The increasing availability of large amounts of historical data and the need of performing accurate forecasting of future behavior in several scientific and applied domains demands the definition of robust and efficient techniques able to infer from observations the stochastic dependency between...

Computational intelligence approaches to multiple-step-ahead forecasting rely on either iterated one-step-ahead predictors or direct predictors. In both cases the predictions are obtained by means of multi-input single-output modeling techniques. This paper discusses the limitations of...