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With the collaboration of three most excellent colleagues I have returned to the world of Quantitative Analysis and Forecasting. Finally!! Monica Adya was kind enough to send me the 1992 code that she did for seminal work that was co-authored by Fred Collopy and J. Scott Armstrong in 1992. It's all in C++ but I hope to begin by transferring to a combination of either Drools (or JRules or Advisor or OPS or JessJ or whatever) and Java. Or, perhaps, just leave the processing in C++ and abstract out the logic into CLIPS or ILOG Rules. (ILOG Rules is NOT free and, to my knowledge, they don't have a six-month version like JRules.)

I'm rather leaning to Drools and Java since (1) both are free and (2) it would be easier for the domain expert forecasters to read the reasoning in Drools than in C++ or Java. It would be nice if ILOG JRules or Rules, OPSJ or Blaze Advisor had some variant of an academic license that we could use for research. Although, JRules does have a six-month license that I might be able to keep extending for a while. Drools, JRules and OPSJ all have a similar syntax while CLIPS (C/C++) and Jess (Java) share a virtually identical syntax for the rules.

Probably I'll do the first cut in CLIPS and C++ and see how that goes. The reasoning for this is that CLIPS and C/C++ have a far more extensive math library than does Java and that is going to be really needed for QA.

Thanks again to Monica for having the foresight to have saved all of the old C++ stuff for so many years. :-) Right now we're waiting on just a single file to see if we can compile the old stuff and them begin moving everything to CLIPS. We will be blogging on this topic over at as well as here so drop by there if this is something in which you really, really want to be involved.


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