PROGNOZ 5

Modeling
& Forecasting

The PROGNOZ 5 Platform delivers some the most progressive econometric modeling and forecasting capabilities available today.

With our Model Builder users can simulate business processes, execute alternative scenarios and target forecasting calculations using a simple and fully integratable tool.  And to help users ensure mathematical compatibility, the Model Builder leverages some of the world's largest external statistical libraries while visually guiding users through complicated sequences that can encompass thousands of equations.


The PROGNOZ Modeling and Forecasting solution supports a wide range of modeling methods and tools:

PROGNOZ Model Builder

PROGNOZ Model Builder

The PROGNOZ Model Builder is a tool capable of building highly complex models within a simple and user-friendly interface.
Run Dynamic Models

Run Dynamic Models

Run dynamic models visually and increase audience buy-in.
Conduct Distribution Models

Conduct Distribution Models

Conduct distribution models and measure performance and profitability.
Forecast Trade

Forecast Trade

Forecast trade based on imports, exports, investment, etc.
Run Linear Regression

Run Linear Regression

Run linear regression as you would with any leading statistical package.
Conduct Multiple Scenarios

Conduct Multiple Scenarios

Conduct multiple scenarios according to preset criteria.

  • Analyze time series, methods of series decomposition on such components as Census and Census II, spectral and wavelet analyses, models of polynomial lags, ARIMA, ARCH and GARCH models, among others.
  • Utilize methods of multidimensional statistical analysis: factor analysis and method of core components, cluster, discriminate, multidimensional scaling and other methods.
  • Realize the following functional dependencies: systems of nonlinear equations, systems of simultaneous regression equations, vector auto regression (VAR), and errors corrected model (ECM).
  • Available regression dependency identification methods: generalized least-squares method, weighted least-squares method, nonlinear least-squares method, a maximum likelihood method, robust estimation, censored estimation, nonparametric estimation.
  • Forecast utilizing extrapolation models and scenario forecasting methods. Solve target and optimization tasks (both conditional and unconditional), dynamic programming, multi-purpose optimization tasks, as well risk optimization.
  • Inclusion of connectable methods and models, including the following: model of interbranch balance, model of general economic balance and others.
  • Support a wide range of modeling methods, including Econometric, Balance, Optimization, and Neuronet methods.