nilsnevertree / kalman-reconstruction-partially-observed-systems

Data-driven Reconstruction of Partially Observed Dynamical Systems using Kalman Algorithms in an itterative way
GNU General Public License v3.0
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Forecast issues of x3 by local linear regression #23

Closed nilsnevertree closed 1 year ago

nilsnevertree commented 1 year ago

It can be seen that the forecast performance on x3 is not good for the LLR. Need to investigate this.

nilsnevertree commented 1 year ago
Below an evolution of RMSE and cov-prob. can be seen. Global Linear Regression Local Linear Regression (sigma = 100)
Evolution of RMSE and 50% Cov. Prob. Evolution of RMSE and 50% Cov. Prob.
evolution_glr evolution_llr
Forecast examples Forecast examples
examples_glr examples_llr
nilsnevertree commented 1 year ago

Disussion about this will first be dropped.