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The Forecast Pro SDK

The Forecast Pro SDK is a totally seamless forecasting solution for your application. The Forecast Pro SDK generates accurate statistically-based forecasts using the same state-of-the-art methodology found in the off-the-shelf versions of Forecast Pro.

At the core of the Forecast Pro SDK is a library of forecasting functions. The library is available as either a Windows dynamic link library (dll) or a Linux Shared Library. The library can either be called directly from your application or indirectly using one of several interfaces provided as part of the Forecast Pro SDK.

The library was written in Visual C++. The calling program provides data structures containing the time series to be forecasted, instructions indicating how the forecasts should be prepared and room for the output. The library calculates the forecasts and writes out the results, including forecasts, confidence limits, safety stocks, model details and summary statistics.

The Forecast Pro SDK includes a .NET wrapper allowing .NET applications to call the wrapper which in turn calls the library. A Java Native Interface (JNI) bridge is also included for Java applications and uses the same strategy.

Finally, the Forecast Pro SDK also includes an executable program that can be launched from the command line and does not require compiling any code. This application silently reads input from CSV files, calls the library to generate the forecasts and writes the output to a CSV file.

After reviewing the information provided here, contact us if you would like more information about the Forecast Pro SDK.

The Models

The Forecast Pro SDK supports many of the models contained in Forecast Pro XE. The supported models include:

  • Expert Selection
  • Exponential Smoothing
  • Box-Jenkins
  • Dynamic Regression
  • Event Models
  • Outlier Detection and Correction
  • New Product Forecasting
  • Low-Volume Models
  • Curve Fitting
  • Simple Methods
  • Out-of-Sample Testing
  • Dynamic Regression with Automatic Dynamics Optimization: The Forecast Pro SDK supports an automatic dynamics optimization model, whereby the calling program defines the independent variables to be included and the Forecast Pro SDK automatically determines the dynamics (lagged dependent variables and generalized Cochrane-Orcutt terms). This functionality is not yet available in Forecast Pro XE.

Over Three Decades of Refinement

Business Forecast Systems has been the leader in forecasting software since 1986. With more than 25,000 installations worldwide, our software has forecasted literally billions of time series. Over the years, our clients have sent us hundreds of “oddball” time series that generated poor forecasts. The Forecast Pro team has carefully analyzed each of these series to determine the cause of the behavior and then modified the forecasting technique or expert selection algorithm to detect these exceptions and respond appropriately. Thus, the Forecast Pro SDK is far more than just forecasting algorithms&emdash;it is a forecasting system that integrates a deep knowledge base and handles exceptions seamlessly to efficiently deliver robust, accurate forecasts where other forecasting systems frequently fail.

Contact us for more information about becoming an Integrated Solutions Provider.