This article is a walkthrough that illustrates how to build multiple related data models by using the tools that are provided with Microsoft SQL Server Integration Services. In this walkthrough, you will learn how to automatically build and process multiple data mining models based on a single mining structure, how to create predictions from all related models, and how to save the results to a relational database for further analysis. Finally, you view and compare the predictions, historical trends, and model statistics in SQL Server Reporting Services reports.
This solution also introduces the concept of ensemble models for data mining, which are sets of multiple related models. For most data mining projects, you need to create several models, analyze the differences, and compare outputs before you can select a best model to use operationally. Integration Services provides a framework within which you can easily generate and manage ensemble models.
Note: Abstract taken from whitepaper.
Reference: Pinal Dave (http://blog.SQLAuthority.com)