the point is it's a fundamentally flawed assumption that you can figure out which statistical model suits an arbitrary strip of timeseries data just because you've imbibed a bunch of relatively different ones.
the data is not a spherical horse in the vacuum. usually there is a known source which produces that data, and it's likely the same model works well on all data from that source. may be a small number of models. which means knowing the source you can select the model that worked well before. even if the data is from alien ships they are likely to be from the same civilization.
I'm not saying that it's a 100% solution, just a practical approach.
so while this seems persuasive, it's fundamentally about normal data which yields little value in extrapolation