• 11Ants Model Builder, upgrades Microsoft Excel into a powerful, simple to use data mining / predictive analytics tool, with regression, classification and rank likelihood.
• Alyuda Forecaster XL, Excel add-in for forecasting and estimation based on neural networks.
• Alyuda NeuroIntelligence, supports all stages of neural network design and application.
• Auguri, an integrated data analysis, manipulation and forecasting software with emphasis on nonlinear dynamical methods.
• Autobox, automatically Builds Box-Jenkins models for Univariate and Causals models adjusting for lead/lag relationships and interventions - pulse, seasonal pulses, level shifts, time trends.
• Cubist, decision-tree based tool for estimating a continuous value
• DaMi2^TM, newly patented analytics engine providing unattended clustering, classification, and optimization of hundreds of variables simultaneously in a single analysis operation.
• Evolutionary Regression, builds an optimal regression model from your data
• Gains#, a statistical modeling tool for business analysts for building powerful statistical models in an integrated environment.
• GenIQ Model, uses machine learning for regression task; automatically performs variable selection, and new variable construction, and then specifies the model equation to "optimize the decile table".
• GMDH Shell, forecasting software that creates predictive models based on artificial neural networks.
• MARS, J. Friedman's automated logistic regression for binary classification problems. Automatic missing value handling, interaction detection, variable transformation.
• Previa Studio, a specialised interactive environment for the definition of forecasting models.
• Portal for Forecasting with neural networks, including software, data, and more.
• Thesys Plan@, a web-based solution for forecasting the different level of sales for all of the products, useful for stock optimization or planning processes.
• Time Oriented Language (TOL), a powerful open source software and a high-level programming language for time series.
• WizWhy uses association rules to summarize the data, point interesting phenomena, and issues predictions for new cases

free and shareware:

• Gait-CAD Matlab toolbox, for the visualization and analysis of time series, including classification, regression, and clustering. GNU GPL license.
• NuMap7, freeware for fast development, validation, and application of regression type networks including the multilayer perceptron, functional link net, piecewise linear network, self organizing map and K-Means.
• Sciengy RPF, a free experimental Windows application self-organizing neural networks, a convenient user interface and ability to work with text data files.
• Tiberius, MLP Neural Network for classification and regression problems.

Related

• Software: Statistics for classical regression software.