Before revision:  We identify a class of forecast combination methods, which we categorize as non-linear synthesis, and find that it entails an extra term in the predictive error process that "corrects" the bias from misspecification and dependence amongst forecasts, effectively improving forecasts.
After revision:  Using this strategy, we identify two main classes of ensemble methods: linear combination and non-linear synthesis, and find that it entails an extra term in the predictive error process that "corrects" the bias from misspecification and dependence amongst forecasts, effectively improving forecasts.