Closed jovo closed 9 years ago
this comment doesn't reflect that the problem is the long time horizon, in other words, either we can predict the two noise terms in the model for both short and long term horizons, or neither.
Got it. We can not predict the noise terms for either short or long term.
this comment doesn't reflect that the problem is the long time horizon, in other words, either we can predict the two noise terms in the model for both short and long term horizons, or neither.