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Forecast Model

  • September 17, 2021
  • 1 reply
  • 42 views

luiswilbert
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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

@luiswilbert 

 

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))

1 reply

mohansx
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  • Former AIMMSian
  • 223 replies
  • Answer
  • September 21, 2021

@luiswilbert 

 

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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