System and method for combining what-if and goal seeking analyses for prescriptive time series forecasting

摘要

A computer-implemented method for prescriptive time-series forecasting, which combines both what-if analysis and goal-seeking analysis. The method comprises building a model for a target metric with a set of predictors, based on historical time-series data, and computing, using the model, a set of forecast values. Using the set of forecast values with respect to a forecasting period, both a set of goals for the target metric and a set of constraints for the predictors are analyzed. A set of updated forecasts based on the analyses with respect to the forecasting period is determined to meet the goals within the set of constraints. The updated set of forecasts is presented with respect to the forecasting period, e.g., using a table, a visualization, and/or an interactive user interface.