This paper presents a study of models for forecasting the load for supermarket refrigeration. The data used for building the forecasting models consists of load measurements, local climate measurements and weather forecasts. The load measurements are from a supermarket located in a village in Denmark. Every hour the hourly load for refrigeration for the following 42 hours is forecasted. The forecast models are time adaptive linear time-series models. The dynamic relations between the inputs and the load is modeled by simple transfer functions. The system operates in two regimes: one in the closing hours during night and one in the opening hours during the day. This is modeled by a regime switching model in which some of the coefficients in the model depends on the regime. The results show that the one-step ahead residuals are close to white noise, however it is found that some non-linear dependence on the ambient temperature should be included in the model in further work.