In an embodiment, a correlated forecast is computer generated by a processor that receives input data for historic values of a first input variable, creates forecast data for future values of the first input variable using the historic values of the first input variable, generates diagnostic data based on a diagnostic analysis of the forecast data, creates a first diagnostic variable that includes a first diagnostic value from a first cognitive process, generates a feature vector based on a second cognitive process that determines the feature vector by identifying a correlation between the first diagnostic variable and a second diagnostic variable, and generates a final forecast using the feature vector as an input for a cognitive forecasting process, where the first cognitive process determines the first diagnostic value based on the diagnostic data.