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shachen / PLDS

The Penalized Linear Dynamical System Project
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" The prediction accuracies are shown in Figure 8. " #66

Closed jovo closed 9 years ago

jovo commented 9 years ago

how? is this multiple 1-step ahead predictions, or k-step ahead predictions?

give pseudocode for k-step ahead predictions in appendix.

what error function are you using?