1. A forecasting system comprising: a statistical model means for producing a statistical forecast from a set of historical data; a neural network comprising an input layer, a hidden layer, and an output layer, each layer comprising one or more nodes, a first node in the input layer being connected to the statistical forecast, and all other nodes in the input layer being connected to a different historical datum from the set of historical data, each node in the input layer being connected to each node in the hidden layer and each node in the hidden layer being connected to each node in the output layer, the output layer outputting a forecast, each connection between nodes having an associated weight; and a training means for determining the weight for each said connection between nodes of the neural network, the neural network being responsive to the statistical forecast generated from the statistical model means and the set of historical data for outputting the forecast.