BPM Analytics
Seth Grimes wrote an interesting article in Intelligent Enterprise on advanced statistical techniques in business performance management (BPM). Interestingly, he makes the claim that the move to simplicity (slice-and-dice) has diluted the analytic capabilities of the many BI platforms. I'm extremely surprised that the mainstream BI products don't offer time-series and non-linear models as part of their basic statistical tools.
Although people believe that you need to have a specialist on staff to handle these kinds of models, I don't believe that to be the case. Although you would want help with very complex situations, there are well understood models with tried and true practices that can be used in many instances by any reasonably numerate person if the software made it simple. Possibly, as Mr. Grimes suggests, they aren't included because business users don't know to ask or are intimidated by them. A usable facade on sophisticated techniques would be an excellent entre into the BI market.