Hessian
matrix,
following
Fisher.
Forecasting
is performed
via the
difference
equations.
Suite
includes
@RISK,
NeuralTools,
StatTools,
Evolver,
PrecisionTree
and Top Rank

$2295
Professiona
l Version
with one
year
maintenan
ce included

$50

y

Call

Call

y

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