Hi Kevin,
In regards to you question on a complete list of what algorithms can be exported.
Here is a link to a list of machine learning algorithms - all of which you should be able to train on known data and export to use on unknown data:
http://en.wikipedia.org/wiki/List_of_machine_learning_algorithms
As for the "forecasting" algorithms that you mentioned in the first message such as 1-2-3 exponential smoothing if you look at the equation - it is purely based on previous time-periods & values and as such not a learning model.
Hope this helps you on your way.
Best regards,
Kurt Holst