License: Freeware
Downloads: 1
Op. System: Windows Vista/XP/2000/NT
Last updated: 2009-10-07
File size: 41.09 MB
Publisher: Automatic Forecasting Systems AFS

Publisher description for FreeFore

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Autobox is a freeware version of Autobox 6.0 where you can test it out on YOUR DATA and 720 classic textbook time series. After 30 days, you will be restricted to getting a one period out Forecast(You can send us your data in an email and we analyze it and send it back to you with complete results if you want us to add our opinion on what interesting findings you should be aware of!) You can see the model and the model development process. Autobox was the best performing automated software in the 2008 Neural Network Forecasting Competition! Instead of using a pick best approach Autobox automatically builds the model (univariate and multivariate) all while identifying and incorporating any interventions. It selects the best lead/lag structures for each input series and corrects for omitted variables (holidays or price changes that have affected the historical data, but that the system has no knowledge of) by identifying pulses, seasonal pulses, level shifts and local time trends, and then adding the needed structure through surrogate variables.

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