Beginning with SAS IT Resource Management 3.2, SAS High-Performance Forecasting (HPF) is included in the solution. SAS High-Performance Forecasting software provides a large-scale system that automatically selects time series models for forecasting time-series data.
This paper will demonstrate use of the HPFENGINE procedure. The HPFENGINE procedure provides an automatic way to generate forecasts for many time series or transactional data in one step. The procedure can automatically choose the best forecast model from a user-defined model list or a default model list.