Dear Community,
I hope everyone is well.
I'm studying some forecast functions inside AIMMS and would like to know if there is a function to create the forecast using ARIMA, SARIMA or similar method,
Thank you
Best answer by mohansx
View originalDear Community,
I hope everyone is well.
I'm studying some forecast functions inside AIMMS and would like to know if there is a function to create the forecast using ARIMA, SARIMA or similar method,
Thank you
Best answer by mohansx
View original
The AIMMS forecast library is pretty limited in terms of forecasting capabilities. It offers a selection of moving average, and exponential smoothing methods. See the entire list here:
Forecasting Functions — AIMMS Function Reference
More advanced methods like ARIMA, SARIMA are not available and we have no plans of adding those capabilities. Our recommendation is to use R (Forecasting Functions for Time Series and Linear Models • forecast (robjhyndman.com)) or Python (Quick Start | Prophet (facebook.github.io))
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