To improve the accuracy and stability of some predictions in time series models, a new algorithm has been added to the Microsoft Time Series algorithm. Based on the well-known ARIMA algorithm, the new algorithm provides better long-term predictions than the ARTxp algorithm that Analysis Services has been using. (ARTxp is an auto-regressive tree algorithm that is optimized for either a single time slice or short-term predictions.)
By default, the new implementation of the Microsoft Time Series algorithm uses the ARTxp algorithm to train one version of the model and the ARIMA algorithm to train another version. The algorithm then weights the results of these two models to provide the prediction characteristics that you prefer. If you do not want to use this default implementation, you can specify that the Microsoft Time Series algorithm use only the ARTxp or the ARIMA algorithm. In SQL Server 2008 Enterprise, you can specify a custom weighting of the algorithms to provide the best prediction over a variable time span.
The Microsoft Time Series algorithm also now accepts data during prediction to enable new business scenarios. For example, you can create a revenue prediction model that is based on averages across products, regional aggregates, or some other broad data set. You can then apply that model to the time series that shows sales of an individual product. By applying the general model, you can take advantage of the stability and availability of aggregate data and customize prediction to the individual product.
You could also train models by using multiple series and then apply the models to new data to predict "what if" scenarios.
For more information about time series mining models, see Microsoft Time Series Algorithm and PredictTimeSeries (DMX).