https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-Forecast-Studio-Ensembling-different-models-generated-with/m-p/466236#M3163 <P>Hello,</P><P>&nbsp;</P><P>There are nearly 50 error metrics to choose from in SAS Forecast Studio to select models. I would like to estimate models with all of the error metrics, take the best models chosen from each of the different error metrics,&nbsp; then ensemble them. Thus, if there are 50 error metrics, I would have 50 models to ensemble. Does anyone have any suggestions on how to go about doing this? Thank you</P><P>&nbsp;</P><P>Z</P> Wed, 30 May 2018 20:30:49 GMT zdblizar 2018-05-30T20:30:49Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-Forecast-Studio-Ensembling-different-models-generated-with/m-p/466236#M3163 <P>Hello,</P><P>&nbsp;</P><P>There are nearly 50 error metrics to choose from in SAS Forecast Studio to select models. I would like to estimate models with all of the error metrics, take the best models chosen from each of the different error metrics,&nbsp; then ensemble them. Thus, if there are 50 error metrics, I would have 50 models to ensemble. Does anyone have any suggestions on how to go about doing this? Thank you</P><P>&nbsp;</P><P>Z</P> Wed, 30 May 2018 20:30:49 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-Forecast-Studio-Ensembling-different-models-generated-with/m-p/466236#M3163 zdblizar 2018-05-30T20:30:49Z