SAS Forecast Studio: Ensembling different models generated with different error metrics

[zdblizar]

Hello,

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,  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

Z