"Very interesting concept - I'll have to try it.
One thing you might sharpen in the above text is that you are discussing sequnces of predictions (or modeled sequnces).
I am not sure cross validation is that straight forward to implement.
My Master and PHD were about Multiplicity issues in SPC. I have almost 20 year experiance using the sas platform for a wide ranging gamot of business problems including CRM, Demand forecasting and loads of Data-Mining. However of late I feel I am getting rusty in my statistics and I am endevoring to polish up.