User:TahoeBob/Sandbox
Introduced in 2013[1] by Frontline Systems Inc. Analytic Solver combined advanced Optimization Modeling with Monte Carlo simulation and Data Mining. Analytic Solver is available in the cloud and as an add-in for Excel.
Features
[edit]Data Mining and Machine Learning including text mining and predictive analytics. Allows you to sample data from SQL databases, Power Pivot and Apache Spark, explore your data visually, clean and transform data, and create, evaluate and apply a full range of time series forecasting and data mining models. Including multiple regression and logistic regression to classification and regression trees, neural networks, and association rules.
Optimization with included LP/Quadratic, SOCP Barrier, Interval Global and Evolutionary Solvers. Analyitic Solver supports a wide range of optimization problem types with either built in solvers or avilabe upgrade engines:
- Linear programming
- Quadratic programming
- Nonlinear programming
- Convex optimization
- Mixed-integer programming
- Mixed-integer nonlinear programming
- Global optimization
- Complementarity problems (MPECs)
- Stochastic programming
- Robust optimization
- Constraint programming
Monte Carlo Simulation/Risk Analysis with included probability distributions and statistics, risk measures and Six Sigma metrics. Built in ability to fit distributions and automatically update them. Supports the ability to Build multi-stage decision trees and run simulations on trees with build-in probability distribution. Built-in probability distributions include:
Common Distributions
- Beta
- Exponential
- Gamma
- LogNorm2
- LogNormal
- Pert
- Triangular
- Uniform
- Weibull
- Discrete Distributions
- Bernoulli
- Binomial
- Geometric
- HyperGeo
- IntUniform
- Logarithmic
- NegBinomial
- Poisson
Advanced Distributions
- BetaGen
- BetaSubj
- ChiSquare
- Erlang
- Myerson
- NormalSkew
- Pareto
- Pareto2
- Rayleigh
- Student
Exotic Distributions
- Cauchy
- Erf
- InvNormal
- Laplace
- Logistic
- LogLogistic
- MaxExtreme
- MinExtreme
- Pearson5
- Pearson6
Stochastic Programming and Robust Optimization
- ^ "Analytic Solver Platform offers Excel users a total solution for predictive and prescriptive Analytics - Analytics Magazine". Analytics Magazine. 2012-12-17. Retrieved 2017-03-09.