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. We show that a subclass of the recently developed framework of Bayesian predictive synthesis fits within this class.
After revision:  We identify a class of forecast combination methods, which we categorize as non-linear synthesis, and show that a subclass of the recently developed framework of Bayesian predictive synthesis fits within this class.