The use of machine learning for time series prediction has become increasingly popular across various industries thanks to the availability of time series data and advancements in machine learning algorithms. However, traditional methods for time series forecasting rely on pre-optimized models that are ill-equipped to handle unpredictable patterns in data. In this paper, we present EAMDrift, a novel method that combines forecasts from multiple individual predictors by weighting each prediction according to a performance metric. EAMDrift is designed to automatically adapt to out-of-distribution patterns in data and identify the most appropriate models to use at each moment through interpretable mechanisms, which include an automatic retraining process. Specifically, we encode different concepts with different models, each functioning as an observer of specific behaviors. The activation of the overall model then identifies which subset of the concept observers is identifying concepts in the data. This activation is interpretable and based on learned rules, allowing to study of input variables relations. Our study on real-world datasets shows that EAMDrift outperforms individual baseline models by 20% and achieves comparable accuracy results to non-interpretable ensemble models. These findings demonstrate the efficacy of EAMDrift for time-series prediction and highlight the importance of interpretability in machine learning models.