Forecasting with more than one model

An editorial review for the Special Issue on Combining Forecasts gives a background to the current growth of interest in this topic and speculates upon some of the reasons for this popularity.

Abstract

Abstract This paper comprises an editorial review for the Special Issue on Combining Forecasts. It gives a background to the current growth of interest in this topic and speculates upon some of the reasons for this popularity. Some of the main methodological issues in practice are also described.