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This paper presents a comparative analysis of different connectionist and statistical models for forecasting the weather of Vancouver, Canada. For developing the models, one year's data comprising of daily temperature and wind speed were used. A multi-layered perceptron network (MLPN) and an Elman recurrent neural network (ERNN) were trained using the one-step-secant and Levenberg-Marquardt algorithm. Radial basis function network (RBFN) was employed as an alternative to examine its applicability for weather forecasting. To ensure the effectiveness of neurocomputing techniques, the connectionist models were trained and tested using different datasets. Moreover, ensembles of the neural networks were generated by combining the MLPN, ERNN and RBFN using arithmetic mean and weighted average methods. Subsequently, performance of the connectionist models and their ensembles were compared with a well-established statistical technique. Experimental results obtained have shown RBFN produced the most accurate forecast model compared to ERNN and MLPN. Overall, the proposed ensemble approach produced the most accurate forecast, while the statistical model was relatively less accurate for the weather forecasting problem considered.