1. A computer-implemented method of computing a forecast F(t+x) of a metric of a monitored computer system for a forecast time t+x, the method comprising: generating a first forecast F 1 (t+x) of the metric of the monitored computer system for the forecast time t+x at least partially based on an observation y(t) of the monitored computer system from a first time t earlier in time to the forecast time t+x; obtaining one or more supplemental forecasts of the metric of the monitored computer system also for the forecast time t+x, where each of the one or more supplemental forecasts are based on data ending earlier in time than the first time t; determining by execution of software by one or more processors, a value for the forecast F(t+x) from the first forecast F 1 (t+x) and the one or more supplemental forecasts; and performing at least one of the following actions based at least in part on the determined value of the forecast F(t+x): (1) detecting an abnormality associated with the monitored computer system, (2) generating an alert or a report, and (3) automatically initiating a corrective procedure.