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shachen / PLDS

The Penalized Linear Dynamical System Project
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"as there is no way that we can predict the two noise terms in the model, " #67

Closed jovo closed 9 years ago

jovo commented 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.

shachen commented 9 years ago

Got it. We can not predict the noise terms for either short or long term.