Reliable and accurate day-ahead forecasting of natural gas consumption is vital for the operation of the Energy sector. Three different forecasting models are developed in this paper: The sigmoid function regression model, the feed-forward neural network, and the recurrent neural network model....

This paper proposes a new estimator for least squares model averaging. A model average estimator is a weighted average of common estimates obtained from a set of models. We propose computing weights by minimizing a model average prediction criterion (MAPC). We prove that the MAPC estimator is...