This paper presents a method for forecasting the load for space heating in a single-family house. The forecasting model is built using data from sixteen houses located in Sønderborg, Denmark, combined with local climate measurements and weather forecasts. Every hour the hourly heat load for each house the following two days is forecasted. The forecast models are adaptive linear time-series models and the climate inputs used are: ambient temperature, global radiation and wind speed. A computationally efficient recursive least squares scheme is used. The models are optimized to fit the individual characteristics for each house, such as the level of adaptivity and the thermal dynamical response of the building, which is modeled with simple transfer functions. Identification of a model, which is suitable for all the houses, is carried out. The results show that the one-step ahead errors are close to white noise and that practically all correlation to the climate variables are removed. Furthermore, the results show that the forecasting errors mainly are related to: unpredictable high frequency variations in the heat load signal (predominant only for some houses), shifts in resident behavior patterns and uncertainty of the weather forecasts for longer horizons, especially for solar radiation.