Patent Document ID: 9047559
Application ID: 13440045
Patent Flag: 1

Claim One:
1. A computer-program product tangibly embodied in a non-transitory, machine-readable storage medium having instructions stored thereon, the instructions operable to cause a data processing apparatus to perform operations including: displaying representations of multiple models operable to provide ex-post forecasts and ex-ante forecasts with regard to a forecast variable; accessing an input that represents a selection of at least two of the models; accessing a historical time series that includes multiple historical observations of the forecast variable; defining multiple distinct holdout time series within the historical time series, wherein each of the holdout time series includes a portion of the historical observations of the forecast variable and spans a corresponding time period; generating a combination model by combining the selected models; evaluating multi-step forecasting characteristics of the combination model by using ex-post forecasting at multiple different points of origin, wherein evaluating includes, with respect to each of the time periods, performing operations including: using the combination model to generate ex-post forecasted values of the forecast variable at multiple times during the time period; comparing the ex-post forecasted values to coinciding historical observations included in the holdout time series that spans the time period; calculating ex-post forecast errors based on the comparison; and displaying the ex-post forecast errors.