SAS® Forecasting for Desktop

Automatic forecasting

  • Forecast for large numbers of products, entities or tasks; optimize model parameters.
  • Include or add any number of business factors and events in your models to produce the forecast that best depicts your business.
  • Specify holdout samples so that forecasting models can be selected based not just on their fit with past data, but also on their likelihood to predict the future.
  • Perform automatic hierarchical forecasting by defining the hierarchy and model parameters through an interactive graphical interface.
  • Define your own flexible hierarchies to make them more suitable for your forecasting challenges.
  • Reconcile up and down the hierarchy, preserving locked forecast values.
  • Generate exception reports based on sound statistical logic and business rules.
  • Support forecasting as an ongoing and repeated process that fits into your organizational planning workflow.
  • Publish results via hard copy, the company portal or the Internet.

Scalability & modeling

  • Choose the level of automation for the forecasting process.
  • Re-diagnose and identify candidate models, re-estimate existing model parameters or generate forecasts using existing models and parameters.
  • Facilitate ongoing and repeatable forecasting as part of your overall planning process.
  • Create ensemble models by combining two or more other models.

Unlimited model repository

  • Meet all your forecasting needs with an extensible model repository complete with a broad range of built-in models.
  • Time series methods include:
    • Single exponential smoothing.
    • Holt's/Brown's two-parameter exponential smoothing.
    • Winters' three-parameter exponential smoothing (additive/multiplicative).
    • ARIMA.
  • Causal methods include:
    • ARIMAX (ARIMA with intervention and causal variables).
    • Lagged variables/transfer functions.
    • Dynamic multiple regression.
    • Unobserved components model (UCM).
    • Allows users to create and add their own custom models using the open model repository.
  • Users can create and add their own custom models with the open model repository.

Easy-to-use GUI

  • Use automated forecasting and set up the hierarchy, parameters and business rules through an interactive graphical interface.
  • Employ an eight-step project wizard that walks analysts through the steps to set up a new forecasting project or work with existing projects.
  • Easily add events that might influence the forecast – such as holidays and promotions – through an events dialog box.
  • Guide analysts through the development of custom forecasting models, built from scratch or based on models in the repository, using a model-builder dialog box.
  • Give analysts multiple ways to work with the forecast results using forecast, series and model views.
  • Let analysts use the scenario analysis view to create what-if scenarios – such as changes to pricing or promotions – and determine their likely effects on future demand.
  • Identify exceptions automatically based on sound statistical logic and business rules.
  • Manually adjust forecast values; override the locking facility if needed.
  • Publish results automatically via hard copy, company portal or Internet using extensible reporting tools.

Event-modeling console

  • Use the interactive GUI to include predefined holiday events (e.g., Thanksgiving, New Year's Day).
  • Realign dates automatically for moving holidays (e.g., Easter).
  • Use the custom event creator with four event types: pulse, ramp up/down level shift, temporary.

What-if analysis & scenario planning

  • Use the Scenario Analyzer interface (which includes what-if planning capabilities) to change model parameter estimates and determine the effects on forecasts.

Data preparation

  • Automatically aggregate raw transaction data by time period into time series data.

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