This article proposes an adaptive combination of forecasts procedure called AEC that tends to be similar to always using the best individual predictor in a time varying environment. Also, a two steps combination procedure is proposed to allow the use of alternative combinations procedures. The idea is, in a first step, to use different combination procedures, with the AEC among them. In the second step, the AEC is used to combine the combinations of the first step and produce the final combination. The proposed procedures are applied to a wind farm where 9 alternative forecasts were available, showing the advantage of the proposals. © Copyright KTH 2006.