Diagram illustrating the continuously updating forecasting procedure. Diagram illustrating the continuously updating forecasting procedure for prospectively forecasting the NICU census data described in the data application. The training and testing sets are denoted by the green and red boxes, respectively. Initially the training data consisted of patients who were admitted to the NICU between April 1st, 2008 to September 30, 2008. As each day progresses (increasing time), the training data absorbs part of the testing data.