Hydroelectric power generation, water supplies for municipal, agricultural, manufacturing, and service industry uses including technology-sector requirements, dam safety, flood control, recreational uses, and ecological and legal constraints, all place simultaneous, competing demands on the heavily stressed water management infrastructure of the mostly arid American West. Optimally managing these resources depends on predicting water availability. We built a probabilistic nonlinear regression water supply forecast (WSF) technique for the US Department of Agriculture, which runs the largest stand-alone WSF system in the US West. Design criteria included improved accuracy over the existing system; uncertainty estimates that seamlessly handle complex (heteroscedastic, non-Gaussian) prediction errors; integration of physical hydrometeorological process knowledge and domain-specific expert experience; ability to accommodate nonlinearity, model selection uncertainty and equifinality, and predictor multicollinearity and high dimensionality; and relatively easy, low-cost implementation. Some methods satisfied some of these requirements but none met all, leading us to develop a novel, interdisciplinary, and pragmatic prediction metasystem through a carefully considered synthesis of well-established, off-the-shelf components and approaches, spanning supervised and unsupervised machine learning, nonparametric statistical modeling, ensemble learning, and evolutionary optimization, focusing on maintaining but radically updating the principal components regression framework widely used for WSF. Testing this integrated multi-method prediction engine demonstrated its value for river forecasting; USDA adoption is a landmark for transitioning machine learning from research into practice in this field. Its ability to handle all the foregoing design criteria and requirements, which are not unique to WSF, suggests potential for extension to complex probabilistic prediction problems in other fields.