I've completed my first article for the Code Project (http://www.codeproject.com/). It's titled "A Time-series forecasting library in C#" and it details techniques for producing--you guessed it--forecasts from historical data. Not the snazziest title, but hey, at least you know what's inside before you open the box. It includes the ability to reserve and test a holdout set and specify n periods into the future for forecast values.
You can find it published at http://www.codeproject.com/KB/recipes/TimeSeriesForecasting.aspx.