Determining and selecting prediction models over multiple points in time using test data

One or more computer-readable storage media collectively containing computer program code that, when executed by operation of one or more computer processors, performs an operation comprising:

• receiving a plurality of models trained to generate predictions at each of a plurality of intervals;
• generating a plurality of model ensembles, each specifying one or more of the plurality of models for each of the plurality of intervals;
• receiving a test data set, wherein the test data set includes values for at least a first interval of the plurality of intervals and does not include values for at least a second interval of the plurality of intervals;
• and
• selecting a first model ensemble, of the plurality of model ensembles, based on processing the test data set using each of the plurality of model ensembles.

A system comprising:

• one or more computer processors;
• and
• one or more memories collectively containing one or more programs which when executed by the one or more computer processors performs an operation, the operation comprising:
• receiving a plurality of models trained to generate predictions at each of a plurality of intervals;
• generating a plurality of model ensembles, each specifying one or more of the plurality of models for each of the plurality of intervals;
• receiving a test data set, wherein the test data set includes values for at least a first interval of the plurality of intervals and does not include values for at least a second interval of the plurality of intervals;
• and
• selecting a first model ensemble, of the plurality of model ensembles, based on processing the test data set using each of the plurality of model ensembles.